GIBIX vs. NBCM
Compare and contrast key facts about Guggenheim Total Return Bond Fund (GIBIX) and Neuberger Berman Commodity Strategy ETF (NBCM).
GIBIX is managed by Guggenheim. It was launched on Nov 30, 2011. NBCM is an actively managed fund by Neuberger Berman. It was launched on Aug 27, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GIBIX or NBCM.
Key characteristics
| GIBIX | NBCM | |
|---|---|---|
| YTD Return | 2.98% | 3.04% |
| 1Y Return | 9.47% | -0.55% |
| Sharpe Ratio | 1.57 | -0.04 |
| Sortino Ratio | 2.30 | 0.03 |
| Omega Ratio | 1.28 | 1.00 |
| Calmar Ratio | 0.52 | -0.05 |
| Martin Ratio | 5.81 | -0.10 |
| Ulcer Index | 1.52% | 5.09% |
| Daily Std Dev | 5.63% | 12.37% |
| Max Drawdown | -22.03% | -12.85% |
| Current Drawdown | -9.07% | -7.68% |
Correlation
The correlation between GIBIX and NBCM is 0.03, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
GIBIX vs. NBCM - Performance Comparison
The year-to-date returns for both investments are quite close, with GIBIX having a 2.98% return and NBCM slightly higher at 3.04%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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GIBIX vs. NBCM - Expense Ratio Comparison
GIBIX has a 0.50% expense ratio, which is lower than NBCM's 0.66% expense ratio.
Risk-Adjusted Performance
GIBIX vs. NBCM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Guggenheim Total Return Bond Fund (GIBIX) and Neuberger Berman Commodity Strategy ETF (NBCM). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
GIBIX vs. NBCM - Dividend Comparison
GIBIX's dividend yield for the trailing twelve months is around 4.70%, more than NBCM's 4.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GIBIX Guggenheim Total Return Bond Fund | 4.70% | 4.45% | 4.13% | 2.87% | 2.62% | 2.61% | 2.90% | 3.38% | 4.25% | 4.70% | 4.79% | 5.45% |
NBCM Neuberger Berman Commodity Strategy ETF | 4.24% | 4.37% | 0.80% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
GIBIX vs. NBCM - Drawdown Comparison
The maximum GIBIX drawdown since its inception was -22.03%, which is greater than NBCM's maximum drawdown of -12.85%. Use the drawdown chart below to compare losses from any high point for GIBIX and NBCM. For additional features, visit the drawdowns tool.
Volatility
GIBIX vs. NBCM - Volatility Comparison
The current volatility for Guggenheim Total Return Bond Fund (GIBIX) is 1.54%, while Neuberger Berman Commodity Strategy ETF (NBCM) has a volatility of 3.73%. This indicates that GIBIX experiences smaller price fluctuations and is considered to be less risky than NBCM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.