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GUDIX vs. FSCO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GUDIX and FSCO is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.2

Performance

GUDIX vs. FSCO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Guggenheim Diversified Income Fund (GUDIX) and FS Credit Opportunities Corp. (FSCO). The values are adjusted to include any dividend payments, if applicable.

20.00%40.00%60.00%80.00%100.00%120.00%NovemberDecember2025FebruaryMarchApril
13.34%
97.85%
GUDIX
FSCO

Key characteristics

Returns By Period


GUDIX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

FSCO

YTD

-0.07%

1M

-3.74%

6M

4.83%

1Y

26.16%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

GUDIX vs. FSCO — Risk-Adjusted Performance Rank

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

GUDIX
The Risk-Adjusted Performance Rank of GUDIX is 55
Overall Rank
The Sharpe Ratio Rank of GUDIX is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of GUDIX is 66
Sortino Ratio Rank
The Omega Ratio Rank of GUDIX is 22
Omega Ratio Rank
The Calmar Ratio Rank of GUDIX is 88
Calmar Ratio Rank
The Martin Ratio Rank of GUDIX is 00
Martin Ratio Rank

FSCO
The Risk-Adjusted Performance Rank of FSCO is 8989
Overall Rank
The Sharpe Ratio Rank of FSCO is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of FSCO is 8282
Sortino Ratio Rank
The Omega Ratio Rank of FSCO is 8686
Omega Ratio Rank
The Calmar Ratio Rank of FSCO is 9191
Calmar Ratio Rank
The Martin Ratio Rank of FSCO is 9494
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GUDIX vs. FSCO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Guggenheim Diversified Income Fund (GUDIX) and FS Credit Opportunities Corp. (FSCO). 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.


Sharpe ratio
No data
The chart of Calmar ratio for GUDIX, currently valued at 0.00, compared to the broader market0.002.004.006.008.0010.00
GUDIX: 0.00
FSCO: 1.57


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
1.00
1.22
GUDIX
FSCO

Dividends

GUDIX vs. FSCO - Dividend Comparison

GUDIX has not paid dividends to shareholders, while FSCO's dividend yield for the trailing twelve months is around 11.06%.


TTM202420232022202120202019201820172016
GUDIX
Guggenheim Diversified Income Fund
0.00%99.99%3.98%3.49%3.49%3.36%3.44%3.42%3.99%3.62%
FSCO
FS Credit Opportunities Corp.
11.06%10.47%11.26%1.95%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GUDIX vs. FSCO - Drawdown Comparison


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.39%
-6.62%
GUDIX
FSCO

Volatility

GUDIX vs. FSCO - Volatility Comparison

The current volatility for Guggenheim Diversified Income Fund (GUDIX) is 0.00%, while FS Credit Opportunities Corp. (FSCO) has a volatility of 17.42%. This indicates that GUDIX experiences smaller price fluctuations and is considered to be less risky than FSCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril0
17.42%
GUDIX
FSCO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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