GIUSX vs. RYMQX
GIUSX (Guggenheim Core Bond Fund Institutional Class) and RYMQX (Guggenheim Series Multi-Hedge Strategies Fund) are both mutual funds - GIUSX is a Total Bond Market fund managed by Guggenheim, while RYMQX is a Multistrategy fund managed by Guggenheim. Over the past 10 years, GIUSX returned 2.57%/yr vs 2.20%/yr for RYMQX. At a correlation of -0.06, they often move in opposite directions. GIUSX charges 0.50%/yr vs 1.76%/yr for RYMQX.
Performance
GIUSX vs. RYMQX - Performance Comparison
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Returns By Period
In the year-to-date period, GIUSX achieves a 0.16% return, which is significantly lower than RYMQX's 5.08% return. Over the past 10 years, GIUSX has outperformed RYMQX with an annualized return of 2.57%, while RYMQX has yielded a comparatively lower 2.20% annualized return.
GIUSX
- 1D
- -0.31%
- 1M
- 0.63%
- YTD
- 0.16%
- 6M
- 0.62%
- 1Y
- 4.67%
- 3Y*
- 4.78%
- 5Y*
- -0.03%
- 10Y*
- 2.57%
RYMQX
- 1D
- 0.42%
- 1M
- 0.21%
- YTD
- 5.08%
- 6M
- 4.53%
- 1Y
- 9.12%
- 3Y*
- 1.55%
- 5Y*
- 0.48%
- 10Y*
- 2.20%
GIUSX vs. RYMQX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GIUSX Guggenheim Core Bond Fund Institutional Class | 0.16% | 7.86% | 2.91% | 7.07% | -16.63% | -0.90% | 14.63% | 4.47% | 1.20% | 6.61% |
RYMQX Guggenheim Series Multi-Hedge Strategies Fund | 5.08% | 1.58% | -3.59% | 4.26% | -3.47% | 7.17% | 7.40% | 4.79% | -4.66% | 3.49% |
Correlation
The correlation between GIUSX and RYMQX is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.11 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.07 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014 | -0.06 |
The correlation between GIUSX and RYMQX shifts across timeframes, from -0.11 (5 years) to 0.12 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
GIUSX vs. RYMQX — Risk / Return Rank
GIUSX
RYMQX
GIUSX vs. RYMQX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Guggenheim Core Bond Fund Institutional Class (GIUSX) and Guggenheim Series Multi-Hedge Strategies Fund (RYMQX). 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.
| GIUSX | RYMQX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.00 | ||
| Sortino ratioReturn per unit of downside risk | -1.50 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.45 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.66 | 4.16 | -2.50 |
| Martin ratioReturn relative to average drawdown | 4.82 | 14.12 | -9.30 |
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Drawdowns
GIUSX vs. RYMQX - Drawdown Comparison
The maximum GIUSX drawdown since its inception was -22.02%, smaller than the maximum RYMQX drawdown of -29.13%. Use the drawdown chart below to compare losses from any high point for GIUSX and RYMQX.
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Drawdown Indicators
| GIUSX | RYMQX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.02% | -29.13% | +7.11% |
Max Drawdown (1Y)Largest decline over 1 year | -2.99% | -2.22% | -0.77% |
Max Drawdown (3Y)Largest decline over 3 years | -6.10% | -13.98% | +7.88% |
Max Drawdown (5Y)Largest decline over 5 years | -22.02% | -13.98% | -8.04% |
Max Drawdown (10Y)Largest decline over 10 years | -22.02% | -13.98% | -8.04% |
Current DrawdownCurrent decline from peak | -2.05% | -2.48% | +0.43% |
Average DrawdownAverage peak-to-trough decline | -4.08% | -8.87% | +4.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.03% | 0.65% | +0.38% |
Volatility
GIUSX vs. RYMQX - Volatility Comparison
Guggenheim Core Bond Fund Institutional Class (GIUSX) has a higher volatility of 1.21% compared to Guggenheim Series Multi-Hedge Strategies Fund (RYMQX) at 0.92%. This indicates that GIUSX's price experiences larger fluctuations and is considered to be riskier than RYMQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GIUSX | RYMQX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.21% | 0.92% | +0.29% |
Volatility (6M)Calculated over the trailing 6-month period | 3.05% | 3.33% | -0.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.01% | 4.14% | -0.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.91% | 5.65% | +0.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.83% | 5.29% | -0.46% |
GIUSX vs. RYMQX - Expense Ratio Comparison
GIUSX has a 0.50% expense ratio, which is lower than RYMQX's 1.76% expense ratio.
Dividends
GIUSX vs. RYMQX - Dividend Comparison
GIUSX's dividend yield for the trailing twelve months is around 4.81%, less than RYMQX's 9.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GIUSX Guggenheim Core Bond Fund Institutional Class | 4.81% | 4.75% | 4.68% | 4.39% | 2.71% | 3.36% | 4.36% | 2.42% | 2.76% | 3.47% | 3.85% | 4.96% |
RYMQX Guggenheim Series Multi-Hedge Strategies Fund | 9.64% | 10.13% | 2.89% | 3.12% | 1.67% | 0.78% | 1.03% | 2.10% | 0.16% | 0.00% | 0.15% | 0.00% |
Frequently Asked Questions
GIUSX and RYMQX have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GIUSX has higher volatility (1.21%) compared to RYMQX (0.92%). In terms of maximum drawdown, GIUSX dropped -22.02% vs RYMQX's -29.13%.
RYMQX currently has the higher Sharpe Ratio (2.24 vs 1.24), 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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