GIBIX vs. SCHX
Compare and contrast key facts about Guggenheim Total Return Bond Fund (GIBIX) and Schwab U.S. Large-Cap ETF (SCHX).
GIBIX is managed by Guggenheim. It was launched on Nov 30, 2011. SCHX is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Total Stock Market Index. It was launched on Nov 3, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GIBIX or SCHX.
Key characteristics
| GIBIX | SCHX | |
|---|---|---|
| YTD Return | 2.98% | 26.97% |
| 1Y Return | 9.47% | 35.29% |
| 3Y Return (Ann) | -2.35% | 11.12% |
| 5Y Return (Ann) | 0.79% | 17.14% |
| 10Y Return (Ann) | 2.32% | 15.00% |
| Sharpe Ratio | 1.57 | 2.89 |
| Sortino Ratio | 2.30 | 3.84 |
| Omega Ratio | 1.28 | 1.54 |
| Calmar Ratio | 0.52 | 4.16 |
| Martin Ratio | 5.81 | 18.76 |
| Ulcer Index | 1.52% | 1.90% |
| Daily Std Dev | 5.63% | 12.29% |
| Max Drawdown | -22.03% | -34.33% |
| Current Drawdown | -9.07% | -0.93% |
Correlation
The correlation between GIBIX and SCHX is -0.08. 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.
Performance
GIBIX vs. SCHX - Performance Comparison
In the year-to-date period, GIBIX achieves a 2.98% return, which is significantly lower than SCHX's 26.97% return. Over the past 10 years, GIBIX has underperformed SCHX with an annualized return of 2.32%, while SCHX has yielded a comparatively higher 15.00% annualized return. 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. SCHX - Expense Ratio Comparison
GIBIX has a 0.50% expense ratio, which is higher than SCHX's 0.03% expense ratio.
Risk-Adjusted Performance
GIBIX vs. SCHX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Guggenheim Total Return Bond Fund (GIBIX) and Schwab U.S. Large-Cap ETF (SCHX). 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. SCHX - Dividend Comparison
GIBIX's dividend yield for the trailing twelve months is around 4.70%, more than SCHX's 1.18% 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% |
SCHX Schwab U.S. Large-Cap ETF | 1.18% | 1.39% | 1.64% | 1.22% | 1.64% | 1.82% | 2.17% | 1.70% | 1.92% | 2.04% | 1.76% | 1.65% |
Drawdowns
GIBIX vs. SCHX - Drawdown Comparison
The maximum GIBIX drawdown since its inception was -22.03%, smaller than the maximum SCHX drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for GIBIX and SCHX. For additional features, visit the drawdowns tool.
Volatility
GIBIX vs. SCHX - Volatility Comparison
The current volatility for Guggenheim Total Return Bond Fund (GIBIX) is 1.54%, while Schwab U.S. Large-Cap ETF (SCHX) has a volatility of 3.99%. This indicates that GIBIX experiences smaller price fluctuations and is considered to be less risky than SCHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.