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GIYIX vs. GILHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GIYIX vs. GILHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Guggenheim Ultra Short Duration Fund (GIYIX) and Guggenheim Limited Duration Fund (GILHX). The values are adjusted to include any dividend payments, if applicable.

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GIYIX vs. GILHX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
GIYIX
Guggenheim Ultra Short Duration Fund
0.42%5.20%7.04%6.81%-1.19%0.17%1.78%2.45%0.16%
GILHX
Guggenheim Limited Duration Fund
-0.01%6.02%6.00%7.28%-4.90%0.00%6.51%2.21%-0.02%

Returns By Period

In the year-to-date period, GIYIX achieves a 0.42% return, which is significantly higher than GILHX's -0.01% return.


GIYIX

1D
0.10%
1M
-0.30%
YTD
0.42%
6M
1.62%
1Y
4.28%
3Y*
5.81%
5Y*
3.66%
10Y*

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GIYIX vs. GILHX - Expense Ratio Comparison

GIYIX has a 0.34% expense ratio, which is lower than GILHX's 0.49% expense ratio.


Return for Risk

GIYIX vs. GILHX — Risk / Return Rank

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

GIYIX
GIYIX Risk / Return Rank: 9999
Overall Rank
GIYIX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
GIYIX Sortino Ratio Rank: 9999
Sortino Ratio Rank
GIYIX Omega Ratio Rank: 9999
Omega Ratio Rank
GIYIX Calmar Ratio Rank: 9999
Calmar Ratio Rank
GIYIX Martin Ratio Rank: 9999
Martin Ratio Rank

GILHX
GILHX Risk / Return Rank: 9797
Overall Rank
GILHX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
GILHX Sortino Ratio Rank: 9898
Sortino Ratio Rank
GILHX Omega Ratio Rank: 9696
Omega Ratio Rank
GILHX Calmar Ratio Rank: 9797
Calmar Ratio Rank
GILHX Martin Ratio Rank: 9797
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.

GIYIX vs. GILHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Guggenheim Ultra Short Duration Fund (GIYIX) 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.


GIYIXGILHXDifference

Sharpe ratio

Return per unit of total volatility

3.28

2.32

+0.96

Sortino ratio

Return per unit of downside risk

9.63

4.37

+5.25

Omega ratio

Gain probability vs. loss probability

3.00

1.56

+1.44

Calmar ratio

Return relative to maximum drawdown

11.76

4.26

+7.50

Martin ratio

Return relative to average drawdown

55.43

16.90

+38.54

GIYIX vs. GILHX - Sharpe Ratio Comparison

The current GIYIX Sharpe Ratio is 3.28, which is higher than the GILHX Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of GIYIX and GILHX, 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


GIYIXGILHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.28

2.32

+0.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.46

1.33

+1.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.71

Sharpe Ratio (All Time)

Calculated using the full available price history

2.16

1.67

+0.50

Correlation

The correlation between GIYIX 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

GIYIX vs. GILHX - Dividend Comparison

GIYIX's dividend yield for the trailing twelve months is around 3.99%, less than GILHX's 4.15% yield.


TTM20252024202320222021202020192018201720162015
GIYIX
Guggenheim Ultra Short Duration Fund
3.99%4.35%5.15%4.38%1.67%0.78%1.45%2.52%0.56%0.00%0.00%0.00%
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

GIYIX vs. GILHX - Drawdown Comparison

The maximum GIYIX drawdown since its inception was -3.50%, smaller than the maximum GILHX drawdown of -8.10%. Use the drawdown chart below to compare losses from any high point for GIYIX and GILHX.


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Drawdown Indicators


GIYIXGILHXDifference

Max Drawdown

Largest peak-to-trough decline

-3.50%

-8.10%

+4.60%

Max Drawdown (1Y)

Largest decline over 1 year

-0.40%

-1.13%

+0.73%

Max Drawdown (5Y)

Largest decline over 5 years

-3.15%

-8.10%

+4.95%

Max Drawdown (10Y)

Largest decline over 10 years

-8.10%

Current Drawdown

Current decline from peak

-0.30%

-0.81%

+0.51%

Average Drawdown

Average peak-to-trough decline

-0.36%

-0.71%

+0.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.08%

0.29%

-0.21%

Volatility

GIYIX vs. GILHX - Volatility Comparison

The current volatility for Guggenheim Ultra Short Duration Fund (GIYIX) is 0.22%, while Guggenheim Limited Duration Fund (GILHX) has a volatility of 0.54%. This indicates that GIYIX experiences smaller price fluctuations and is considered to be less risky 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


GIYIXGILHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.22%

0.54%

-0.32%

Volatility (6M)

Calculated over the trailing 6-month period

1.03%

1.18%

-0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

1.44%

1.91%

-0.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.49%

2.20%

-0.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.43%

1.83%

-0.40%