GILHX vs. SIUSX
GILHX (Guggenheim Limited Duration Fund) and SIUSX (Guggenheim Core Bond Fund) are both mutual funds - GILHX is a Short-Term Bond fund managed by Guggenheim, while SIUSX is a Intermediate Core Bond fund managed by Guggenheim. Over the past 10 years, GILHX returned 3.02%/yr vs 2.15%/yr for SIUSX. A 0.75 correlation means they provide meaningful diversification when combined. GILHX charges 0.49%/yr vs 0.79%/yr for SIUSX.
Performance
GILHX vs. SIUSX - Performance Comparison
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Returns By Period
Over the past 10 years, GILHX has outperformed SIUSX with an annualized return of 3.02%, while SIUSX has yielded a comparatively lower 2.15% annualized return.
GILHX
- 1D
- 0.12%
- 1M
- 0.10%
- 6M
- 1.04%
- YTD
- 1.12%
- 1Y
- 4.38%
- 3Y*
- 5.72%
- 5Y*
- 2.96%
- 10Y*
- 3.02%
SIUSX
- 1D
- 0.25%
- 1M
- -0.47%
- 6M
- -0.36%
- YTD
- -0.00%
- 1Y
- 4.44%
- 3Y*
- 4.40%
- 5Y*
- -0.57%
- 10Y*
- 2.15%
GILHX vs. SIUSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GILHX Guggenheim Limited Duration Fund | 1.12% | 6.02% | 6.00% | 7.28% | -4.90% | 0.00% | 6.51% | 2.21% | 1.66% | 2.91% |
SIUSX Guggenheim Core Bond Fund | -0.00% | 7.54% | 2.54% | 6.75% | -16.77% | -1.20% | 14.30% | 4.11% | 0.84% | 6.33% |
Correlation
The correlation between GILHX and SIUSX is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014 | 0.75 |
The correlation between GILHX and SIUSX shifts across timeframes, from 0.75 (all time) to 0.88 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
GILHX vs. SIUSX — Risk / Return Rank
GILHX
SIUSX
GILHX vs. SIUSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Guggenheim Limited Duration Fund (GILHX) and Guggenheim Core Bond Fund (SIUSX). 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.
| GILHX | SIUSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.25 | ||
| Sortino ratioReturn per unit of downside risk | +3.02 | ||
| Omega ratioGain probability vs. loss probability | 1.56 | 1.18 | +0.38 |
| Calmar ratioReturn relative to maximum drawdown | 3.79 | 1.39 | +2.40 |
| Martin ratioReturn relative to average drawdown | 17.32 | 3.83 | +13.49 |
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Drawdowns
GILHX vs. SIUSX - Drawdown Comparison
The maximum GILHX drawdown since its inception was -8.10%, smaller than the maximum SIUSX drawdown of -22.25%. Use the drawdown chart below to compare losses from any high point for GILHX and SIUSX.
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Drawdown Indicators
| GILHX | SIUSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.10% | -22.25% | +14.15% |
Max Drawdown (1Y)Largest decline over 1 year | -1.13% | -2.99% | +1.86% |
Max Drawdown (3Y)Largest decline over 3 years | -1.13% | -6.17% | +5.04% |
Max Drawdown (5Y)Largest decline over 5 years | -8.10% | -22.25% | +14.15% |
Max Drawdown (10Y)Largest decline over 10 years | -8.10% | -22.25% | +14.15% |
Current DrawdownCurrent decline from peak | -0.16% | -3.46% | +3.30% |
Average DrawdownAverage peak-to-trough decline | -0.70% | -5.93% | +5.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.25% | 1.08% | -0.83% |
Volatility
GILHX vs. SIUSX - Volatility Comparison
The current volatility for Guggenheim Limited Duration Fund (GILHX) is 0.55%, while Guggenheim Core Bond Fund (SIUSX) has a volatility of 1.10%. This indicates that GILHX experiences smaller price fluctuations and is considered to be less risky than SIUSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GILHX | SIUSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.55% | 1.10% | -0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 1.39% | 3.09% | -1.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.86% | 3.92% | -2.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.24% | 5.90% | -3.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.85% | 4.82% | -2.97% |
GILHX vs. SIUSX - Expense Ratio Comparison
GILHX has a 0.49% expense ratio, which is lower than SIUSX's 0.79% expense ratio.
Dividends
GILHX vs. SIUSX - Dividend Comparison
GILHX's dividend yield for the trailing twelve months is around 4.60%, more than SIUSX's 4.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GILHX Guggenheim Limited Duration Fund | 4.60% | 4.43% | 4.38% | 4.31% | 2.05% | 1.79% | 2.25% | 2.31% | 2.35% | 2.39% | 3.07% | 3.54% |
SIUSX Guggenheim Core Bond Fund | 4.55% | 4.46% | 4.39% | 4.10% | 2.50% | 3.11% | 4.10% | 2.03% | 2.46% | 3.16% | 3.57% | 4.70% |
Frequently Asked Questions
GILHX and SIUSX have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SIUSX has higher volatility (1.10%) compared to GILHX (0.55%). In terms of maximum drawdown, GILHX dropped -8.10% vs SIUSX's -22.25%.
GILHX currently has the higher Sharpe Ratio (2.31 vs 1.06), 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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