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SIHAX vs. GIYIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SIHAX vs. GIYIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Guggenheim High Yield Fund (SIHAX) and Guggenheim Ultra Short Duration Fund (GIYIX). The values are adjusted to include any dividend payments, if applicable.

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SIHAX vs. GIYIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SIHAX
Guggenheim High Yield Fund
-2.36%6.84%6.93%10.74%-10.51%4.36%4.55%11.26%-2.32%
GIYIX
Guggenheim Ultra Short Duration Fund
0.42%5.20%7.04%6.81%-1.19%0.17%1.78%2.45%0.16%

Returns By Period

In the year-to-date period, SIHAX achieves a -2.36% return, which is significantly lower than GIYIX's 0.42% return.


SIHAX

1D
0.10%
1M
-2.43%
YTD
-2.36%
6M
-1.09%
1Y
3.84%
3Y*
6.20%
5Y*
2.97%
10Y*
4.77%

GIYIX

1D
0.10%
1M
-0.30%
YTD
0.42%
6M
1.62%
1Y
4.28%
3Y*
5.81%
5Y*
3.66%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SIHAX vs. GIYIX - Expense Ratio Comparison

SIHAX has a 1.05% expense ratio, which is higher than GIYIX's 0.34% expense ratio.


Return for Risk

SIHAX vs. GIYIX — Risk / Return Rank

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

SIHAX
SIHAX Risk / Return Rank: 6868
Overall Rank
SIHAX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
SIHAX Sortino Ratio Rank: 7676
Sortino Ratio Rank
SIHAX Omega Ratio Rank: 7575
Omega Ratio Rank
SIHAX Calmar Ratio Rank: 5858
Calmar Ratio Rank
SIHAX Martin Ratio Rank: 5858
Martin Ratio Rank

GIYIX
GIYIX Risk / Return Rank: 9999
Overall Rank
GIYIX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
GIYIX Sortino Ratio Rank: 9999
Sortino Ratio Rank
GIYIX Omega Ratio Rank: 9999
Omega Ratio Rank
GIYIX Calmar Ratio Rank: 9999
Calmar Ratio Rank
GIYIX Martin Ratio Rank: 9999
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.

SIHAX vs. GIYIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Guggenheim High Yield Fund (SIHAX) and Guggenheim Ultra Short Duration Fund (GIYIX). 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.


SIHAXGIYIXDifference

Sharpe ratio

Return per unit of total volatility

1.28

3.28

-2.00

Sortino ratio

Return per unit of downside risk

1.87

9.63

-7.75

Omega ratio

Gain probability vs. loss probability

1.28

3.00

-1.72

Calmar ratio

Return relative to maximum drawdown

1.35

11.76

-10.41

Martin ratio

Return relative to average drawdown

5.58

55.43

-49.85

SIHAX vs. GIYIX - Sharpe Ratio Comparison

The current SIHAX Sharpe Ratio is 1.28, which is lower than the GIYIX Sharpe Ratio of 3.28. The chart below compares the historical Sharpe Ratios of SIHAX and GIYIX, 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


SIHAXGIYIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

3.28

-2.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

2.46

-1.77

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.04

Sharpe Ratio (All Time)

Calculated using the full available price history

1.27

2.16

-0.89

Correlation

The correlation between SIHAX and GIYIX 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

SIHAX vs. GIYIX - Dividend Comparison

SIHAX's dividend yield for the trailing twelve months is around 6.00%, more than GIYIX's 3.99% yield.


TTM20252024202320222021202020192018201720162015
SIHAX
Guggenheim High Yield Fund
6.00%6.39%5.45%4.91%4.75%3.70%4.79%5.44%6.86%5.53%6.09%7.53%
GIYIX
Guggenheim Ultra Short Duration Fund
3.99%4.35%5.15%4.38%1.67%0.78%1.45%2.52%0.56%0.00%0.00%0.00%

Drawdowns

SIHAX vs. GIYIX - Drawdown Comparison

The maximum SIHAX drawdown since its inception was -36.72%, which is greater than GIYIX's maximum drawdown of -3.50%. Use the drawdown chart below to compare losses from any high point for SIHAX and GIYIX.


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Drawdown Indicators


SIHAXGIYIXDifference

Max Drawdown

Largest peak-to-trough decline

-36.72%

-3.50%

-33.22%

Max Drawdown (1Y)

Largest decline over 1 year

-2.86%

-0.40%

-2.46%

Max Drawdown (5Y)

Largest decline over 5 years

-13.95%

-3.15%

-10.80%

Max Drawdown (10Y)

Largest decline over 10 years

-19.31%

Current Drawdown

Current decline from peak

-2.76%

-0.30%

-2.46%

Average Drawdown

Average peak-to-trough decline

-2.64%

-0.36%

-2.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.69%

0.08%

+0.61%

Volatility

SIHAX vs. GIYIX - Volatility Comparison

Guggenheim High Yield Fund (SIHAX) has a higher volatility of 1.21% compared to Guggenheim Ultra Short Duration Fund (GIYIX) at 0.22%. This indicates that SIHAX's price experiences larger fluctuations and is considered to be riskier than GIYIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SIHAXGIYIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.21%

0.22%

+0.99%

Volatility (6M)

Calculated over the trailing 6-month period

2.11%

1.03%

+1.08%

Volatility (1Y)

Calculated over the trailing 1-year period

3.39%

1.44%

+1.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.33%

1.49%

+2.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.58%

1.43%

+3.15%