TGRNX vs. GIBIX
Compare and contrast key facts about TIAA-CREF Green Bond Fund (TGRNX) and Guggenheim Total Return Bond Fund (GIBIX).
TGRNX is managed by TIAA Investments. It was launched on Nov 16, 2018. GIBIX is managed by Guggenheim. It was launched on Nov 30, 2011.
Performance
TGRNX vs. GIBIX - Performance Comparison
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TGRNX vs. GIBIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
TGRNX TIAA-CREF Green Bond Fund | -0.50% | 6.76% | 3.08% | 5.73% | -13.43% | -0.60% | 8.57% | 9.15% | 1.43% |
GIBIX Guggenheim Total Return Bond Fund | -0.52% | 8.22% | 3.18% | 7.45% | -16.38% | -0.58% | 14.94% | 4.45% | 1.10% |
Returns By Period
The year-to-date returns for both stocks are quite close, with TGRNX having a -0.50% return and GIBIX slightly lower at -0.52%.
TGRNX
- 1D
- 0.22%
- 1M
- -1.51%
- YTD
- -0.50%
- 6M
- 0.25%
- 1Y
- 3.91%
- 3Y*
- 3.90%
- 5Y*
- 0.40%
- 10Y*
- —
GIBIX
- 1D
- 0.21%
- 1M
- -1.85%
- YTD
- -0.52%
- 6M
- 0.34%
- 1Y
- 4.30%
- 3Y*
- 4.73%
- 5Y*
- 0.59%
- 10Y*
- 2.96%
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TGRNX vs. GIBIX - Expense Ratio Comparison
TGRNX has a 0.45% expense ratio, which is lower than GIBIX's 0.50% expense ratio.
Return for Risk
TGRNX vs. GIBIX — Risk / Return Rank
TGRNX
GIBIX
TGRNX vs. GIBIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Green Bond Fund (TGRNX) and Guggenheim Total Return Bond Fund (GIBIX). 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.
| TGRNX | GIBIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.25 | 1.09 | +0.16 |
Sortino ratioReturn per unit of downside risk | 1.83 | 1.57 | +0.26 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.19 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 2.02 | 1.92 | +0.10 |
Martin ratioReturn relative to average drawdown | 7.18 | 5.96 | +1.22 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TGRNX | GIBIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 1.09 | +0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.08 | 0.10 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.63 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.92 | -0.40 |
Correlation
The correlation between TGRNX and GIBIX is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
TGRNX vs. GIBIX - Dividend Comparison
TGRNX's dividend yield for the trailing twelve months is around 3.97%, less than GIBIX's 4.66% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TGRNX TIAA-CREF Green Bond Fund | 3.97% | 4.31% | 4.48% | 3.30% | 2.69% | 2.76% | 4.20% | 4.38% | 0.43% | 0.00% | 0.00% | 0.00% |
GIBIX Guggenheim Total Return Bond Fund | 4.66% | 5.03% | 4.71% | 4.44% | 3.08% | 3.36% | 4.80% | 2.38% | 3.25% | 3.38% | 4.68% | 4.39% |
Drawdowns
TGRNX vs. GIBIX - Drawdown Comparison
The maximum TGRNX drawdown since its inception was -17.85%, smaller than the maximum GIBIX drawdown of -21.44%. Use the drawdown chart below to compare losses from any high point for TGRNX and GIBIX.
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Drawdown Indicators
| TGRNX | GIBIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.85% | -21.44% | +3.59% |
Max Drawdown (1Y)Largest decline over 1 year | -2.47% | -2.99% | +0.52% |
Max Drawdown (5Y)Largest decline over 5 years | -17.85% | -21.44% | +3.59% |
Max Drawdown (10Y)Largest decline over 10 years | — | -21.44% | — |
Current DrawdownCurrent decline from peak | -1.94% | -2.30% | +0.36% |
Average DrawdownAverage peak-to-trough decline | -5.32% | -3.44% | -1.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.69% | 0.96% | -0.27% |
Volatility
TGRNX vs. GIBIX - Volatility Comparison
The current volatility for TIAA-CREF Green Bond Fund (TGRNX) is 1.13%, while Guggenheim Total Return Bond Fund (GIBIX) has a volatility of 1.58%. This indicates that TGRNX experiences smaller price fluctuations and is considered to be less risky than GIBIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TGRNX | GIBIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.13% | 1.58% | -0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 2.06% | 2.54% | -0.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.36% | 4.34% | -0.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.82% | 5.81% | -0.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.84% | 4.74% | +0.10% |