GILHX vs. BATAX
Compare and contrast key facts about Guggenheim Limited Duration Fund (GILHX) and BlackRock Allocation Target Shares Series A Portfolio (BATAX).
GILHX is managed by Guggenheim. It was launched on Dec 16, 2013. BATAX is managed by Blackrock. It was launched on Sep 21, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GILHX or BATAX.
Key characteristics
| GILHX | BATAX | |
|---|---|---|
| YTD Return | 5.31% | 6.96% |
| 1Y Return | 8.15% | 9.56% |
| 3Y Return (Ann) | 2.47% | 3.20% |
| 5Y Return (Ann) | 2.85% | 3.22% |
| Sharpe Ratio | 3.66 | 4.04 |
| Sortino Ratio | 6.81 | 9.28 |
| Omega Ratio | 1.93 | 2.39 |
| Calmar Ratio | 7.17 | 15.21 |
| Martin Ratio | 27.04 | 39.30 |
| Ulcer Index | 0.30% | 0.24% |
| Daily Std Dev | 2.24% | 2.37% |
| Max Drawdown | -7.82% | -17.42% |
| Current Drawdown | -0.40% | -0.52% |
Correlation
The correlation between GILHX and BATAX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
GILHX vs. BATAX - Performance Comparison
In the year-to-date period, GILHX achieves a 5.31% return, which is significantly lower than BATAX's 6.96% 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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GILHX vs. BATAX - Expense Ratio Comparison
GILHX has a 0.49% expense ratio, which is higher than BATAX's 0.00% expense ratio.
Risk-Adjusted Performance
GILHX vs. BATAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Guggenheim Limited Duration Fund (GILHX) and BlackRock Allocation Target Shares Series A Portfolio (BATAX). 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
GILHX vs. BATAX - Dividend Comparison
GILHX's dividend yield for the trailing twelve months is around 4.54%, less than BATAX's 5.85% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
GILHX Guggenheim Limited Duration Fund | 4.54% | 4.31% | 2.67% | 1.69% | 1.97% | 2.51% | 2.41% | 2.55% | 3.05% | 3.54% | 1.93% |
BATAX BlackRock Allocation Target Shares Series A Portfolio | 5.85% | 5.82% | 3.90% | 2.63% | 3.48% | 4.78% | 5.25% | 4.66% | 6.64% | 1.48% | 0.00% |
Drawdowns
GILHX vs. BATAX - Drawdown Comparison
The maximum GILHX drawdown since its inception was -7.82%, smaller than the maximum BATAX drawdown of -17.42%. Use the drawdown chart below to compare losses from any high point for GILHX and BATAX. For additional features, visit the drawdowns tool.
Volatility
GILHX vs. BATAX - Volatility Comparison
Guggenheim Limited Duration Fund (GILHX) has a higher volatility of 0.51% compared to BlackRock Allocation Target Shares Series A Portfolio (BATAX) at 0.28%. This indicates that GILHX's price experiences larger fluctuations and is considered to be riskier than BATAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.