GUG vs. GIOIX
Compare and contrast key facts about Guggenheim Active Allocation Fund (GUG) and Guggenheim Macro Opportunities Fund (GIOIX).
GUG is an actively managed fund by Guggenheim. It was launched on Nov 23, 2021. GIOIX is an actively managed fund by Guggenheim. It was launched on Nov 29, 2011.
Performance
GUG vs. GIOIX - Performance Comparison
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GUG vs. GIOIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
GUG Guggenheim Active Allocation Fund | 1.54% | 13.12% | 11.46% | 20.68% | -26.55% | -0.20% |
GIOIX Guggenheim Macro Opportunities Fund | -1.19% | 7.64% | 7.78% | 9.69% | -9.57% | 0.79% |
Returns By Period
In the year-to-date period, GUG achieves a 1.54% return, which is significantly higher than GIOIX's -1.19% return.
GUG
- 1D
- 1.74%
- 1M
- -3.78%
- YTD
- 1.54%
- 6M
- 2.11%
- 1Y
- 10.74%
- 3Y*
- 13.02%
- 5Y*
- —
- 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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GUG vs. GIOIX - Expense Ratio Comparison
GUG has a 3.86% expense ratio, which is higher than GIOIX's 0.96% expense ratio.
Return for Risk
GUG vs. GIOIX — Risk / Return Rank
GUG
GIOIX
GUG vs. GIOIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Guggenheim Active Allocation Fund (GUG) 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.
| GUG | GIOIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 2.15 | -1.34 |
Sortino ratioReturn per unit of downside risk | 1.18 | 3.55 | -2.36 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.51 | -0.37 |
Calmar ratioReturn relative to maximum drawdown | 1.18 | 2.41 | -1.24 |
Martin ratioReturn relative to average drawdown | 3.37 | 10.54 | -7.17 |
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
| GUG | GIOIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 2.15 | -1.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.98 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.53 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 1.70 | -1.54 |
Correlation
The correlation between GUG and GIOIX is 0.37, 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. GIOIX - Dividend Comparison
GUG's dividend yield for the trailing twelve months is around 9.36%, more than GIOIX's 5.61% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GUG Guggenheim Active Allocation Fund | 9.36% | 9.30% | 9.58% | 9.72% | 9.71% | 0.00% | 0.00% | 0.00% | 0.00% | 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
GUG vs. GIOIX - Drawdown Comparison
The maximum GUG drawdown since its inception was -32.78%, which is greater than GIOIX's maximum drawdown of -13.38%. Use the drawdown chart below to compare losses from any high point for GUG and GIOIX.
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Drawdown Indicators
| GUG | GIOIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.78% | -13.38% | -19.40% |
Max Drawdown (1Y)Largest decline over 1 year | -8.45% | -2.12% | -6.33% |
Max Drawdown (5Y)Largest decline over 5 years | — | -13.38% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -13.38% | — |
Current DrawdownCurrent decline from peak | -5.44% | -1.92% | -3.52% |
Average DrawdownAverage peak-to-trough decline | -12.02% | -1.43% | -10.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.94% | 0.49% | +2.45% |
Volatility
GUG vs. GIOIX - Volatility Comparison
Guggenheim Active Allocation Fund (GUG) has a higher volatility of 3.35% compared to Guggenheim Macro Opportunities Fund (GIOIX) at 0.92%. This indicates that GUG's price experiences larger fluctuations and is considered to be riskier 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
| GUG | GIOIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.35% | 0.92% | +2.43% |
Volatility (6M)Calculated over the trailing 6-month period | 8.66% | 1.60% | +7.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.43% | 2.43% | +11.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.72% | 3.14% | +14.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.72% | 2.87% | +14.85% |