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GURIX vs. ASFYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GURIX vs. ASFYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Guggenheim Risk Managed Real Estate Fund (GURIX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX). The values are adjusted to include any dividend payments, if applicable.

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GURIX vs. ASFYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GURIX
Guggenheim Risk Managed Real Estate Fund
1.81%2.04%4.96%13.01%-23.81%42.07%1.76%25.54%-3.97%10.22%
ASFYX
AlphaSimplex Managed Futures Strategy Fund Class Y
6.59%-9.67%-3.22%-10.33%35.67%3.52%13.59%8.99%-12.59%6.78%

Returns By Period

In the year-to-date period, GURIX achieves a 1.81% return, which is significantly lower than ASFYX's 6.59% return. Over the past 10 years, GURIX has outperformed ASFYX with an annualized return of 6.64%, while ASFYX has yielded a comparatively lower 1.87% annualized return.


GURIX

1D
0.15%
1M
-7.51%
YTD
1.81%
6M
-0.64%
1Y
2.68%
3Y*
6.28%
5Y*
4.08%
10Y*
6.64%

ASFYX

1D
0.00%
1M
-1.55%
YTD
6.59%
6M
10.95%
1Y
3.41%
3Y*
-2.89%
5Y*
2.30%
10Y*
1.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GURIX vs. ASFYX - Expense Ratio Comparison

GURIX has a 1.10% expense ratio, which is lower than ASFYX's 1.47% expense ratio.


Return for Risk

GURIX vs. ASFYX — Risk / Return Rank

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

GURIX
GURIX Risk / Return Rank: 1111
Overall Rank
GURIX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
GURIX Sortino Ratio Rank: 99
Sortino Ratio Rank
GURIX Omega Ratio Rank: 99
Omega Ratio Rank
GURIX Calmar Ratio Rank: 1313
Calmar Ratio Rank
GURIX Martin Ratio Rank: 1414
Martin Ratio Rank

ASFYX
ASFYX Risk / Return Rank: 88
Overall Rank
ASFYX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
ASFYX Sortino Ratio Rank: 88
Sortino Ratio Rank
ASFYX Omega Ratio Rank: 88
Omega Ratio Rank
ASFYX Calmar Ratio Rank: 88
Calmar Ratio Rank
ASFYX Martin Ratio Rank: 77
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.

GURIX vs. ASFYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Guggenheim Risk Managed Real Estate Fund (GURIX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX). 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.


GURIXASFYXDifference

Sharpe ratio

Return per unit of total volatility

0.23

0.18

+0.06

Sortino ratio

Return per unit of downside risk

0.42

0.30

+0.12

Omega ratio

Gain probability vs. loss probability

1.06

1.04

+0.01

Calmar ratio

Return relative to maximum drawdown

0.33

0.10

+0.23

Martin ratio

Return relative to average drawdown

1.33

0.16

+1.17

GURIX vs. ASFYX - Sharpe Ratio Comparison

The current GURIX Sharpe Ratio is 0.23, which is higher than the ASFYX Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of GURIX and ASFYX, 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


GURIXASFYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.23

0.18

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.17

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.15

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.31

+0.06

Correlation

The correlation between GURIX and ASFYX is 0.08, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

GURIX vs. ASFYX - Dividend Comparison

GURIX's dividend yield for the trailing twelve months is around 2.22%, more than ASFYX's 1.43% yield.


TTM20252024202320222021202020192018201720162015
GURIX
Guggenheim Risk Managed Real Estate Fund
2.22%2.40%5.18%3.07%6.79%5.60%7.81%6.25%3.05%5.37%4.52%16.81%
ASFYX
AlphaSimplex Managed Futures Strategy Fund Class Y
1.43%1.52%1.46%0.99%32.48%6.07%3.40%5.51%1.30%0.07%0.01%5.06%

Drawdowns

GURIX vs. ASFYX - Drawdown Comparison

The maximum GURIX drawdown since its inception was -33.32%, smaller than the maximum ASFYX drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for GURIX and ASFYX.


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Drawdown Indicators


GURIXASFYXDifference

Max Drawdown

Largest peak-to-trough decline

-33.32%

-36.43%

+3.11%

Max Drawdown (1Y)

Largest decline over 1 year

-11.37%

-13.51%

+2.14%

Max Drawdown (5Y)

Largest decline over 5 years

-30.30%

-36.43%

+6.13%

Max Drawdown (10Y)

Largest decline over 10 years

-33.32%

-36.43%

+3.11%

Current Drawdown

Current decline from peak

-7.93%

-24.37%

+16.44%

Average Drawdown

Average peak-to-trough decline

-8.00%

-13.09%

+5.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.78%

8.72%

-5.94%

Volatility

GURIX vs. ASFYX - Volatility Comparison

Guggenheim Risk Managed Real Estate Fund (GURIX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) have volatilities of 3.88% and 3.86%, 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


GURIXASFYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.88%

3.86%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

8.59%

10.01%

-1.42%

Volatility (1Y)

Calculated over the trailing 1-year period

15.52%

13.02%

+2.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.25%

13.68%

+3.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.97%

12.68%

+5.29%