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GIOIX vs. GIFIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GIOIX vs. GIFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Guggenheim Macro Opportunities Fund (GIOIX) and Guggenheim Floating Rate Strategies Fund (GIFIX). The values are adjusted to include any dividend payments, if applicable.

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GIOIX vs. GIFIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GIOIX
Guggenheim Macro Opportunities Fund
-0.95%7.64%7.78%9.69%-9.57%1.71%11.09%2.25%0.46%5.32%
GIFIX
Guggenheim Floating Rate Strategies Fund
-1.13%4.13%7.22%13.03%-2.05%4.55%1.36%6.69%-0.14%3.63%

Returns By Period

In the year-to-date period, GIOIX achieves a -0.95% return, which is significantly higher than GIFIX's -1.13% return. Both investments have delivered pretty close results over the past 10 years, with GIOIX having a 4.39% annualized return and GIFIX not far behind at 4.28%.


GIOIX

1D
0.24%
1M
-1.45%
YTD
-0.95%
6M
0.51%
1Y
4.91%
3Y*
6.97%
5Y*
3.06%
10Y*
4.39%

GIFIX

1D
-0.04%
1M
-0.22%
YTD
-1.13%
6M
-0.20%
1Y
2.65%
3Y*
6.43%
5Y*
4.79%
10Y*
4.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GIOIX vs. GIFIX - Expense Ratio Comparison

GIOIX has a 0.96% expense ratio, which is higher than GIFIX's 0.78% expense ratio.


Return for Risk

GIOIX vs. GIFIX — Risk / Return Rank

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

GIOIX
GIOIX Risk / Return Rank: 9393
Overall Rank
GIOIX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
GIOIX Sortino Ratio Rank: 9696
Sortino Ratio Rank
GIOIX Omega Ratio Rank: 9494
Omega Ratio Rank
GIOIX Calmar Ratio Rank: 9090
Calmar Ratio Rank
GIOIX Martin Ratio Rank: 9191
Martin Ratio Rank

GIFIX
GIFIX Risk / Return Rank: 7070
Overall Rank
GIFIX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
GIFIX Sortino Ratio Rank: 8181
Sortino Ratio Rank
GIFIX Omega Ratio Rank: 8383
Omega Ratio Rank
GIFIX Calmar Ratio Rank: 6464
Calmar Ratio Rank
GIFIX Martin Ratio Rank: 5555
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.

GIOIX vs. GIFIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Guggenheim Macro Opportunities Fund (GIOIX) and Guggenheim Floating Rate Strategies Fund (GIFIX). 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.


GIOIXGIFIXDifference

Sharpe ratio

Return per unit of total volatility

2.10

1.17

+0.94

Sortino ratio

Return per unit of downside risk

3.46

2.08

+1.38

Omega ratio

Gain probability vs. loss probability

1.50

1.34

+0.17

Calmar ratio

Return relative to maximum drawdown

2.56

1.49

+1.06

Martin ratio

Return relative to average drawdown

10.90

5.34

+5.56

GIOIX vs. GIFIX - Sharpe Ratio Comparison

The current GIOIX Sharpe Ratio is 2.10, which is higher than the GIFIX Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of GIOIX and GIFIX, 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


GIOIXGIFIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.10

1.17

+0.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.98

1.81

-0.82

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.54

1.29

+0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

1.71

1.58

+0.13

Correlation

The correlation between GIOIX and GIFIX is 0.49, 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

GIOIX vs. GIFIX - Dividend Comparison

GIOIX's dividend yield for the trailing twelve months is around 5.59%, less than GIFIX's 6.71% yield.


TTM20252024202320222021202020192018201720162015
GIOIX
Guggenheim Macro Opportunities Fund
5.59%5.86%5.88%6.45%3.78%3.10%3.61%3.29%3.55%3.54%5.38%5.82%
GIFIX
Guggenheim Floating Rate Strategies Fund
6.71%7.40%8.47%8.34%3.64%2.91%3.78%4.38%4.71%3.83%4.10%4.85%

Drawdowns

GIOIX vs. GIFIX - Drawdown Comparison

The maximum GIOIX drawdown since its inception was -13.38%, smaller than the maximum GIFIX drawdown of -19.03%. Use the drawdown chart below to compare losses from any high point for GIOIX and GIFIX.


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Drawdown Indicators


GIOIXGIFIXDifference

Max Drawdown

Largest peak-to-trough decline

-13.38%

-19.03%

+5.65%

Max Drawdown (1Y)

Largest decline over 1 year

-2.12%

-1.97%

-0.15%

Max Drawdown (5Y)

Largest decline over 5 years

-13.38%

-6.30%

-7.08%

Max Drawdown (10Y)

Largest decline over 10 years

-13.38%

-19.03%

+5.65%

Current Drawdown

Current decline from peak

-1.68%

-1.26%

-0.42%

Average Drawdown

Average peak-to-trough decline

-1.43%

-0.76%

-0.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.50%

0.56%

-0.06%

Volatility

GIOIX vs. GIFIX - Volatility Comparison

Guggenheim Macro Opportunities Fund (GIOIX) has a higher volatility of 0.97% compared to Guggenheim Floating Rate Strategies Fund (GIFIX) at 0.53%. This indicates that GIOIX's price experiences larger fluctuations and is considered to be riskier than GIFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GIOIXGIFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.97%

0.53%

+0.44%

Volatility (6M)

Calculated over the trailing 6-month period

1.61%

1.61%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

2.44%

2.67%

-0.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.13%

2.67%

+0.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.87%

3.34%

-0.47%