TVRIX vs. GIBIX
Compare and contrast key facts about Guggenheim Directional Allocation Fund (TVRIX) and Guggenheim Total Return Bond Fund (GIBIX).
TVRIX is managed by Guggenheim. It was launched on Jun 18, 2012. GIBIX is managed by Guggenheim. It was launched on Nov 30, 2011.
Performance
TVRIX vs. GIBIX - Performance Comparison
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TVRIX vs. GIBIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TVRIX Guggenheim Directional Allocation Fund | -4.87% | 13.83% | 7.87% | 11.00% | -17.53% | 27.30% | 5.08% | 30.45% | -7.53% | 23.45% |
GIBIX Guggenheim Total Return Bond Fund | -0.52% | 8.22% | 3.18% | 7.45% | -16.38% | -0.58% | 14.94% | 4.45% | 0.89% | 6.50% |
Returns By Period
In the year-to-date period, TVRIX achieves a -4.87% return, which is significantly lower than GIBIX's -0.52% return. Over the past 10 years, TVRIX has outperformed GIBIX with an annualized return of 8.72%, while GIBIX has yielded a comparatively lower 2.96% annualized return.
TVRIX
- 1D
- 2.44%
- 1M
- -4.44%
- YTD
- -4.87%
- 6M
- -2.48%
- 1Y
- 11.69%
- 3Y*
- 8.78%
- 5Y*
- 4.76%
- 10Y*
- 8.72%
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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TVRIX vs. GIBIX - Expense Ratio Comparison
TVRIX has a 1.09% expense ratio, which is higher than GIBIX's 0.50% expense ratio.
Return for Risk
TVRIX vs. GIBIX — Risk / Return Rank
TVRIX
GIBIX
TVRIX vs. GIBIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Guggenheim Directional Allocation Fund (TVRIX) 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.
| TVRIX | GIBIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 1.09 | -0.12 |
Sortino ratioReturn per unit of downside risk | 1.43 | 1.57 | -0.14 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.19 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.48 | 1.92 | -0.44 |
Martin ratioReturn relative to average drawdown | 6.06 | 5.96 | +0.10 |
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
| TVRIX | GIBIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 1.09 | -0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.10 | +0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.63 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.92 | -0.37 |
Correlation
The correlation between TVRIX and GIBIX is -0.08. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
TVRIX vs. GIBIX - Dividend Comparison
TVRIX's dividend yield for the trailing twelve months is around 10.13%, more than GIBIX's 4.66% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TVRIX Guggenheim Directional Allocation Fund | 10.13% | 9.64% | 0.00% | 2.03% | 0.71% | 14.34% | 0.30% | 16.62% | 14.33% | 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
TVRIX vs. GIBIX - Drawdown Comparison
The maximum TVRIX drawdown since its inception was -39.36%, which is greater than GIBIX's maximum drawdown of -21.44%. Use the drawdown chart below to compare losses from any high point for TVRIX and GIBIX.
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Drawdown Indicators
| TVRIX | GIBIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.36% | -21.44% | -17.92% |
Max Drawdown (1Y)Largest decline over 1 year | -8.45% | -2.99% | -5.46% |
Max Drawdown (5Y)Largest decline over 5 years | -24.87% | -21.44% | -3.43% |
Max Drawdown (10Y)Largest decline over 10 years | -39.36% | -21.44% | -17.92% |
Current DrawdownCurrent decline from peak | -9.20% | -2.30% | -6.90% |
Average DrawdownAverage peak-to-trough decline | -6.10% | -3.44% | -2.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.06% | 0.96% | +1.10% |
Volatility
TVRIX vs. GIBIX - Volatility Comparison
Guggenheim Directional Allocation Fund (TVRIX) has a higher volatility of 4.44% compared to Guggenheim Total Return Bond Fund (GIBIX) at 1.58%. This indicates that TVRIX's price experiences larger fluctuations and is considered to be riskier 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
| TVRIX | GIBIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.44% | 1.58% | +2.86% |
Volatility (6M)Calculated over the trailing 6-month period | 7.84% | 2.54% | +5.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.61% | 4.34% | +8.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.46% | 5.81% | +8.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.80% | 4.74% | +13.06% |