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GIBIX vs. NBCM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.0

Performance

GIBIX vs. NBCM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Guggenheim Total Return Bond Fund (GIBIX) and Neuberger Berman Commodity Strategy ETF (NBCM). The values are adjusted to include any dividend payments, if applicable.

-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
1.45%
-1.21%
GIBIX
NBCM

Key characteristics

Sharpe Ratio

GIBIX:

0.52

NBCM:

0.38

Sortino Ratio

GIBIX:

0.76

NBCM:

0.61

Omega Ratio

GIBIX:

1.09

NBCM:

1.07

Calmar Ratio

GIBIX:

0.19

NBCM:

0.39

Martin Ratio

GIBIX:

1.60

NBCM:

0.89

Ulcer Index

GIBIX:

1.73%

NBCM:

5.03%

Daily Std Dev

GIBIX:

5.34%

NBCM:

11.90%

Max Drawdown

GIBIX:

-22.03%

NBCM:

-12.85%

Current Drawdown

GIBIX:

-9.80%

NBCM:

-6.09%

Returns By Period

In the year-to-date period, GIBIX achieves a 2.15% return, which is significantly lower than NBCM's 4.82% return.


GIBIX

YTD

2.15%

1M

-0.85%

6M

1.50%

1Y

2.85%

5Y*

0.66%

10Y*

2.23%

NBCM

YTD

4.82%

1M

-1.36%

6M

-2.25%

1Y

4.56%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


GIBIX vs. NBCM - Expense Ratio Comparison

GIBIX has a 0.50% expense ratio, which is lower than NBCM's 0.66% expense ratio.


NBCM
Neuberger Berman Commodity Strategy ETF
Expense ratio chart for NBCM: current value at 0.66% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.66%
Expense ratio chart for GIBIX: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%

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.


Sharpe ratio
The chart of Sharpe ratio for GIBIX, currently valued at 0.52, compared to the broader market-1.000.001.002.003.004.000.520.38
The chart of Sortino ratio for GIBIX, currently valued at 0.76, compared to the broader market-2.000.002.004.006.008.0010.000.760.61
The chart of Omega ratio for GIBIX, currently valued at 1.09, compared to the broader market0.501.001.502.002.503.003.501.091.07
The chart of Calmar ratio for GIBIX, currently valued at 0.72, compared to the broader market0.002.004.006.008.0010.0012.0014.000.720.39
The chart of Martin ratio for GIBIX, currently valued at 1.60, compared to the broader market0.0020.0040.0060.001.600.89
GIBIX
NBCM

The current GIBIX Sharpe Ratio is 0.52, which is higher than the NBCM Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of GIBIX and NBCM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.52
0.38
GIBIX
NBCM

Dividends

GIBIX vs. NBCM - Dividend Comparison

GIBIX's dividend yield for the trailing twelve months is around 4.32%, less than NBCM's 5.31% yield.


TTM20232022202120202019201820172016201520142013
GIBIX
Guggenheim Total Return Bond Fund
4.32%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
5.31%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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.82%
-6.09%
GIBIX
NBCM

Volatility

GIBIX vs. NBCM - Volatility Comparison

The current volatility for Guggenheim Total Return Bond Fund (GIBIX) is 1.55%, while Neuberger Berman Commodity Strategy ETF (NBCM) has a volatility of 2.72%. 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.


1.00%2.00%3.00%4.00%JulyAugustSeptemberOctoberNovemberDecember
1.55%
2.72%
GIBIX
NBCM
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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