SECUX vs. GIUSX

Last updated Jun 4, 2026

SECUX (Guggenheim StylePlus - Mid Growth Fund) and GIUSX (Guggenheim Core Bond Fund Institutional Class) are both mutual funds - SECUX is a Mid Cap Growth Equities fund managed by Guggenheim, while GIUSX is a Total Bond Market fund managed by Guggenheim. Over the past 10 years, SECUX returned 11.33%/yr vs 2.67%/yr for GIUSX. At a 0.01 correlation, their price movements are largely independent. SECUX charges 1.42%/yr vs 0.50%/yr for GIUSX.

Performance

SECUX vs. GIUSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Guggenheim StylePlus - Mid Growth Fund (SECUX) and Guggenheim Core Bond Fund Institutional Class (GIUSX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SECUX achieves a 16.16% return, which is significantly higher than GIUSX's 0.59% return. Over the past 10 years, SECUX has outperformed GIUSX with an annualized return of 11.33%, while GIUSX has yielded a comparatively lower 2.67% annualized return.

SECUX

• 1D: 1.03%
• 1M: 5.29%
• YTD: 16.16%
• 6M: 16.31%
• 1Y: 18.16%
• 3Y*: 15.63%
• 5Y*: 6.06%
• 10Y*: 11.33%

GIUSX

• 1D: 0.06%
• 1M: 0.57%
• YTD: 0.59%
• 6M: 0.57%
• 1Y: 6.04%
• 3Y*: 4.96%
• 5Y*: 0.24%
• 10Y*: 2.67%

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

SECUX vs. GIUSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SECUX Guggenheim StylePlus - Mid Growth Fund	16.16%	1.86%	14.29%	26.43%	-28.33%	13.39%	31.95%	32.44%	-7.76%	24.15%
GIUSX Guggenheim Core Bond Fund Institutional Class	0.59%	7.86%	2.91%	7.07%	-16.63%	-0.90%	14.63%	4.47%	1.20%	6.61%

Correlation

The correlation between SECUX and GIUSX is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.25
Correlation (3Y) Calculated over the trailing 3-year period	0.23
Correlation (5Y) Calculated over the trailing 5-year period	0.17
Correlation (10Y) Calculated over the trailing 10-year period	0.06
Correlation (All Time) Calculated using the full available price history since Jan 3, 2014	0.01

Over the past year, SECUX and GIUSX have become more correlated (0.25) than their long-term average of 0.01, meaning their price movements have been converging.

Return for Risk

SECUX vs. GIUSX — Risk / Return Rank

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

SECUX

SECUX Risk / Return Rank: 24
SECUX Sharpe Ratio Rank: 19
SECUX Sortino Ratio Rank: 19
SECUX Omega Ratio Rank: 18
SECUX Calmar Ratio Rank: 32
SECUX Martin Ratio Rank: 31

GIUSX

GIUSX Risk / Return Rank: 27
GIUSX Sharpe Ratio Rank: 27
GIUSX Sortino Ratio Rank: 29
GIUSX Omega Ratio Rank: 26
GIUSX Calmar Ratio Rank: 29
GIUSX Martin Ratio Rank: 25

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.

SECUX vs. GIUSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Guggenheim StylePlus - Mid Growth Fund (SECUX) and Guggenheim Core Bond Fund Institutional Class (GIUSX). 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.

	SECUX	GIUSX	Difference
Sharpe ratio: Return per unit of total volatility	1.23	1.48	-0.26
Sortino ratio: Return per unit of downside risk	1.82	2.23	-0.41
Omega ratio: Gain probability vs. loss probability	1.22	1.27	-0.05
Calmar ratio: Return relative to maximum drawdown	2.12	2.01	+0.11
Martin ratio: Return relative to average drawdown	7.20	6.18	+1.01
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SECUX vs. GIUSX - Sharpe Ratio Comparison

The current SECUX Sharpe Ratio is 1.23, which is comparable to the GIUSX Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of SECUX and GIUSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SECUX	GIUSX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.23	1.48	-0.26
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.28	0.04	+0.24
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.54	0.56	-0.02
Sharpe Ratio (All Time) Calculated using the full available price history	0.27	0.71	-0.44

Drawdowns

SECUX vs. GIUSX - Drawdown Comparison

The maximum SECUX drawdown since its inception was -71.68%, which is greater than GIUSX's maximum drawdown of -22.02%. Use the drawdown chart below to compare losses from any high point for SECUX and GIUSX.

Drawdown Indicators

	SECUX	GIUSX	Difference
Max Drawdown Largest peak-to-trough decline	-71.68%	-22.02%	-49.66%
Max Drawdown (1Y) Largest decline over 1 year	-9.17%	-2.99%	-6.18%
Max Drawdown (3Y) Largest decline over 3 years	-25.43%	-6.10%	-19.33%
Max Drawdown (5Y) Largest decline over 5 years	-37.80%	-22.02%	-15.78%
Max Drawdown (10Y) Largest decline over 10 years	-38.56%	-22.02%	-16.54%
Current Drawdown Current decline from peak	0.00%	-1.63%	+1.63%
Average Drawdown Average peak-to-trough decline	-18.41%	-4.09%	-14.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.70%	0.97%	+1.73%

Volatility

SECUX vs. GIUSX - Volatility Comparison

Guggenheim StylePlus - Mid Growth Fund (SECUX) has a higher volatility of 4.42% compared to Guggenheim Core Bond Fund Institutional Class (GIUSX) at 1.50%. This indicates that SECUX's price experiences larger fluctuations and is considered to be riskier than GIUSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SECUX	GIUSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.42%	1.50%	+2.92%
Volatility (6M) Calculated over the trailing 6-month period	12.56%	2.97%	+9.59%
Volatility (1Y) Calculated over the trailing 1-year period	15.83%	4.07%	+11.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.43%	5.91%	+15.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.19%	4.83%	+16.36%

SECUX vs. GIUSX - Expense Ratio Comparison

SECUX has a 1.42% expense ratio, which is higher than GIUSX's 0.50% expense ratio.

Dividends

SECUX vs. GIUSX - Dividend Comparison

SECUX has not paid dividends to shareholders, while GIUSX's dividend yield for the trailing twelve months is around 4.79%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GIUSX Guggenheim Core Bond Fund Institutional Class	4.79%	4.75%	4.68%	4.39%	2.71%	3.36%	4.36%	2.42%	2.76%	3.47%	3.85%	4.96%
SECUX Guggenheim StylePlus - Mid Growth Fund	0.00%	0.00%	0.00%	2.31%	41.48%	6.54%	14.34%	2.18%	27.68%	12.89%	0.59%	14.34%

Frequently Asked Questions

Can I hold both SECUX and GIUSX in my portfolio?

SECUX and GIUSX have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SECUX or GIUSX?

SECUX has higher volatility (4.42%) compared to GIUSX (1.50%). In terms of maximum drawdown, SECUX dropped -71.68% vs GIUSX's -22.02%.

Which has better risk-adjusted returns?

GIUSX currently has the higher Sharpe Ratio (1.48 vs 1.23), 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.