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GILHX vs. DFAIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GILHX vs. DFAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Guggenheim Limited Duration Fund (GILHX) and DFA Short-Duration Real Return Portfolio (DFAIX). The values are adjusted to include any dividend payments, if applicable.

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GILHX vs. DFAIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GILHX
Guggenheim Limited Duration Fund
-0.13%6.02%6.00%7.28%-4.90%0.00%6.51%2.21%1.66%2.91%
DFAIX
DFA Short-Duration Real Return Portfolio
0.86%4.86%6.38%5.64%-2.77%5.40%2.75%5.63%0.11%1.71%

Returns By Period

In the year-to-date period, GILHX achieves a -0.13% return, which is significantly lower than DFAIX's 0.86% return. Both investments have delivered pretty close results over the past 10 years, with GILHX having a 3.11% annualized return and DFAIX not far ahead at 3.20%.


GILHX

1D
0.12%
1M
-0.93%
YTD
-0.13%
6M
1.21%
1Y
4.18%
3Y*
5.57%
5Y*
2.90%
10Y*
3.11%

DFAIX

1D
0.19%
1M
-0.09%
YTD
0.86%
6M
1.22%
1Y
3.68%
3Y*
5.27%
5Y*
3.82%
10Y*
3.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GILHX vs. DFAIX - Expense Ratio Comparison

GILHX has a 0.49% expense ratio, which is higher than DFAIX's 0.22% expense ratio.


Return for Risk

GILHX vs. DFAIX — Risk / Return Rank

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

GILHX
GILHX Risk / Return Rank: 9797
Overall Rank
GILHX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
GILHX Sortino Ratio Rank: 9898
Sortino Ratio Rank
GILHX Omega Ratio Rank: 9696
Omega Ratio Rank
GILHX Calmar Ratio Rank: 9797
Calmar Ratio Rank
GILHX Martin Ratio Rank: 9797
Martin Ratio Rank

DFAIX
DFAIX Risk / Return Rank: 9999
Overall Rank
DFAIX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
DFAIX Sortino Ratio Rank: 9999
Sortino Ratio Rank
DFAIX Omega Ratio Rank: 9898
Omega Ratio Rank
DFAIX Calmar Ratio Rank: 9999
Calmar Ratio Rank
DFAIX Martin Ratio Rank: 9999
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.

GILHX vs. DFAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Guggenheim Limited Duration Fund (GILHX) and DFA Short-Duration Real Return Portfolio (DFAIX). 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.


GILHXDFAIXDifference

Sharpe ratio

Return per unit of total volatility

2.41

3.57

-1.16

Sortino ratio

Return per unit of downside risk

4.62

5.96

-1.34

Omega ratio

Gain probability vs. loss probability

1.59

2.07

-0.48

Calmar ratio

Return relative to maximum drawdown

4.15

8.64

-4.49

Martin ratio

Return relative to average drawdown

16.72

34.01

-17.30

GILHX vs. DFAIX - Sharpe Ratio Comparison

The current GILHX Sharpe Ratio is 2.41, which is lower than the DFAIX Sharpe Ratio of 3.57. The chart below compares the historical Sharpe Ratios of GILHX and DFAIX, 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


GILHXDFAIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.41

3.57

-1.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.33

1.21

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.71

1.26

+0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

1.66

1.08

+0.58

Correlation

The correlation between GILHX and DFAIX is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

GILHX vs. DFAIX - Dividend Comparison

GILHX's dividend yield for the trailing twelve months is around 4.15%, less than DFAIX's 4.61% yield.


TTM20252024202320222021202020192018201720162015
GILHX
Guggenheim Limited Duration Fund
4.15%4.43%4.38%4.31%2.05%1.79%2.25%2.31%2.35%2.39%3.07%3.54%
DFAIX
DFA Short-Duration Real Return Portfolio
4.61%4.65%4.14%3.66%1.68%0.98%0.82%2.53%2.72%1.71%1.41%1.29%

Drawdowns

GILHX vs. DFAIX - Drawdown Comparison

The maximum GILHX drawdown since its inception was -8.10%, which is greater than DFAIX's maximum drawdown of -5.63%. Use the drawdown chart below to compare losses from any high point for GILHX and DFAIX.


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Drawdown Indicators


GILHXDFAIXDifference

Max Drawdown

Largest peak-to-trough decline

-8.10%

-5.63%

-2.47%

Max Drawdown (1Y)

Largest decline over 1 year

-1.13%

-0.47%

-0.66%

Max Drawdown (5Y)

Largest decline over 5 years

-8.10%

-5.46%

-2.64%

Max Drawdown (10Y)

Largest decline over 10 years

-8.10%

-5.63%

-2.47%

Current Drawdown

Current decline from peak

-0.93%

-0.28%

-0.65%

Average Drawdown

Average peak-to-trough decline

-0.71%

-0.95%

+0.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.28%

0.12%

+0.16%

Volatility

GILHX vs. DFAIX - Volatility Comparison

Guggenheim Limited Duration Fund (GILHX) has a higher volatility of 0.53% compared to DFA Short-Duration Real Return Portfolio (DFAIX) at 0.50%. This indicates that GILHX's price experiences larger fluctuations and is considered to be riskier than DFAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GILHXDFAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.53%

0.50%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

1.18%

0.75%

+0.43%

Volatility (1Y)

Calculated over the trailing 1-year period

1.91%

1.07%

+0.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.20%

3.18%

-0.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.83%

2.56%

-0.73%