ABYAX vs. RYMTX
ABYAX (Abbey Capital Futures Strategy Fund Class A) and RYMTX (Guggenheim Managed Futures Strategy Fund) are both Systematic Trend funds. Over the past 10 years, ABYAX returned 2.66%/yr vs 3.07%/yr for RYMTX. Their 0.72 correlation means they have sometimes moved together and sometimes differently. ABYAX charges 2.04%/yr vs 1.75%/yr for RYMTX.
Performance
ABYAX vs. RYMTX - Performance Comparison
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Returns By Period
In the year-to-date period, ABYAX achieves a 4.10% return, which is significantly lower than RYMTX's 5.49% return. Over the past 10 years, ABYAX has underperformed RYMTX with an annualized return of 2.66%, while RYMTX has yielded a comparatively higher 3.07% annualized return.
ABYAX
- 1D
- -0.70%
- 1M
- -1.04%
- 6M
- 1.06%
- YTD
- 4.10%
- 1Y
- 12.73%
- 3Y*
- 1.17%
- 5Y*
- 3.34%
- 10Y*
- 2.66%
- ALL TIME*
- 3.63%
RYMTX
- 1D
- 0.44%
- 1M
- -0.48%
- 6M
- 0.58%
- YTD
- 5.49%
- 1Y
- 15.89%
- 3Y*
- 3.29%
- 5Y*
- 5.60%
- 10Y*
- 3.07%
- ALL TIME*
- 0.77%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
ABYAX vs. RYMTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ABYAX Abbey Capital Futures Strategy Fund Class A | 4.10% | 1.47% | 0.77% | -3.55% | 16.76% | 3.19% | 7.59% | 8.65% | -6.49% | -0.26% |
RYMTX Guggenheim Managed Futures Strategy Fund | 5.49% | 5.52% | 0.56% | 3.62% | 14.75% | 2.62% | 2.07% | 7.18% | -7.87% | 7.39% |
Correlation
The correlation between ABYAX and RYMTX is 0.70, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.70 |
Correlation (3Y) Balances recent behavior with more history. | 0.64 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.68 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.72 |
Correlation (All Time) Calculated using the full available price history since Sep 2, 2014 | 0.72 |
The correlation between ABYAX and RYMTX has been stable across timeframes, ranging from 0.64 to 0.72 - a consistent structural relationship.
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Return for Risk
ABYAX vs. RYMTX — Risk / Return Rank
ABYAX
RYMTX
ABYAX vs. RYMTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Abbey Capital Futures Strategy Fund Class A (ABYAX) and Guggenheim Managed Futures Strategy Fund (RYMTX). 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.
| ABYAX | RYMTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.10 | ||
| Sortino ratioReturn per unit of downside risk | +0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.24 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.69 | 2.73 | -0.04 |
| Martin ratioReturn relative to average drawdown | 7.70 | 7.87 | -0.16 |
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Drawdowns
ABYAX vs. RYMTX - Drawdown Comparison
The maximum ABYAX drawdown since its inception was -17.96%, smaller than the maximum RYMTX drawdown of -34.19%. Use the drawdown chart below to compare losses from any high point for ABYAX and RYMTX.
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Drawdown Indicators
| ABYAX | RYMTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.96% | -34.19% | +16.23% |
Max Drawdown (1Y)Largest decline over 1 year | -4.11% | -5.43% | +1.32% |
Max Drawdown (3Y)Largest decline over 3 years | -14.21% | -17.54% | +3.33% |
Max Drawdown (5Y)Largest decline over 5 years | -15.23% | -17.54% | +2.31% |
Max Drawdown (10Y)Largest decline over 10 years | -15.23% | -17.54% | +2.31% |
Current DrawdownCurrent decline from peak | -4.26% | -4.16% | -0.10% |
Average DrawdownAverage peak-to-trough decline | -7.16% | -18.76% | +11.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.44% | 1.88% | -0.44% |
Volatility
ABYAX vs. RYMTX - Volatility Comparison
The current volatility for Abbey Capital Futures Strategy Fund Class A (ABYAX) is 1.77%, while Guggenheim Managed Futures Strategy Fund (RYMTX) has a volatility of 2.34%. This indicates that ABYAX experiences smaller price fluctuations and is considered to be less risky than RYMTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ABYAX | RYMTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.77% | 2.34% | -0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 5.55% | 8.05% | -2.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.93% | 11.47% | -3.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.88% | 12.04% | -4.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.96% | 10.65% | -2.69% |
ABYAX vs. RYMTX - Expense Ratio Comparison
ABYAX has a 2.04% expense ratio, which is higher than RYMTX's 1.75% expense ratio.
Dividends
ABYAX vs. RYMTX - Dividend Comparison
ABYAX's dividend yield for the trailing twelve months is around 1.22%, less than RYMTX's 5.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABYAX Abbey Capital Futures Strategy Fund Class A | 1.22% | 1.27% | 1.68% | 0.99% | 15.33% | 3.57% | 1.36% | 8.50% | 0.00% | 0.00% | 0.00% | 0.06% |
RYMTX Guggenheim Managed Futures Strategy Fund | 5.72% | 6.03% | 5.10% | 1.02% | 4.80% | 0.00% | 7.56% | 0.00% | 0.00% | 4.70% | 5.19% | 2.68% |
Frequently Asked Questions
ABYAX and RYMTX have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RYMTX has higher volatility (2.34%) compared to ABYAX (1.77%). In terms of maximum drawdown, ABYAX dropped -17.96% vs RYMTX's -34.19%.
ABYAX currently has the higher Sharpe Ratio (1.39 vs 1.29), 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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