It happened before 8:15 p.m. Monday at a home in the 100 block of West Wishart Street.
Police say three men with guns and knives forced their way into the home. Seven people and two children were home at the time.
The suspects forced everyone onto the floor. One suspect sexually assaulted one of the women.
Police say officers from the 26th district arrived, chased the suspects and caught two of them - a 36-year-old man and a 26-year-old man.
The third suspect remains at large.