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GIUSX vs. WOBDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GIUSX vs. WOBDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Guggenheim Core Bond Fund Institutional Class (GIUSX) and JPMorgan Core Bond Fund (WOBDX). The values are adjusted to include any dividend payments, if applicable.

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GIUSX vs. WOBDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GIUSX
Guggenheim Core Bond Fund Institutional Class
-0.71%7.86%2.91%7.07%-16.63%-0.90%14.63%4.47%1.20%6.61%
WOBDX
JPMorgan Core Bond Fund
-0.08%7.38%1.97%5.79%-12.35%-1.11%8.13%8.34%0.20%3.81%

Returns By Period

In the year-to-date period, GIUSX achieves a -0.71% return, which is significantly lower than WOBDX's -0.08% return. Over the past 10 years, GIUSX has outperformed WOBDX with an annualized return of 2.72%, while WOBDX has yielded a comparatively lower 1.97% annualized return.


GIUSX

1D
0.49%
1M
-2.51%
YTD
-0.71%
6M
0.29%
1Y
4.07%
3Y*
4.31%
5Y*
0.31%
10Y*
2.72%

WOBDX

1D
0.59%
1M
-2.12%
YTD
-0.08%
6M
0.83%
1Y
4.21%
3Y*
3.77%
5Y*
0.65%
10Y*
1.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GIUSX vs. WOBDX - Expense Ratio Comparison

Both GIUSX and WOBDX have an expense ratio of 0.50%.


Return for Risk

GIUSX vs. WOBDX — Risk / Return Rank

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

GIUSX
GIUSX Risk / Return Rank: 5757
Overall Rank
GIUSX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
GIUSX Sortino Ratio Rank: 5959
Sortino Ratio Rank
GIUSX Omega Ratio Rank: 4343
Omega Ratio Rank
GIUSX Calmar Ratio Rank: 7474
Calmar Ratio Rank
GIUSX Martin Ratio Rank: 5353
Martin Ratio Rank

WOBDX
WOBDX Risk / Return Rank: 5757
Overall Rank
WOBDX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
WOBDX Sortino Ratio Rank: 5656
Sortino Ratio Rank
WOBDX Omega Ratio Rank: 4141
Omega Ratio Rank
WOBDX Calmar Ratio Rank: 7979
Calmar Ratio Rank
WOBDX Martin Ratio Rank: 5454
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.

GIUSX vs. WOBDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Guggenheim Core Bond Fund Institutional Class (GIUSX) and JPMorgan Core Bond Fund (WOBDX). 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.


GIUSXWOBDXDifference

Sharpe ratio

Return per unit of total volatility

1.06

1.02

+0.04

Sortino ratio

Return per unit of downside risk

1.53

1.47

+0.06

Omega ratio

Gain probability vs. loss probability

1.19

1.18

+0.01

Calmar ratio

Return relative to maximum drawdown

1.71

1.87

-0.15

Martin ratio

Return relative to average drawdown

5.20

5.20

-0.01

GIUSX vs. WOBDX - Sharpe Ratio Comparison

The current GIUSX Sharpe Ratio is 1.06, which is comparable to the WOBDX Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of GIUSX and WOBDX, 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


GIUSXWOBDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

1.02

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.11

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.42

+0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

1.17

-0.48

Correlation

The correlation between GIUSX and WOBDX is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

GIUSX vs. WOBDX - Dividend Comparison

GIUSX's dividend yield for the trailing twelve months is around 4.40%, more than WOBDX's 4.05% yield.


TTM20252024202320222021202020192018201720162015
GIUSX
Guggenheim Core Bond Fund Institutional Class
4.40%4.75%4.68%4.39%2.71%3.36%4.36%2.42%2.76%3.47%3.85%4.96%
WOBDX
JPMorgan Core Bond Fund
4.05%3.97%3.95%3.51%2.68%2.82%4.00%3.23%2.91%2.88%2.84%2.54%

Drawdowns

GIUSX vs. WOBDX - Drawdown Comparison

The maximum GIUSX drawdown since its inception was -22.02%, which is greater than WOBDX's maximum drawdown of -16.65%. Use the drawdown chart below to compare losses from any high point for GIUSX and WOBDX.


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Drawdown Indicators


GIUSXWOBDXDifference

Max Drawdown

Largest peak-to-trough decline

-22.02%

-16.65%

-5.37%

Max Drawdown (1Y)

Largest decline over 1 year

-2.99%

-2.69%

-0.30%

Max Drawdown (5Y)

Largest decline over 5 years

-22.02%

-16.65%

-5.37%

Max Drawdown (10Y)

Largest decline over 10 years

-22.02%

-16.65%

-5.37%

Current Drawdown

Current decline from peak

-2.90%

-2.12%

-0.78%

Average Drawdown

Average peak-to-trough decline

-4.12%

-1.91%

-2.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

0.97%

+0.02%

Volatility

GIUSX vs. WOBDX - Volatility Comparison

Guggenheim Core Bond Fund Institutional Class (GIUSX) and JPMorgan Core Bond Fund (WOBDX) have volatilities of 1.64% and 1.65%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GIUSXWOBDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.64%

1.65%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

2.59%

2.63%

-0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

4.45%

4.35%

+0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.88%

5.67%

+0.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.80%

4.69%

+0.11%