GIOIX vs. DODIX
Compare and contrast key facts about Guggenheim Macro Opportunities Fund (GIOIX) and Dodge & Cox Income Fund (DODIX).
GIOIX is managed by Guggenheim Investments. It was launched on Nov 29, 2011. DODIX is managed by Dodge & Cox.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GIOIX or DODIX.
Performance
GIOIX vs. DODIX - Performance Comparison
Returns By Period
In the year-to-date period, GIOIX achieves a 7.08% return, which is significantly higher than DODIX's 2.63% return. Over the past 10 years, GIOIX has outperformed DODIX with an annualized return of 3.87%, while DODIX has yielded a comparatively lower 2.58% annualized return.
GIOIX
7.08%
0.34%
5.11%
11.37%
4.34%
3.87%
DODIX
2.63%
-0.79%
3.63%
7.61%
1.43%
2.58%
Key characteristics
GIOIX | DODIX | |
---|---|---|
Sharpe Ratio | 4.41 | 1.31 |
Sortino Ratio | 9.36 | 1.92 |
Omega Ratio | 2.35 | 1.23 |
Calmar Ratio | 3.30 | 0.76 |
Martin Ratio | 37.31 | 4.65 |
Ulcer Index | 0.30% | 1.65% |
Daily Std Dev | 2.58% | 5.89% |
Max Drawdown | -12.22% | -16.38% |
Current Drawdown | -0.16% | -3.66% |
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GIOIX vs. DODIX - Expense Ratio Comparison
GIOIX has a 0.96% expense ratio, which is higher than DODIX's 0.41% expense ratio.
Correlation
The correlation between GIOIX and DODIX is 0.37, 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.
Risk-Adjusted Performance
GIOIX vs. DODIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Guggenheim Macro Opportunities Fund (GIOIX) and Dodge & Cox Income Fund (DODIX). 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
GIOIX vs. DODIX - Dividend Comparison
GIOIX's dividend yield for the trailing twelve months is around 6.31%, more than DODIX's 4.17% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Guggenheim Macro Opportunities Fund | 6.31% | 6.45% | 5.12% | 3.89% | 4.05% | 3.29% | 3.55% | 3.54% | 5.38% | 5.48% | 4.96% | 5.43% |
Dodge & Cox Income Fund | 4.17% | 3.86% | 2.84% | 1.89% | 2.44% | 3.04% | 3.00% | 2.76% | 3.11% | 3.03% | 3.84% | 3.07% |
Drawdowns
GIOIX vs. DODIX - Drawdown Comparison
The maximum GIOIX drawdown since its inception was -12.22%, smaller than the maximum DODIX drawdown of -16.38%. Use the drawdown chart below to compare losses from any high point for GIOIX and DODIX. For additional features, visit the drawdowns tool.
Volatility
GIOIX vs. DODIX - Volatility Comparison
The current volatility for Guggenheim Macro Opportunities Fund (GIOIX) is 0.55%, while Dodge & Cox Income Fund (DODIX) has a volatility of 1.55%. This indicates that GIOIX experiences smaller price fluctuations and is considered to be less risky than DODIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.