PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
GUG vs. GPIFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

GUG vs. GPIFX

Last updated Jun 23, 2026

GUG (Guggenheim Active Allocation Fund) and GPIFX (GuidePath Flexible Income Allocation Fund) are both Tactical Allocation funds. Over the past 3 years, GUG returned 13.62%/yr vs 4.73%/yr for GPIFX. At a 0.34 correlation, their price movements are largely independent. GUG charges 3.86%/yr vs 0.50%/yr for GPIFX.

Performance

GUG vs. GPIFX - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, GUG achieves a 7.06% return, which is significantly higher than GPIFX's 2.20% return.

GUG

1D
0.06%
1M
-1.21%
YTD
7.06%
6M
7.34%
1Y
11.48%
3Y*
13.62%
5Y*
—
10Y*
—

GPIFX

1D
0.11%
1M
0.57%
YTD
2.20%
6M
2.28%
1Y
6.26%
3Y*
4.73%
5Y*
0.36%
10Y*
2.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GUG vs. GPIFX - Yearly Performance Comparison

2026 (YTD)20252024202320222021
GUG
Guggenheim Active Allocation Fund		7.06%13.12%11.46%20.68%-26.55%-0.20%
GPIFX
GuidePath Flexible Income Allocation Fund		2.20%3.69%4.22%7.13%-14.14%0.31%

Correlation

The correlation between GUG and GPIFX is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.30

Correlation (3Y)
Calculated over the trailing 3-year period

0.31

Correlation (All Time)
Calculated using the full available price history since Nov 24, 2021

0.34

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Guggenheim Active Allocation Fund

GuidePath Flexible Income Allocation Fund

Often compared with GUG:
GUG vs. GOFGUG vs. MOJOXGUG vs. COTZXGUG vs. ABRZXGUG vs. GOIIXGUG vs. SIOAXGUG vs. RYMTX
Often compared with GPIFX:
GPIFX vs. QEVOXGPIFX vs. GPICXGPIFX vs. ABRZXGPIFX vs. FLMFXGPIFX vs. SFHYXGPIFX vs. CRTOXGPIFX vs. GPINX

Return for Risk

GUG vs. GPIFX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
GUG
GUG Risk / Return Rank: 1616
Overall Rank
GUG Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
GUG Sortino Ratio Rank: 1616
Sortino Ratio Rank
GUG Omega Ratio Rank: 1313
Omega Ratio Rank
GUG Calmar Ratio Rank: 1919
Calmar Ratio Rank
GUG Martin Ratio Rank: 1818
Martin Ratio Rank
GPIFX
GPIFX Risk / Return Rank: 8787
Overall Rank
GPIFX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
GPIFX Sortino Ratio Rank: 8585
Sortino Ratio Rank
GPIFX Omega Ratio Rank: 8787
Omega Ratio Rank
GPIFX Calmar Ratio Rank: 8585
Calmar Ratio Rank
GPIFX Martin Ratio Rank: 9191
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. GPIFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Guggenheim Active Allocation Fund (GUG) and GuidePath Flexible Income Allocation Fund (GPIFX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

GUGGPIFXDifference
Sharpe ratioReturn per unit of total volatility
1.00
2.57

-1.57

Sortino ratioReturn per unit of downside risk
1.53
3.74

-2.21

Omega ratioGain probability vs. loss probability

1.17

1.57

-0.40

Calmar ratioReturn relative to maximum drawdown

1.48

3.79

-2.31

Martin ratioReturn relative to average drawdown

4.28

17.02

-12.75

GUG vs. GPIFX - Sharpe Ratio Comparison

The current GUG Sharpe Ratio is 1.00, which is lower than the GPIFX Sharpe Ratio of 2.57. The chart below compares the historical Sharpe Ratios of GUG and GPIFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Drawdowns

GUG vs. GPIFX - Drawdown Comparison

The maximum GUG drawdown since its inception was -32.78%, which is greater than GPIFX's maximum drawdown of -16.72%. Use the drawdown chart below to compare losses from any high point for GUG and GPIFX.

Loading charts...

Drawdown Indicators

GUGGPIFXDifference

Max Drawdown

Largest peak-to-trough decline

-32.78%

-16.72%

-16.06%

Max Drawdown (1Y)

Largest decline over 1 year

-7.80%

-1.69%

-6.11%

Max Drawdown (3Y)

Largest decline over 3 years

-12.10%

-4.14%

-7.96%

Max Drawdown (5Y)

Largest decline over 5 years

—

-16.72%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-16.72%

—

Current Drawdown

Current decline from peak

-3.09%

-0.20%

-2.89%

Average Drawdown

Average peak-to-trough decline

-11.51%

-4.02%

-7.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.69%

0.38%

+2.31%

Volatility

GUG vs. GPIFX - Volatility Comparison

Guggenheim Active Allocation Fund (GUG) has a higher volatility of 4.04% compared to GuidePath Flexible Income Allocation Fund (GPIFX) at 0.91%. This indicates that GUG's price experiences larger fluctuations and is considered to be riskier than GPIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

GUGGPIFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.04%

0.91%

+3.13%

Volatility (6M)

Calculated over the trailing 6-month period

8.27%

2.09%

+6.18%

Volatility (1Y)

Calculated over the trailing 1-year period

11.60%

2.50%

+9.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.48%

4.80%

+12.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.48%

5.32%

+12.16%

GUG vs. GPIFX - Expense Ratio Comparison

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

Dividends

GUG vs. GPIFX - Dividend Comparison

GUG's dividend yield for the trailing twelve months is around 9.08%, more than GPIFX's 4.56% yield.

PositionTTM20252024202320222021202020192018201720162015
GPIFX
GuidePath Flexible Income Allocation Fund		4.56%5.15%5.18%4.86%1.96%3.10%2.62%3.73%3.46%3.90%1.97%1.24%
GUG
Guggenheim Active Allocation Fund		9.08%9.30%9.58%9.72%9.71%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

GUG and GPIFX have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GUG has higher volatility (4.04%) compared to GPIFX (0.91%). In terms of maximum drawdown, GUG dropped -32.78% vs GPIFX's -16.72%.

GPIFX currently has the higher Sharpe Ratio (2.57 vs 1.00), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for GUG and GPIFX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer