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TY vs. GOF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TY vs. GOF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tri-Continental Corporation (TY) and Guggenheim Strategic Opportunities Fund (GOF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TY achieves a 8.62% return, which is significantly higher than GOF's -8.87% return. Over the past 10 years, TY has outperformed GOF with an annualized return of 13.87%, while GOF has yielded a comparatively lower 7.19% annualized return.


TY

1D
0.14%
1M
-0.17%
6M
6.66%
YTD
8.62%
1Y
18.77%
3Y*
16.91%
5Y*
10.66%
10Y*
13.87%
ALL TIME*
6.11%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$12.95M$14.31M$15.46M
$1.02M$1.13M$1.15M

TY vs. GOF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TY
Tri-Continental Corporation
8.62%16.12%22.01%17.86%-16.32%29.45%12.38%28.60%-5.84%28.47%
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 TY and GOF is 0.39, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.39

Correlation (3Y)
Balances recent behavior with more history.

0.38

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.42

Correlation (10Y)
Provides a long-term view across more market conditions.

0.39

Correlation (All Time)
Calculated using the full available price history since Jul 27, 2007

0.37

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Return for Risk

TY vs. GOF — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TY
TY Risk / Return Rank: 8787
Overall Rank
TY Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
TY Sortino Ratio Rank: 8585
Sortino Ratio Rank
TY Omega Ratio Rank: 8585
Omega Ratio Rank
TY Calmar Ratio Rank: 8484
Calmar Ratio Rank
TY Martin Ratio Rank: 9191
Martin Ratio Rank

GOF
GOF Risk / Return Rank: 00
Overall Rank
GOF Sharpe Ratio Rank: 00
Sharpe Ratio Rank
GOF Sortino Ratio Rank: 00
Sortino Ratio Rank
GOF Omega Ratio Rank: 00
Omega Ratio Rank
GOF Calmar Ratio Rank: 00
Calmar Ratio Rank
GOF Martin Ratio Rank: 11
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TY vs. GOF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tri-Continental Corporation (TY) 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.


TYGOFDifference
Sharpe ratioReturn per unit of total volatility

+2.53

Sortino ratioReturn per unit of downside risk

+3.41

Omega ratioGain probability vs. loss probability

1.31

0.84

+0.46

Calmar ratioReturn relative to maximum drawdown

2.54

-0.68

+3.22

Martin ratioReturn relative to average drawdown

9.98

-1.12

+11.10

TY vs. GOF - Sharpe Ratio Comparison

The current TY Sharpe Ratio is 1.66, which is higher than the GOF Sharpe Ratio of -0.87. The chart below compares the historical Sharpe Ratios of TY and GOF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TY vs. GOF - Drawdown Comparison

The maximum TY drawdown since its inception was -67.71%, which is greater than GOF's maximum drawdown of -54.66%. Use the drawdown chart below to compare losses from any high point for TY and GOF.


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Drawdown Indicators


TYGOFDifference

Max Drawdown

Largest peak-to-trough decline

-67.71%

-54.66%

-13.05%

Max Drawdown (1Y)

Largest decline over 1 year

-6.79%

-23.24%

+16.45%

Max Drawdown (3Y)

Largest decline over 3 years

-16.09%

-28.56%

+12.47%

Max Drawdown (5Y)

Largest decline over 5 years

-20.78%

-32.41%

+11.63%

Max Drawdown (10Y)

Largest decline over 10 years

-38.57%

-38.50%

-0.07%

Current Drawdown

Current decline from peak

-1.95%

-18.83%

+16.88%

Average Drawdown

Average peak-to-trough decline

-15.56%

-7.15%

-8.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.73%

14.14%

-12.41%

Volatility

TY vs. GOF - Volatility Comparison

Tri-Continental Corporation (TY) and Guggenheim Strategic Opportunities Fund (GOF) have volatilities of 2.71% and 2.66%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TYGOFDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.71%

2.66%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

8.47%

10.62%

-2.15%

Volatility (1Y)

Calculated over the trailing 1-year period

10.40%

18.23%

-7.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.26%

18.18%

-3.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.53%

19.53%

-3.00%

Dividends

TY vs. GOF - Dividend Comparison

TY's dividend yield for the trailing twelve months is around 9.03%, less than GOF's 20.79% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
TY
Tri-Continental Corporation
9.03%11.97%10.61%4.36%8.71%14.13%6.25%6.86%8.13%4.69%4.12%4.05%

Frequently Asked Questions


TY and GOF have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TY has higher volatility (2.71%) compared to GOF (2.66%). In terms of maximum drawdown, TY dropped -67.71% vs GOF's -54.66%.

TY currently has the higher Sharpe Ratio (1.66 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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