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GUG vs. GIPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GUG vs. GIPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Guggenheim Active Allocation Fund (GUG) and Goldman Sachs Balanced Strategy Portfolio (GIPIX). The values are adjusted to include any dividend payments, if applicable.

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GUG vs. GIPIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
GUG
Guggenheim Active Allocation Fund
1.54%13.12%11.46%20.68%-26.55%-0.20%
GIPIX
Goldman Sachs Balanced Strategy Portfolio
-2.44%10.80%8.51%12.49%-14.43%0.90%

Returns By Period

In the year-to-date period, GUG achieves a 1.54% return, which is significantly higher than GIPIX's -2.44% return.


GUG

1D
1.74%
1M
-3.78%
YTD
1.54%
6M
2.11%
1Y
10.74%
3Y*
13.02%
5Y*
10Y*

GIPIX

1D
0.09%
1M
-5.43%
YTD
-2.44%
6M
-0.36%
1Y
8.91%
3Y*
8.13%
5Y*
3.82%
10Y*
5.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GUG vs. GIPIX - Expense Ratio Comparison

GUG has a 3.86% expense ratio, which is higher than GIPIX's 0.19% expense ratio.


Return for Risk

GUG vs. GIPIX — Risk / Return Rank

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

GUG
GUG Risk / Return Rank: 3535
Overall Rank
GUG Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
GUG Sortino Ratio Rank: 3434
Sortino Ratio Rank
GUG Omega Ratio Rank: 2727
Omega Ratio Rank
GUG Calmar Ratio Rank: 4747
Calmar Ratio Rank
GUG Martin Ratio Rank: 3131
Martin Ratio Rank

GIPIX
GIPIX Risk / Return Rank: 5353
Overall Rank
GIPIX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
GIPIX Sortino Ratio Rank: 6363
Sortino Ratio Rank
GIPIX Omega Ratio Rank: 6363
Omega Ratio Rank
GIPIX Calmar Ratio Rank: 3434
Calmar Ratio Rank
GIPIX Martin Ratio Rank: 3939
Martin Ratio Rank
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. GIPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Guggenheim Active Allocation Fund (GUG) and Goldman Sachs Balanced Strategy Portfolio (GIPIX). 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.


GUGGIPIXDifference

Sharpe ratio

Return per unit of total volatility

0.80

1.14

-0.34

Sortino ratio

Return per unit of downside risk

1.18

1.60

-0.42

Omega ratio

Gain probability vs. loss probability

1.15

1.24

-0.09

Calmar ratio

Return relative to maximum drawdown

1.18

0.93

+0.24

Martin ratio

Return relative to average drawdown

3.37

4.10

-0.73

GUG vs. GIPIX - Sharpe Ratio Comparison

The current GUG Sharpe Ratio is 0.80, which is comparable to the GIPIX Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of GUG and GIPIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GUGGIPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

1.14

-0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.64

-0.47

Correlation

The correlation between GUG and GIPIX is 0.42, 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

GUG vs. GIPIX - Dividend Comparison

GUG's dividend yield for the trailing twelve months is around 9.36%, more than GIPIX's 5.95% yield.


TTM20252024202320222021202020192018201720162015
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%
GIPIX
Goldman Sachs Balanced Strategy Portfolio
5.95%5.22%4.06%2.12%4.56%6.37%2.25%2.51%4.70%4.51%1.46%5.73%

Drawdowns

GUG vs. GIPIX - Drawdown Comparison

The maximum GUG drawdown since its inception was -32.78%, which is greater than GIPIX's maximum drawdown of -29.46%. Use the drawdown chart below to compare losses from any high point for GUG and GIPIX.


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Drawdown Indicators


GUGGIPIXDifference

Max Drawdown

Largest peak-to-trough decline

-32.78%

-29.46%

-3.32%

Max Drawdown (1Y)

Largest decline over 1 year

-8.45%

-6.33%

-2.12%

Max Drawdown (5Y)

Largest decline over 5 years

-20.65%

Max Drawdown (10Y)

Largest decline over 10 years

-20.65%

Current Drawdown

Current decline from peak

-5.44%

-5.50%

+0.06%

Average Drawdown

Average peak-to-trough decline

-12.02%

-3.70%

-8.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

1.65%

+1.29%

Volatility

GUG vs. GIPIX - Volatility Comparison

Guggenheim Active Allocation Fund (GUG) has a higher volatility of 3.35% compared to Goldman Sachs Balanced Strategy Portfolio (GIPIX) at 2.94%. This indicates that GUG's price experiences larger fluctuations and is considered to be riskier than GIPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GUGGIPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.35%

2.94%

+0.41%

Volatility (6M)

Calculated over the trailing 6-month period

8.66%

4.78%

+3.88%

Volatility (1Y)

Calculated over the trailing 1-year period

13.43%

8.09%

+5.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.72%

7.93%

+9.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.72%

8.06%

+9.66%