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TEAF vs. GBAB
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

TEAF vs. GBAB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ecofin Sustainable and Social Impact Term Fund (TEAF) and Guggenheim Taxable Municipal Bond & Investment Grade Debt Trust (GBAB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


TEAF

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

GBAB

1D
-0.21%
1M
-0.73%
YTD
-1.76%
6M
-4.71%
1Y
4.92%
3Y*
4.63%
5Y*
-2.24%
10Y*
2.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TEAF vs. GBAB - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
TEAF
Ecofin Sustainable and Social Impact Term Fund
0.00%9.74%12.16%-0.64%-5.41%19.37%-12.76%-13.82%
GBAB
Guggenheim Taxable Municipal Bond & Investment Grade Debt Trust
-1.76%8.38%2.86%8.57%-25.10%-0.92%14.69%8.86%

Correlation

The correlation between TEAF and GBAB is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

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

0.24

Correlation (5Y)
Calculated over the trailing 5-year period

0.23

Correlation (All Time)
Calculated using the full available price history since Mar 28, 2019

0.19

The correlation between TEAF and GBAB shifts across timeframes, from 0.12 (1 year) to 0.24 (3 years), reflecting how their relationship changes across market environments.

Fundamentals

Total Revenue (TTM)

TEAF:

$21.36M

GBAB:

$39.21M

Gross Profit (TTM)

TEAF:

$14.31M

GBAB:

$20.27M

EBITDA (TTM)

TEAF:

-$435.19K

GBAB:

$108.83M

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Return for Risk

TEAF vs. GBAB — Risk / Return Rank

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

TEAF

GBAB
GBAB Risk / Return Rank: 5151
Overall Rank
GBAB Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
GBAB Sortino Ratio Rank: 4646
Sortino Ratio Rank
GBAB Omega Ratio Rank: 4545
Omega Ratio Rank
GBAB Calmar Ratio Rank: 5252
Calmar Ratio Rank
GBAB Martin Ratio Rank: 5656
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.

TEAF vs. GBAB - Risk-Adjusted Trends 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

TEAF vs. GBAB - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TEAFGBABDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

Drawdowns

TEAF vs. GBAB - Drawdown Comparison


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Drawdown Indicators


TEAFGBABDifference

Max Drawdown

Largest peak-to-trough decline

-35.81%

Max Drawdown (1Y)

Largest decline over 1 year

-9.98%

Max Drawdown (3Y)

Largest decline over 3 years

-17.29%

Max Drawdown (5Y)

Largest decline over 5 years

-35.81%

Max Drawdown (10Y)

Largest decline over 10 years

-35.81%

Current Drawdown

Current decline from peak

-14.95%

Average Drawdown

Average peak-to-trough decline

-8.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.24%

Volatility

TEAF vs. GBAB - Volatility Comparison


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Volatility by Period


TEAFGBABDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.02%

Volatility (6M)

Calculated over the trailing 6-month period

8.65%

Volatility (1Y)

Calculated over the trailing 1-year period

11.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.96%

Dividends

TEAF vs. GBAB - Dividend Comparison

TEAF's dividend yield for the trailing twelve months is around 3.69%, less than GBAB's 10.74% yield.


PositionTTM20252024202320222021202020192018201720162015
GBAB
Guggenheim Taxable Municipal Bond & Investment Grade Debt Trust
10.74%10.11%9.93%9.32%9.22%6.36%5.92%6.37%6.88%6.64%7.51%7.78%
TEAF
Ecofin Sustainable and Social Impact Term Fund
3.69%7.37%9.00%9.22%8.25%6.18%8.17%5.30%0.00%0.00%0.00%0.00%

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.005.00M10.00M15.00M20.00MJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
8.77M
11.12M
(TEAF) Total Revenue
(GBAB) Total Revenue
Values in USD except per share items

Frequently Asked Questions


TEAF and GBAB have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for TEAF and GBAB

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