GIYIX vs. GIOIX
Compare and contrast key facts about Guggenheim Ultra Short Duration Fund (GIYIX) and Guggenheim Macro Opportunities Fund (GIOIX).
GIYIX is managed by Guggenheim. It was launched on Mar 11, 2014. GIOIX is an actively managed fund by Guggenheim. It was launched on Nov 29, 2011.
Performance
GIYIX vs. GIOIX - Performance Comparison
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GIYIX vs. GIOIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
GIYIX Guggenheim Ultra Short Duration Fund | 0.42% | 5.20% | 7.04% | 6.81% | -1.19% | 0.17% | 1.78% | 2.45% | 0.16% |
GIOIX Guggenheim Macro Opportunities Fund | -1.19% | 7.64% | 7.78% | 9.69% | -9.57% | 1.71% | 11.09% | 2.25% | -0.87% |
Returns By Period
In the year-to-date period, GIYIX achieves a 0.42% return, which is significantly higher than GIOIX's -1.19% return.
GIYIX
- 1D
- 0.10%
- 1M
- -0.30%
- YTD
- 0.42%
- 6M
- 1.62%
- 1Y
- 4.28%
- 3Y*
- 5.81%
- 5Y*
- 3.66%
- 10Y*
- —
GIOIX
- 1D
- 0.20%
- 1M
- -1.92%
- YTD
- -1.19%
- 6M
- 0.35%
- 1Y
- 4.78%
- 3Y*
- 6.88%
- 5Y*
- 3.05%
- 10Y*
- 4.37%
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GIYIX vs. GIOIX - Expense Ratio Comparison
GIYIX has a 0.34% expense ratio, which is lower than GIOIX's 0.96% expense ratio.
Return for Risk
GIYIX vs. GIOIX — Risk / Return Rank
GIYIX
GIOIX
GIYIX vs. GIOIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Guggenheim Ultra Short Duration Fund (GIYIX) and Guggenheim Macro Opportunities Fund (GIOIX). 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.
| GIYIX | GIOIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.28 | 2.15 | +1.13 |
Sortino ratioReturn per unit of downside risk | 9.63 | 3.55 | +6.08 |
Omega ratioGain probability vs. loss probability | 3.00 | 1.51 | +1.48 |
Calmar ratioReturn relative to maximum drawdown | 11.76 | 2.41 | +9.34 |
Martin ratioReturn relative to average drawdown | 55.43 | 10.54 | +44.89 |
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
| GIYIX | GIOIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.28 | 2.15 | +1.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 2.46 | 0.98 | +1.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.53 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.16 | 1.70 | +0.46 |
Correlation
The correlation between GIYIX and GIOIX is 0.55, 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. GIOIX - Dividend Comparison
GIYIX's dividend yield for the trailing twelve months is around 3.99%, less than GIOIX's 5.61% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
GIOIX Guggenheim Macro Opportunities Fund | 5.61% | 5.86% | 5.88% | 6.45% | 3.78% | 3.10% | 3.61% | 3.29% | 3.55% | 3.54% | 5.38% | 5.82% |
Drawdowns
GIYIX vs. GIOIX - Drawdown Comparison
The maximum GIYIX drawdown since its inception was -3.50%, smaller than the maximum GIOIX drawdown of -13.38%. Use the drawdown chart below to compare losses from any high point for GIYIX and GIOIX.
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Drawdown Indicators
| GIYIX | GIOIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.50% | -13.38% | +9.88% |
Max Drawdown (1Y)Largest decline over 1 year | -0.40% | -2.12% | +1.72% |
Max Drawdown (5Y)Largest decline over 5 years | -3.15% | -13.38% | +10.23% |
Max Drawdown (10Y)Largest decline over 10 years | — | -13.38% | — |
Current DrawdownCurrent decline from peak | -0.30% | -1.92% | +1.62% |
Average DrawdownAverage peak-to-trough decline | -0.36% | -1.43% | +1.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.08% | 0.49% | -0.41% |
Volatility
GIYIX vs. GIOIX - Volatility Comparison
The current volatility for Guggenheim Ultra Short Duration Fund (GIYIX) is 0.22%, while Guggenheim Macro Opportunities Fund (GIOIX) has a volatility of 0.92%. This indicates that GIYIX experiences smaller price fluctuations and is considered to be less risky than GIOIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GIYIX | GIOIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.22% | 0.92% | -0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 1.03% | 1.60% | -0.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.44% | 2.43% | -0.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.49% | 3.14% | -1.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.43% | 2.87% | -1.44% |