GIFIX vs. GIUSX
GIFIX (Guggenheim Floating Rate Strategies Fund) and GIUSX (Guggenheim Core Bond Fund Institutional Class) are both mutual funds - GIFIX is a Bank Loan fund actively managed by Guggenheim, while GIUSX is a Total Bond Market fund managed by Guggenheim. Over the past 10 years, GIFIX returned 4.35%/yr vs 2.57%/yr for GIUSX. At a 0.15 correlation, their price movements are largely independent. GIFIX charges 0.78%/yr vs 0.50%/yr for GIUSX.
Performance
GIFIX vs. GIUSX - Performance Comparison
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Returns By Period
In the year-to-date period, GIFIX achieves a 1.04% return, which is significantly higher than GIUSX's 0.16% return. Over the past 10 years, GIFIX has outperformed GIUSX with an annualized return of 4.35%, while GIUSX has yielded a comparatively lower 2.57% annualized return.
GIFIX
- 1D
- -0.04%
- 1M
- 0.60%
- YTD
- 1.04%
- 6M
- 1.69%
- 1Y
- 3.45%
- 3Y*
- 6.54%
- 5Y*
- 4.97%
- 10Y*
- 4.35%
GIUSX
- 1D
- -0.31%
- 1M
- 0.63%
- YTD
- 0.16%
- 6M
- 0.62%
- 1Y
- 4.67%
- 3Y*
- 4.78%
- 5Y*
- -0.03%
- 10Y*
- 2.57%
GIFIX vs. GIUSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GIFIX Guggenheim Floating Rate Strategies Fund | 1.04% | 4.13% | 7.22% | 13.03% | -2.05% | 4.55% | 1.36% | 6.69% | -0.14% | 3.63% |
GIUSX Guggenheim Core Bond Fund Institutional Class | 0.16% | 7.86% | 2.91% | 7.07% | -16.63% | -0.90% | 14.63% | 4.47% | 1.20% | 6.61% |
Correlation
The correlation between GIFIX and GIUSX is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014 | 0.15 |
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Return for Risk
GIFIX vs. GIUSX — Risk / Return Rank
GIFIX
GIUSX
GIFIX vs. GIUSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Guggenheim Floating Rate Strategies Fund (GIFIX) and Guggenheim Core Bond Fund Institutional Class (GIUSX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GIFIX | GIUSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.22 | ||
| Sortino ratioReturn per unit of downside risk | +1.60 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.22 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 2.49 | 1.66 | +0.82 |
| Martin ratioReturn relative to average drawdown | 7.30 | 4.82 | +2.48 |
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Drawdowns
GIFIX vs. GIUSX - Drawdown Comparison
The maximum GIFIX drawdown since its inception was -19.03%, smaller than the maximum GIUSX drawdown of -22.02%. Use the drawdown chart below to compare losses from any high point for GIFIX and GIUSX.
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Drawdown Indicators
| GIFIX | GIUSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.03% | -22.02% | +2.99% |
Max Drawdown (1Y)Largest decline over 1 year | -1.40% | -2.99% | +1.59% |
Max Drawdown (3Y)Largest decline over 3 years | -2.49% | -6.10% | +3.61% |
Max Drawdown (5Y)Largest decline over 5 years | -6.30% | -22.02% | +15.72% |
Max Drawdown (10Y)Largest decline over 10 years | -19.03% | -22.02% | +2.99% |
Current DrawdownCurrent decline from peak | -0.09% | -2.05% | +1.96% |
Average DrawdownAverage peak-to-trough decline | -0.75% | -4.08% | +3.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.47% | 1.03% | -0.56% |
Volatility
GIFIX vs. GIUSX - Volatility Comparison
The current volatility for Guggenheim Floating Rate Strategies Fund (GIFIX) is 0.63%, while Guggenheim Core Bond Fund Institutional Class (GIUSX) has a volatility of 1.21%. This indicates that GIFIX experiences smaller price fluctuations and is considered to be less risky than GIUSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GIFIX | GIUSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.63% | 1.21% | -0.58% |
Volatility (6M)Calculated over the trailing 6-month period | 1.63% | 3.05% | -1.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.37% | 4.01% | -1.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.71% | 5.91% | -3.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.36% | 4.83% | -1.47% |
GIFIX vs. GIUSX - Expense Ratio Comparison
GIFIX has a 0.78% expense ratio, which is higher than GIUSX's 0.50% expense ratio.
Dividends
GIFIX vs. GIUSX - Dividend Comparison
GIFIX's dividend yield for the trailing twelve months is around 7.01%, more than GIUSX's 4.81% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GIFIX Guggenheim Floating Rate Strategies Fund | 7.01% | 7.40% | 8.47% | 8.34% | 3.64% | 2.91% | 3.78% | 4.38% | 4.71% | 3.83% | 4.10% | 4.85% |
GIUSX Guggenheim Core Bond Fund Institutional Class | 4.81% | 4.75% | 4.68% | 4.39% | 2.71% | 3.36% | 4.36% | 2.42% | 2.76% | 3.47% | 3.85% | 4.96% |
Frequently Asked Questions
GIFIX and GIUSX have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GIUSX has higher volatility (1.21%) compared to GIFIX (0.63%). In terms of maximum drawdown, GIFIX dropped -19.03% vs GIUSX's -22.02%.
GIFIX currently has the higher Sharpe Ratio (1.47 vs 1.24), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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