GIOIX vs. GILHX
Compare and contrast key facts about Guggenheim Macro Opportunities Fund (GIOIX) and Guggenheim Limited Duration Fund (GILHX).
GIOIX is an actively managed fund by Guggenheim. It was launched on Nov 29, 2011. GILHX is managed by Guggenheim. It was launched on Dec 16, 2013.
Performance
GIOIX vs. GILHX - Performance Comparison
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GIOIX vs. GILHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
GILHX Guggenheim Limited Duration Fund | -0.01% | 6.02% | 6.00% | 7.28% | -4.90% | 0.00% | 6.51% | 2.21% | 1.66% | 2.91% |
Returns By Period
In the year-to-date period, GIOIX achieves a -0.95% return, which is significantly lower than GILHX's -0.01% return. Over the past 10 years, GIOIX has outperformed GILHX with an annualized return of 4.39%, while GILHX has yielded a comparatively lower 3.12% annualized return.
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%
GILHX
- 1D
- 0.12%
- 1M
- -0.65%
- YTD
- -0.01%
- 6M
- 1.21%
- 1Y
- 4.22%
- 3Y*
- 5.61%
- 5Y*
- 2.91%
- 10Y*
- 3.12%
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GIOIX vs. GILHX - Expense Ratio Comparison
GIOIX has a 0.96% expense ratio, which is higher than GILHX's 0.49% expense ratio.
Return for Risk
GIOIX vs. GILHX — Risk / Return Rank
GIOIX
GILHX
GIOIX vs. GILHX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Guggenheim Macro Opportunities Fund (GIOIX) and Guggenheim Limited Duration Fund (GILHX). 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.
| GIOIX | GILHX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.10 | 2.32 | -0.21 |
Sortino ratioReturn per unit of downside risk | 3.46 | 4.37 | -0.91 |
Omega ratioGain probability vs. loss probability | 1.50 | 1.56 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.56 | 4.26 | -1.70 |
Martin ratioReturn relative to average drawdown | 10.90 | 16.90 | -5.99 |
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
| GIOIX | GILHX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.10 | 2.32 | -0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.98 | 1.33 | -0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.54 | 1.71 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.71 | 1.67 | +0.04 |
Correlation
The correlation between GIOIX and GILHX 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
GIOIX vs. GILHX - Dividend Comparison
GIOIX's dividend yield for the trailing twelve months is around 5.59%, more than GILHX's 4.15% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
Drawdowns
GIOIX vs. GILHX - Drawdown Comparison
The maximum GIOIX drawdown since its inception was -13.38%, which is greater than GILHX's maximum drawdown of -8.10%. Use the drawdown chart below to compare losses from any high point for GIOIX and GILHX.
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Drawdown Indicators
| GIOIX | GILHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.38% | -8.10% | -5.28% |
Max Drawdown (1Y)Largest decline over 1 year | -2.12% | -1.13% | -0.99% |
Max Drawdown (5Y)Largest decline over 5 years | -13.38% | -8.10% | -5.28% |
Max Drawdown (10Y)Largest decline over 10 years | -13.38% | -8.10% | -5.28% |
Current DrawdownCurrent decline from peak | -1.68% | -0.81% | -0.87% |
Average DrawdownAverage peak-to-trough decline | -1.43% | -0.71% | -0.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.50% | 0.29% | +0.21% |
Volatility
GIOIX vs. GILHX - Volatility Comparison
Guggenheim Macro Opportunities Fund (GIOIX) has a higher volatility of 0.97% compared to Guggenheim Limited Duration Fund (GILHX) at 0.54%. This indicates that GIOIX's price experiences larger fluctuations and is considered to be riskier than GILHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GIOIX | GILHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.97% | 0.54% | +0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 1.61% | 1.18% | +0.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.44% | 1.91% | +0.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.13% | 2.20% | +0.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.87% | 1.83% | +1.04% |