GILHX vs. GIOIX
Compare and contrast key facts about Guggenheim Limited Duration Fund (GILHX) and Guggenheim Macro Opportunities Fund (GIOIX).
GILHX is managed by Guggenheim. It was launched on Dec 16, 2013. GIOIX is an actively managed fund by Guggenheim. It was launched on Nov 29, 2011.
Performance
GILHX vs. GIOIX - Performance Comparison
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GILHX vs. GIOIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
GIOIX Guggenheim Macro Opportunities Fund | -1.19% | 7.64% | 7.78% | 9.69% | -9.57% | 1.71% | 11.09% | 2.25% | 0.46% | 5.32% |
Returns By Period
In the year-to-date period, GILHX achieves a -0.13% return, which is significantly higher than GIOIX's -1.19% return. Over the past 10 years, GILHX has underperformed GIOIX with an annualized return of 3.11%, while GIOIX has yielded a comparatively higher 4.37% annualized return.
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%
GIOIX
- 1D
- 0.20%
- 1M
- -1.92%
- YTD
- -1.19%
- 6M
- 0.35%
- 1Y
- 4.78%
- 3Y*
- 6.88%
- 5Y*
- 3.05%
- 10Y*
- 4.37%
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GILHX vs. GIOIX - Expense Ratio Comparison
GILHX has a 0.49% expense ratio, which is lower than GIOIX's 0.96% expense ratio.
Return for Risk
GILHX vs. GIOIX — Risk / Return Rank
GILHX
GIOIX
GILHX vs. GIOIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Guggenheim Limited Duration Fund (GILHX) and Guggenheim Macro Opportunities Fund (GIOIX). 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.
| GILHX | GIOIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.41 | 2.15 | +0.27 |
Sortino ratioReturn per unit of downside risk | 4.62 | 3.55 | +1.07 |
Omega ratioGain probability vs. loss probability | 1.59 | 1.51 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 4.15 | 2.41 | +1.73 |
Martin ratioReturn relative to average drawdown | 16.72 | 10.54 | +6.18 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GILHX | GIOIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.41 | 2.15 | +0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.33 | 0.98 | +0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.71 | 1.53 | +0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.66 | 1.70 | -0.04 |
Correlation
The correlation between GILHX and GIOIX is 0.64, 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.
Dividends
GILHX vs. GIOIX - Dividend Comparison
GILHX's dividend yield for the trailing twelve months is around 4.15%, less than GIOIX's 5.61% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
GIOIX Guggenheim Macro Opportunities Fund | 5.61% | 5.86% | 5.88% | 6.45% | 3.78% | 3.10% | 3.61% | 3.29% | 3.55% | 3.54% | 5.38% | 5.82% |
Drawdowns
GILHX vs. GIOIX - Drawdown Comparison
The maximum GILHX drawdown since its inception was -8.10%, smaller than the maximum GIOIX drawdown of -13.38%. Use the drawdown chart below to compare losses from any high point for GILHX and GIOIX.
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Drawdown Indicators
| GILHX | GIOIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.10% | -13.38% | +5.28% |
Max Drawdown (1Y)Largest decline over 1 year | -1.13% | -2.12% | +0.99% |
Max Drawdown (5Y)Largest decline over 5 years | -8.10% | -13.38% | +5.28% |
Max Drawdown (10Y)Largest decline over 10 years | -8.10% | -13.38% | +5.28% |
Current DrawdownCurrent decline from peak | -0.93% | -1.92% | +0.99% |
Average DrawdownAverage peak-to-trough decline | -0.71% | -1.43% | +0.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.28% | 0.49% | -0.21% |
Volatility
GILHX vs. GIOIX - Volatility Comparison
The current volatility for Guggenheim Limited Duration Fund (GILHX) is 0.53%, while Guggenheim Macro Opportunities Fund (GIOIX) has a volatility of 0.92%. This indicates that GILHX experiences smaller price fluctuations and is considered to be less risky than GIOIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GILHX | GIOIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.53% | 0.92% | -0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 1.18% | 1.60% | -0.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.91% | 2.43% | -0.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.20% | 3.14% | -0.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.83% | 2.87% | -1.04% |