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GIYIX vs. RYMTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GIYIX vs. RYMTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Guggenheim Ultra Short Duration Fund (GIYIX) and Guggenheim Managed Futures Strategy Fund (RYMTX). The values are adjusted to include any dividend payments, if applicable.

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GIYIX vs. RYMTX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
GIYIX
Guggenheim Ultra Short Duration Fund
0.42%5.20%7.04%6.81%-1.19%0.17%1.78%2.45%0.16%
RYMTX
Guggenheim Managed Futures Strategy Fund
6.71%5.52%0.56%3.62%14.75%2.62%2.07%7.18%0.63%

Returns By Period

In the year-to-date period, GIYIX achieves a 0.42% return, which is significantly lower than RYMTX's 6.71% return.


GIYIX

1D
0.10%
1M
-0.30%
YTD
0.42%
6M
1.62%
1Y
4.28%
3Y*
5.81%
5Y*
3.66%
10Y*

RYMTX

1D
-0.14%
1M
-1.08%
YTD
6.71%
6M
10.43%
1Y
18.48%
3Y*
5.86%
5Y*
6.16%
10Y*
2.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GIYIX vs. RYMTX - Expense Ratio Comparison

GIYIX has a 0.34% expense ratio, which is lower than RYMTX's 1.75% expense ratio.


Return for Risk

GIYIX vs. RYMTX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GIYIX
GIYIX Risk / Return Rank: 9999
Overall Rank
GIYIX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
GIYIX Sortino Ratio Rank: 9999
Sortino Ratio Rank
GIYIX Omega Ratio Rank: 9999
Omega Ratio Rank
GIYIX Calmar Ratio Rank: 9999
Calmar Ratio Rank
GIYIX Martin Ratio Rank: 9999
Martin Ratio Rank

RYMTX
RYMTX Risk / Return Rank: 8383
Overall Rank
RYMTX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
RYMTX Sortino Ratio Rank: 8080
Sortino Ratio Rank
RYMTX Omega Ratio Rank: 7474
Omega Ratio Rank
RYMTX Calmar Ratio Rank: 9191
Calmar Ratio Rank
RYMTX Martin Ratio Rank: 9191
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GIYIX vs. RYMTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Guggenheim Ultra Short Duration Fund (GIYIX) 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.


GIYIXRYMTXDifference

Sharpe ratio

Return per unit of total volatility

3.28

1.47

+1.80

Sortino ratio

Return per unit of downside risk

9.63

2.00

+7.62

Omega ratio

Gain probability vs. loss probability

3.00

1.28

+1.72

Calmar ratio

Return relative to maximum drawdown

11.76

2.64

+9.12

Martin ratio

Return relative to average drawdown

55.43

10.58

+44.85

GIYIX vs. RYMTX - Sharpe Ratio Comparison

The current GIYIX Sharpe Ratio is 3.28, which is higher than the RYMTX Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of GIYIX and RYMTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GIYIXRYMTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.28

1.47

+1.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.46

0.51

+1.95

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

2.16

0.08

+2.08

Correlation

The correlation between GIYIX and RYMTX is -0.13. 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

GIYIX vs. RYMTX - Dividend Comparison

GIYIX's dividend yield for the trailing twelve months is around 3.99%, less than RYMTX's 5.65% yield.


TTM20252024202320222021202020192018201720162015
GIYIX
Guggenheim Ultra Short Duration Fund
3.99%4.35%5.15%4.38%1.67%0.78%1.45%2.52%0.56%0.00%0.00%0.00%
RYMTX
Guggenheim Managed Futures Strategy Fund
5.65%6.03%5.10%1.02%4.80%0.00%7.56%0.00%0.00%4.70%5.19%2.68%

Drawdowns

GIYIX vs. RYMTX - Drawdown Comparison

The maximum GIYIX drawdown since its inception was -3.50%, smaller than the maximum RYMTX drawdown of -34.19%. Use the drawdown chart below to compare losses from any high point for GIYIX and RYMTX.


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Drawdown Indicators


GIYIXRYMTXDifference

Max Drawdown

Largest peak-to-trough decline

-3.50%

-34.19%

+30.69%

Max Drawdown (1Y)

Largest decline over 1 year

-0.40%

-6.79%

+6.39%

Max Drawdown (5Y)

Largest decline over 5 years

-3.15%

-17.54%

+14.39%

Max Drawdown (10Y)

Largest decline over 10 years

-17.54%

Current Drawdown

Current decline from peak

-0.30%

-2.01%

+1.71%

Average Drawdown

Average peak-to-trough decline

-0.36%

-19.07%

+18.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.08%

1.69%

-1.61%

Volatility

GIYIX vs. RYMTX - Volatility Comparison

The current volatility for Guggenheim Ultra Short Duration Fund (GIYIX) is 0.22%, while Guggenheim Managed Futures Strategy Fund (RYMTX) has a volatility of 4.38%. This indicates that GIYIX 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


GIYIXRYMTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.22%

4.38%

-4.16%

Volatility (6M)

Calculated over the trailing 6-month period

1.03%

10.16%

-9.13%

Volatility (1Y)

Calculated over the trailing 1-year period

1.44%

12.41%

-10.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.49%

12.15%

-10.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.43%

10.68%

-9.25%