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GIBIX vs. SAOAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GIBIX vs. SAOAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Guggenheim Total Return Bond Fund (GIBIX) and Guggenheim Alpha Opportunity Fund (SAOAX). The values are adjusted to include any dividend payments, if applicable.

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GIBIX vs. SAOAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GIBIX
Guggenheim Total Return Bond Fund
-0.52%8.22%3.18%7.45%-16.38%-0.58%14.94%4.45%0.89%6.50%
SAOAX
Guggenheim Alpha Opportunity Fund
10.98%-2.00%10.49%8.81%-8.66%14.38%0.17%-2.26%-11.25%7.48%

Returns By Period

In the year-to-date period, GIBIX achieves a -0.52% return, which is significantly lower than SAOAX's 10.98% return. Both investments have delivered pretty close results over the past 10 years, with GIBIX having a 2.96% annualized return and SAOAX not far ahead at 2.97%.


GIBIX

1D
0.21%
1M
-1.85%
YTD
-0.52%
6M
0.34%
1Y
4.30%
3Y*
4.73%
5Y*
0.59%
10Y*
2.96%

SAOAX

1D
0.77%
1M
0.29%
YTD
10.98%
6M
12.29%
1Y
3.61%
3Y*
8.23%
5Y*
4.80%
10Y*
2.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GIBIX vs. SAOAX - Expense Ratio Comparison

GIBIX has a 0.50% expense ratio, which is lower than SAOAX's 1.76% expense ratio.


Return for Risk

GIBIX vs. SAOAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GIBIX
GIBIX Risk / Return Rank: 5858
Overall Rank
GIBIX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
GIBIX Sortino Ratio Rank: 5656
Sortino Ratio Rank
GIBIX Omega Ratio Rank: 4040
Omega Ratio Rank
GIBIX Calmar Ratio Rank: 7777
Calmar Ratio Rank
GIBIX Martin Ratio Rank: 6060
Martin Ratio Rank

SAOAX
SAOAX Risk / Return Rank: 1919
Overall Rank
SAOAX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
SAOAX Sortino Ratio Rank: 1010
Sortino Ratio Rank
SAOAX Omega Ratio Rank: 6565
Omega Ratio Rank
SAOAX Calmar Ratio Rank: 77
Calmar Ratio Rank
SAOAX Martin Ratio Rank: 88
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GIBIX vs. SAOAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Guggenheim Total Return Bond Fund (GIBIX) and Guggenheim Alpha Opportunity Fund (SAOAX). 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.


GIBIXSAOAXDifference

Sharpe ratio

Return per unit of total volatility

1.09

0.08

+1.01

Sortino ratio

Return per unit of downside risk

1.57

0.63

+0.93

Omega ratio

Gain probability vs. loss probability

1.19

1.27

-0.08

Calmar ratio

Return relative to maximum drawdown

1.92

0.19

+1.73

Martin ratio

Return relative to average drawdown

5.96

0.96

+5.00

GIBIX vs. SAOAX - Sharpe Ratio Comparison

The current GIBIX Sharpe Ratio is 1.09, which is higher than the SAOAX Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of GIBIX and SAOAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GIBIXSAOAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

0.08

+1.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.17

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.14

+0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.92

0.30

+0.62

Correlation

The correlation between GIBIX and SAOAX is -0.09. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

GIBIX vs. SAOAX - Dividend Comparison

GIBIX's dividend yield for the trailing twelve months is around 4.66%, more than SAOAX's 0.64% yield.


TTM20252024202320222021202020192018201720162015
GIBIX
Guggenheim Total Return Bond Fund
4.66%5.03%4.71%4.44%3.08%3.36%4.80%2.38%3.25%3.38%4.68%4.39%
SAOAX
Guggenheim Alpha Opportunity Fund
0.64%0.71%1.06%0.62%0.72%0.82%1.22%0.92%1.17%7.07%0.03%0.00%

Drawdowns

GIBIX vs. SAOAX - Drawdown Comparison

The maximum GIBIX drawdown since its inception was -21.44%, smaller than the maximum SAOAX drawdown of -52.28%. Use the drawdown chart below to compare losses from any high point for GIBIX and SAOAX.


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Drawdown Indicators


GIBIXSAOAXDifference

Max Drawdown

Largest peak-to-trough decline

-21.44%

-52.28%

+30.84%

Max Drawdown (1Y)

Largest decline over 1 year

-2.99%

-6.53%

+3.54%

Max Drawdown (5Y)

Largest decline over 5 years

-21.44%

-35.90%

+14.46%

Max Drawdown (10Y)

Largest decline over 10 years

-21.44%

-35.90%

+14.46%

Current Drawdown

Current decline from peak

-2.30%

0.00%

-2.30%

Average Drawdown

Average peak-to-trough decline

-3.44%

-8.77%

+5.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.96%

6.97%

-6.01%

Volatility

GIBIX vs. SAOAX - Volatility Comparison

The current volatility for Guggenheim Total Return Bond Fund (GIBIX) is 1.58%, while Guggenheim Alpha Opportunity Fund (SAOAX) has a volatility of 2.89%. This indicates that GIBIX experiences smaller price fluctuations and is considered to be less risky than SAOAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GIBIXSAOAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.58%

2.89%

-1.31%

Volatility (6M)

Calculated over the trailing 6-month period

2.54%

6.07%

-3.53%

Volatility (1Y)

Calculated over the trailing 1-year period

4.34%

61.24%

-56.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.81%

28.68%

-22.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.74%

21.13%

-16.39%