TEAF vs. GBAB
Compare and contrast key facts about Ecofin Sustainable and Social Impact Term Fund (TEAF) and Guggenheim Taxable Municipal Bond & Investment Grade Debt Trust (GBAB).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TEAF or GBAB.
Key characteristics
| TEAF | GBAB | |
|---|---|---|
| YTD Return | 15.04% | 6.45% |
| 1Y Return | 12.66% | 13.07% |
| 3Y Return (Ann) | 2.22% | -4.30% |
| 5Y Return (Ann) | 1.96% | 0.05% |
| Sharpe Ratio | 1.47 | 0.98 |
| Sortino Ratio | 2.10 | 1.54 |
| Omega Ratio | 1.27 | 1.17 |
| Calmar Ratio | 0.76 | 0.49 |
| Martin Ratio | 5.63 | 2.84 |
| Ulcer Index | 2.65% | 4.59% |
| Daily Std Dev | 10.15% | 13.32% |
| Max Drawdown | -62.11% | -35.81% |
| Current Drawdown | -5.37% | -17.33% |
Fundamentals
| TEAF | GBAB |
|---|
Correlation
The correlation between TEAF and GBAB is 0.19, 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.
Performance
TEAF vs. GBAB - Performance Comparison
In the year-to-date period, TEAF achieves a 15.04% return, which is significantly higher than GBAB's 6.45% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
TEAF vs. GBAB - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Ecofin Sustainable and Social Impact Term Fund (TEAF) and Guggenheim Taxable Municipal Bond & Investment Grade Debt Trust (GBAB). 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.
Dividends
TEAF vs. GBAB - Dividend Comparison
TEAF's dividend yield for the trailing twelve months is around 8.65%, less than GBAB's 9.46% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TEAF Ecofin Sustainable and Social Impact Term Fund | 8.65% | 9.22% | 8.25% | 6.18% | 8.19% | 5.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GBAB Guggenheim Taxable Municipal Bond & Investment Grade Debt Trust | 9.46% | 9.34% | 9.24% | 6.37% | 5.93% | 6.39% | 6.89% | 6.65% | 7.51% | 7.77% | 7.47% | 8.31% |
Drawdowns
TEAF vs. GBAB - Drawdown Comparison
The maximum TEAF drawdown since its inception was -62.11%, which is greater than GBAB's maximum drawdown of -35.81%. Use the drawdown chart below to compare losses from any high point for TEAF and GBAB. For additional features, visit the drawdowns tool.
Volatility
TEAF vs. GBAB - Volatility Comparison
The current volatility for Ecofin Sustainable and Social Impact Term Fund (TEAF) is 3.07%, while Guggenheim Taxable Municipal Bond & Investment Grade Debt Trust (GBAB) has a volatility of 3.44%. This indicates that TEAF experiences smaller price fluctuations and is considered to be less risky than GBAB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
TEAF vs. GBAB - Financials Comparison
This section allows you to compare key financial metrics between Ecofin Sustainable and Social Impact Term Fund and Guggenheim Taxable Municipal Bond & Investment Grade Debt Trust. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities