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GIBIX vs. VBTLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GIBIX vs. VBTLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Guggenheim Total Return Bond Fund (GIBIX) and Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX). The values are adjusted to include any dividend payments, if applicable.

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GIBIX vs. VBTLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GIBIX
Guggenheim Total Return Bond Fund
-0.73%8.22%3.18%7.45%-16.38%-0.58%14.94%4.45%0.89%6.50%
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
-0.49%7.17%1.26%5.74%-13.16%-1.81%7.72%8.73%-0.25%3.56%

Returns By Period

In the year-to-date period, GIBIX achieves a -0.73% return, which is significantly lower than VBTLX's -0.49% return. Over the past 10 years, GIBIX has outperformed VBTLX with an annualized return of 2.94%, while VBTLX has yielded a comparatively lower 1.60% annualized return.


GIBIX

1D
0.51%
1M
-2.50%
YTD
-0.73%
6M
0.34%
1Y
4.43%
3Y*
4.66%
5Y*
0.65%
10Y*
2.94%

VBTLX

1D
0.52%
1M
-2.23%
YTD
-0.49%
6M
0.50%
1Y
3.77%
3Y*
3.44%
5Y*
0.23%
10Y*
1.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GIBIX vs. VBTLX - Expense Ratio Comparison

GIBIX has a 0.50% expense ratio, which is higher than VBTLX's 0.05% expense ratio.


Return for Risk

GIBIX vs. VBTLX — Risk / Return Rank

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

GIBIX
GIBIX Risk / Return Rank: 6565
Overall Rank
GIBIX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
GIBIX Sortino Ratio Rank: 6868
Sortino Ratio Rank
GIBIX Omega Ratio Rank: 5252
Omega Ratio Rank
GIBIX Calmar Ratio Rank: 7878
Calmar Ratio Rank
GIBIX Martin Ratio Rank: 6060
Martin Ratio Rank

VBTLX
VBTLX Risk / Return Rank: 5656
Overall Rank
VBTLX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
VBTLX Sortino Ratio Rank: 5555
Sortino Ratio Rank
VBTLX Omega Ratio Rank: 4040
Omega Ratio Rank
VBTLX Calmar Ratio Rank: 7777
Calmar Ratio Rank
VBTLX Martin Ratio Rank: 5252
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. VBTLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Guggenheim Total Return Bond Fund (GIBIX) and Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX). 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.


GIBIXVBTLXDifference

Sharpe ratio

Return per unit of total volatility

1.16

1.00

+0.17

Sortino ratio

Return per unit of downside risk

1.68

1.44

+0.24

Omega ratio

Gain probability vs. loss probability

1.21

1.18

+0.03

Calmar ratio

Return relative to maximum drawdown

1.82

1.78

+0.03

Martin ratio

Return relative to average drawdown

5.70

5.08

+0.62

GIBIX vs. VBTLX - Sharpe Ratio Comparison

The current GIBIX Sharpe Ratio is 1.16, which is comparable to the VBTLX Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of GIBIX and VBTLX, 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


GIBIXVBTLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

1.00

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.04

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.32

+0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.91

0.76

+0.16

Correlation

The correlation between GIBIX and VBTLX is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

GIBIX vs. VBTLX - Dividend Comparison

GIBIX's dividend yield for the trailing twelve months is around 4.67%, more than VBTLX's 3.61% yield.


TTM20252024202320222021202020192018201720162015
GIBIX
Guggenheim Total Return Bond Fund
4.67%5.03%4.71%4.44%3.08%3.36%4.80%2.38%3.25%3.38%4.68%4.39%
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
3.61%3.87%3.69%3.10%2.59%1.96%2.39%2.74%2.57%2.56%2.53%2.82%

Drawdowns

GIBIX vs. VBTLX - Drawdown Comparison

The maximum GIBIX drawdown since its inception was -21.44%, which is greater than VBTLX's maximum drawdown of -18.81%. Use the drawdown chart below to compare losses from any high point for GIBIX and VBTLX.


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Drawdown Indicators


GIBIXVBTLXDifference

Max Drawdown

Largest peak-to-trough decline

-21.44%

-18.81%

-2.63%

Max Drawdown (1Y)

Largest decline over 1 year

-2.99%

-2.73%

-0.26%

Max Drawdown (5Y)

Largest decline over 5 years

-21.44%

-18.14%

-3.30%

Max Drawdown (10Y)

Largest decline over 10 years

-21.44%

-18.81%

-2.63%

Current Drawdown

Current decline from peak

-2.50%

-3.06%

+0.56%

Average Drawdown

Average peak-to-trough decline

-3.44%

-2.67%

-0.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

0.96%

-0.01%

Volatility

GIBIX vs. VBTLX - Volatility Comparison

Guggenheim Total Return Bond Fund (GIBIX) and Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX) have volatilities of 1.59% and 1.55%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GIBIXVBTLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.59%

1.55%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

2.53%

2.59%

-0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

4.34%

4.37%

-0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.81%

5.98%

-0.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.74%

4.97%

-0.23%