SIUSX vs. GOF
SIUSX (Guggenheim Core Bond Fund) and GOF (Guggenheim Strategic Opportunities Fund) are both mutual funds - SIUSX is a Intermediate Core Bond fund managed by Guggenheim, while GOF is a Multisector Bonds fund actively managed by Guggenheim. Over the past 10 years, SIUSX returned 2.00%/yr vs 7.19%/yr for GOF. Their 0.03 correlation means their historical movements had little consistent relationship. SIUSX charges 0.79%/yr vs 1.89%/yr for GOF.
Performance
SIUSX vs. GOF - Performance Comparison
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Returns By Period
In the year-to-date period, SIUSX achieves a -0.62% return, which is significantly higher than GOF's -8.87% return. Over the past 10 years, SIUSX has underperformed GOF with an annualized return of 2.00%, while GOF has yielded a comparatively higher 7.19% annualized return.
SIUSX
- 1D
- 0.00%
- 1M
- -1.29%
- 6M
- -0.94%
- YTD
- -0.62%
- 1Y
- 1.88%
- 3Y*
- 4.21%
- 5Y*
- -0.77%
- 10Y*
- 2.00%
- ALL TIME*
- 1.41%
GOF
- 1D
- 0.00%
- 1M
- -2.74%
- 6M
- -9.44%
- YTD
- -8.87%
- 1Y
- -15.54%
- 3Y*
- 1.50%
- 5Y*
- 0.02%
- 10Y*
- 7.19%
- ALL TIME*
- 8.80%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $12.95M | $14.31M | $15.46M | |
| $0.00 | $0.00 | $0.00 |
SIUSX vs. GOF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SIUSX Guggenheim Core Bond Fund | -0.62% | 7.54% | 2.54% | 6.75% | -16.77% | -1.20% | 14.30% | 4.11% | 0.84% | 6.33% |
GOF Guggenheim Strategic Opportunities Fund | -8.87% | -1.92% | 38.04% | -3.04% | -5.78% | 4.90% | 21.51% | 10.51% | -5.95% | 22.01% |
Correlation
The correlation between SIUSX and GOF is 0.26, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.26 |
Correlation (3Y) Balances recent behavior with more history. | 0.20 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.20 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.12 |
Correlation (All Time) Calculated using the full available price history since Jul 27, 2007 | 0.03 |
Over the past year, SIUSX and GOF have become more correlated (0.26) than their long-term average of 0.03, meaning their price movements have been converging.
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Return for Risk
SIUSX vs. GOF — Risk / Return Rank
SIUSX
GOF
SIUSX vs. GOF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Guggenheim Core Bond Fund (SIUSX) and Guggenheim Strategic Opportunities Fund (GOF). 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.
| SIUSX | GOF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.69 | ||
| Sortino ratioReturn per unit of downside risk | +2.24 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 0.84 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 1.07 | -0.68 | +1.75 |
| Martin ratioReturn relative to average drawdown | 2.69 | -1.12 | +3.81 |
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Drawdowns
SIUSX vs. GOF - Drawdown Comparison
The maximum SIUSX drawdown since its inception was -22.25%, smaller than the maximum GOF drawdown of -54.66%. Use the drawdown chart below to compare losses from any high point for SIUSX and GOF.
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Drawdown Indicators
| SIUSX | GOF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.25% | -54.66% | +32.41% |
Max Drawdown (1Y)Largest decline over 1 year | -2.99% | -23.24% | +20.25% |
Max Drawdown (3Y)Largest decline over 3 years | -5.08% | -28.56% | +23.48% |
Max Drawdown (5Y)Largest decline over 5 years | -22.21% | -32.41% | +10.20% |
Max Drawdown (10Y)Largest decline over 10 years | -22.25% | -38.50% | +16.25% |
Current DrawdownCurrent decline from peak | -4.06% | -18.83% | +14.77% |
Average DrawdownAverage peak-to-trough decline | -5.92% | -7.15% | +1.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.18% | 14.14% | -12.96% |
Volatility
SIUSX vs. GOF - Volatility Comparison
The current volatility for Guggenheim Core Bond Fund (SIUSX) is 1.01%, while Guggenheim Strategic Opportunities Fund (GOF) has a volatility of 2.66%. This indicates that SIUSX experiences smaller price fluctuations and is considered to be less risky than GOF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SIUSX | GOF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.01% | 2.66% | -1.65% |
Volatility (6M)Calculated over the trailing 6-month period | 3.11% | 10.62% | -7.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.90% | 18.23% | -14.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.90% | 18.18% | -12.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.82% | 19.53% | -14.71% |
SIUSX vs. GOF - Expense Ratio Comparison
SIUSX has a 0.79% expense ratio, which is lower than GOF's 1.89% expense ratio.
Dividends
SIUSX vs. GOF - Dividend Comparison
SIUSX's dividend yield for the trailing twelve months is around 4.18%, less than GOF's 20.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GOF Guggenheim Strategic Opportunities Fund | 20.79% | 16.97% | 14.32% | 17.07% | 14.36% | 11.93% | 11.26% | 12.08% | 11.96% | 10.13% | 11.13% | 12.98% |
SIUSX Guggenheim Core Bond Fund | 4.18% | 4.46% | 4.39% | 4.10% | 2.50% | 3.11% | 4.10% | 2.03% | 2.46% | 3.16% | 3.57% | 4.70% |
Frequently Asked Questions
SIUSX and GOF have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GOF has higher volatility (2.66%) compared to SIUSX (1.01%). In terms of maximum drawdown, SIUSX dropped -22.25% vs GOF's -54.66%.
SIUSX currently has the higher Sharpe Ratio (0.82 vs -0.87), 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.
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