GUG vs. GIBIX

Last updated Apr 2, 2026

Compare and contrast key facts about Guggenheim Active Allocation Fund (GUG) and Guggenheim Total Return Bond Fund (GIBIX).

GUG is an actively managed fund by Guggenheim. It was launched on Nov 23, 2021. GIBIX is managed by Guggenheim. It was launched on Nov 30, 2011.

Performance

GUG vs. GIBIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Guggenheim Active Allocation Fund (GUG) and Guggenheim Total Return Bond Fund (GIBIX). The values are adjusted to include any dividend payments, if applicable.

GUG vs. GIBIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
GUG Guggenheim Active Allocation Fund	2.21%	13.12%	11.46%	20.68%	-26.55%	-0.20%
GIBIX Guggenheim Total Return Bond Fund	-0.52%	8.22%	3.18%	7.45%	-16.38%	0.91%

Returns By Period

In the year-to-date period, GUG achieves a 2.21% return, which is significantly higher than GIBIX's -0.52% return.

GUG

• 1D: 0.66%
• 1M: -3.75%
• YTD: 2.21%
• 6M: 1.80%
• 1Y: 10.00%
• 3Y*: 13.27%
• 5Y*: —
• 10Y*: —

GIBIX

• 1D: 0.21%
• 1M: -1.85%
• YTD: -0.52%
• 6M: 0.34%
• 1Y: 4.30%
• 3Y*: 4.73%
• 5Y*: 0.59%
• 10Y*: 2.96%

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

GUG vs. GIBIX - Expense Ratio Comparison

GUG has a 3.86% expense ratio, which is higher than GIBIX's 0.50% expense ratio.

GUG

Guggenheim Active Allocation Fund

GIBIX

Guggenheim Total Return Bond Fund

Return for Risk

GUG vs. GIBIX — Risk / Return Rank

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

GUG

GUG Risk / Return Rank: 29
GUG Sharpe Ratio Rank: 26
GUG Sortino Ratio Rank: 25
GUG Omega Ratio Rank: 19
GUG Calmar Ratio Rank: 44
GUG Martin Ratio Rank: 29

GIBIX

GIBIX Risk / Return Rank: 58
GIBIX Sharpe Ratio Rank: 57
GIBIX Sortino Ratio Rank: 56
GIBIX Omega Ratio Rank: 40
GIBIX Calmar Ratio Rank: 77
GIBIX Martin Ratio Rank: 60

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.

GUG vs. GIBIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Guggenheim Active Allocation Fund (GUG) and Guggenheim Total Return Bond Fund (GIBIX). 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.

	GUG	GIBIX	Difference
Sharpe ratio Return per unit of total volatility	0.75	1.09	-0.34
Sortino ratio Return per unit of downside risk	1.11	1.57	-0.46
Omega ratio Gain probability vs. loss probability	1.14	1.19	-0.05
Calmar ratio Return relative to maximum drawdown	1.36	1.92	-0.56
Martin ratio Return relative to average drawdown	3.87	5.96	-2.09
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GUG vs. GIBIX - Sharpe Ratio Comparison

The current GUG Sharpe Ratio is 0.75, which is lower than the GIBIX Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of GUG and GIBIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	GUG	GIBIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.75	1.09	-0.34
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.10	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.63	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.17	0.92	-0.74

Correlation

The correlation between GUG and GIBIX is 0.25, 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.

Dividends

GUG vs. GIBIX - Dividend Comparison

GUG's dividend yield for the trailing twelve months is around 9.30%, more than GIBIX's 4.66% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GUG Guggenheim Active Allocation Fund	9.30%	9.30%	9.58%	9.72%	9.71%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
GIBIX Guggenheim Total Return Bond Fund	4.66%	5.03%	4.71%	4.44%	3.08%	3.36%	4.80%	2.38%	3.25%	3.38%	4.68%	4.39%

Drawdowns

GUG vs. GIBIX - Drawdown Comparison

The maximum GUG drawdown since its inception was -32.78%, which is greater than GIBIX's maximum drawdown of -21.44%. Use the drawdown chart below to compare losses from any high point for GUG and GIBIX.

Drawdown Indicators

	GUG	GIBIX	Difference
Max Drawdown Largest peak-to-trough decline	-32.78%	-21.44%	-11.34%
Max Drawdown (1Y) Largest decline over 1 year	-8.03%	-2.99%	-5.04%
Max Drawdown (5Y) Largest decline over 5 years	—	-21.44%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-21.44%	—
Current Drawdown Current decline from peak	-4.82%	-2.30%	-2.52%
Average Drawdown Average peak-to-trough decline	-12.02%	-3.44%	-8.58%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.96%	0.96%	+2.00%

Volatility

GUG vs. GIBIX - Volatility Comparison

Guggenheim Active Allocation Fund (GUG) has a higher volatility of 3.40% compared to Guggenheim Total Return Bond Fund (GIBIX) at 1.58%. This indicates that GUG's price experiences larger fluctuations and is considered to be riskier than GIBIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GUG	GIBIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.40%	1.58%	+1.82%
Volatility (6M) Calculated over the trailing 6-month period	8.69%	2.54%	+6.15%
Volatility (1Y) Calculated over the trailing 1-year period	13.43%	4.34%	+9.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.72%	5.81%	+11.91%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.72%	4.74%	+12.98%