GUG vs. GOIIX
Compare and contrast key facts about Guggenheim Active Allocation Fund (GUG) and Goldman Sachs Growth and Income Strategy Portfolio (GOIIX).
GUG is an actively managed fund by Guggenheim. It was launched on Nov 23, 2021. GOIIX is managed by Goldman Sachs. It was launched on Jan 1, 1998.
Performance
GUG vs. GOIIX - Performance Comparison
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GUG vs. GOIIX - 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% |
GOIIX Goldman Sachs Growth and Income Strategy Portfolio | -3.39% | 15.03% | 14.81% | 15.16% | -15.86% | 1.19% |
Returns By Period
In the year-to-date period, GUG achieves a 1.54% return, which is significantly higher than GOIIX's -3.39% return.
GUG
- 1D
- 1.74%
- 1M
- -3.78%
- YTD
- 1.54%
- 6M
- 2.11%
- 1Y
- 10.74%
- 3Y*
- 13.02%
- 5Y*
- —
- 10Y*
- —
GOIIX
- 1D
- 0.07%
- 1M
- -6.83%
- YTD
- -3.39%
- 6M
- -0.74%
- 1Y
- 12.30%
- 3Y*
- 11.79%
- 5Y*
- 6.28%
- 10Y*
- 7.70%
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GUG vs. GOIIX - Expense Ratio Comparison
GUG has a 3.86% expense ratio, which is higher than GOIIX's 0.19% expense ratio.
Return for Risk
GUG vs. GOIIX — Risk / Return Rank
GUG
GOIIX
GUG vs. GOIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Guggenheim Active Allocation Fund (GUG) and Goldman Sachs Growth and Income Strategy Portfolio (GOIIX). 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 | GOIIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 1.21 | -0.40 |
Sortino ratioReturn per unit of downside risk | 1.18 | 1.61 | -0.43 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.24 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.18 | 0.98 | +0.20 |
Martin ratioReturn relative to average drawdown | 3.37 | 4.37 | -1.00 |
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 | GOIIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 1.21 | -0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.60 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.69 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.52 | -0.35 |
Correlation
The correlation between GUG and GOIIX is 0.41, 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. GOIIX - Dividend Comparison
GUG's dividend yield for the trailing twelve months is around 9.36%, more than GOIIX's 8.88% 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% |
GOIIX Goldman Sachs Growth and Income Strategy Portfolio | 8.88% | 7.98% | 9.79% | 1.97% | 5.09% | 6.80% | 3.47% | 2.29% | 3.04% | 2.73% | 1.37% | 3.99% |
Drawdowns
GUG vs. GOIIX - Drawdown Comparison
The maximum GUG drawdown since its inception was -32.78%, smaller than the maximum GOIIX drawdown of -43.63%. Use the drawdown chart below to compare losses from any high point for GUG and GOIIX.
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Drawdown Indicators
| GUG | GOIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.78% | -43.63% | +10.85% |
Max Drawdown (1Y)Largest decline over 1 year | -8.45% | -8.55% | +0.10% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.78% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -25.07% | — |
Current DrawdownCurrent decline from peak | -5.44% | -7.10% | +1.66% |
Average DrawdownAverage peak-to-trough decline | -12.02% | -6.44% | -5.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.94% | 2.14% | +0.80% |
Volatility
GUG vs. GOIIX - Volatility Comparison
The current volatility for Guggenheim Active Allocation Fund (GUG) is 3.35%, while Goldman Sachs Growth and Income Strategy Portfolio (GOIIX) has a volatility of 3.77%. This indicates that GUG experiences smaller price fluctuations and is considered to be less risky than GOIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GUG | GOIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.35% | 3.77% | -0.42% |
Volatility (6M)Calculated over the trailing 6-month period | 8.66% | 6.48% | +2.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.43% | 10.40% | +3.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.72% | 10.58% | +7.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.72% | 11.22% | +6.50% |