GOF vs. VMSAX
GOF (Guggenheim Strategic Opportunities Fund) and VMSAX (Vanguard Multi-Sector Income Bond Fund Admiral Shares) are both Multisector Bonds funds. Both are actively managed. Over the past 3 years, GOF returned 2.55%/yr vs 7.86%/yr for VMSAX. At a 0.35 correlation, their price movements are largely independent. GOF charges 1.89%/yr vs 0.30%/yr for VMSAX.
Performance
GOF vs. VMSAX - Performance Comparison
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Returns By Period
In the year-to-date period, GOF achieves a -10.48% return, which is significantly lower than VMSAX's 1.19% return.
GOF
- 1D
- -0.94%
- 1M
- -3.73%
- YTD
- -10.48%
- 6M
- -7.84%
- 1Y
- -15.22%
- 3Y*
- 2.55%
- 5Y*
- -0.00%
- 10Y*
- 7.56%
VMSAX
- 1D
- -0.05%
- 1M
- 0.58%
- YTD
- 1.19%
- 6M
- 1.29%
- 1Y
- 5.84%
- 3Y*
- 7.86%
- 5Y*
- —
- 10Y*
- —
GOF vs. VMSAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
GOF Guggenheim Strategic Opportunities Fund | -10.48% | -1.92% | 38.04% | -3.04% | -10.71% |
VMSAX Vanguard Multi-Sector Income Bond Fund Admiral Shares | 1.19% | 9.08% | 6.86% | 10.53% | -8.42% |
Correlation
The correlation between GOF and VMSAX is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2022 | 0.35 |
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Return for Risk
GOF vs. VMSAX — Risk / Return Rank
GOF
VMSAX
GOF vs. VMSAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Guggenheim Strategic Opportunities Fund (GOF) and Vanguard Multi-Sector Income Bond Fund Admiral Shares (VMSAX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GOF | VMSAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.89 | ||
| Sortino ratioReturn per unit of downside risk | -2.33 | ||
| Omega ratioGain probability vs. loss probability | 0.84 | 2.09 | -1.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.66 | 0.11 | -0.77 |
| Martin ratioReturn relative to average drawdown | -1.18 | 1.78 | -2.96 |
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Drawdowns
GOF vs. VMSAX - Drawdown Comparison
The maximum GOF drawdown since its inception was -54.66%, roughly equal to the maximum VMSAX drawdown of -54.84%. Use the drawdown chart below to compare losses from any high point for GOF and VMSAX.
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Drawdown Indicators
| GOF | VMSAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.66% | -54.84% | +0.18% |
Max Drawdown (1Y)Largest decline over 1 year | -23.24% | -54.84% | +31.60% |
Max Drawdown (3Y)Largest decline over 3 years | -28.56% | -54.84% | +26.28% |
Max Drawdown (5Y)Largest decline over 5 years | -32.41% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -38.50% | — | — |
Current DrawdownCurrent decline from peak | -20.26% | -0.27% | -19.99% |
Average DrawdownAverage peak-to-trough decline | -7.09% | -3.05% | -4.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.91% | 3.49% | +9.42% |
Volatility
GOF vs. VMSAX - Volatility Comparison
Guggenheim Strategic Opportunities Fund (GOF) has a higher volatility of 3.41% compared to Vanguard Multi-Sector Income Bond Fund Admiral Shares (VMSAX) at 0.76%. This indicates that GOF's price experiences larger fluctuations and is considered to be riskier than VMSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GOF | VMSAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.41% | 0.76% | +2.65% |
Volatility (6M)Calculated over the trailing 6-month period | 11.10% | 2.04% | +9.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.06% | 133.32% | -115.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.20% | 63.87% | -45.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.53% | 63.87% | -44.34% |
GOF vs. VMSAX - Expense Ratio Comparison
GOF has a 1.89% expense ratio, which is higher than VMSAX's 0.30% expense ratio.
Dividends
GOF vs. VMSAX - Dividend Comparison
GOF's dividend yield for the trailing twelve months is around 20.81%, more than VMSAX's 5.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GOF Guggenheim Strategic Opportunities Fund | 20.81% | 16.97% | 14.32% | 17.07% | 14.36% | 11.93% | 11.26% | 12.08% | 11.96% | 10.13% | 11.13% | 12.98% |
VMSAX Vanguard Multi-Sector Income Bond Fund Admiral Shares | 5.54% | 5.66% | 6.48% | 5.52% | 3.76% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
GOF and VMSAX have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GOF has higher volatility (3.41%) compared to VMSAX (0.76%). In terms of maximum drawdown, GOF dropped -54.66% vs VMSAX's -54.84%.
VMSAX currently has the higher Sharpe Ratio (0.05 vs -0.85), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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