LOTIX vs. RYMTX

Last updated Jun 4, 2026

LOTIX (LoCorr Market Trend Fund) and RYMTX (Guggenheim Managed Futures Strategy Fund) are both Systematic Trend funds. Over the past 10 years, LOTIX returned 5.15%/yr vs 3.72%/yr for RYMTX. A 0.68 correlation means they provide meaningful diversification when combined. Both charge a 1.75% expense ratio.

Performance

LOTIX vs. RYMTX - Performance Comparison

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

Returns By Period

In the year-to-date period, LOTIX achieves a 25.32% return, which is significantly higher than RYMTX's 8.95% return. Over the past 10 years, LOTIX has outperformed RYMTX with an annualized return of 5.15%, while RYMTX has yielded a comparatively lower 3.72% annualized return.

LOTIX

• 1D: 0.51%
• 1M: 2.73%
• YTD: 25.32%
• 6M: 26.83%
• 1Y: 41.82%
• 3Y*: 7.86%
• 5Y*: 8.25%
• 10Y*: 5.15%

RYMTX

• 1D: 0.28%
• 1M: -0.23%
• YTD: 8.95%
• 6M: 9.75%
• 1Y: 20.00%
• 3Y*: 4.57%
• 5Y*: 5.91%
• 10Y*: 3.72%

*Multi-year figures are annualized to reflect compound growth (CAGR)

LOTIX vs. RYMTX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LOTIX LoCorr Market Trend Fund	25.32%	4.07%	5.74%	-10.95%	29.93%	1.03%	4.81%	18.53%	-13.44%	3.84%
RYMTX Guggenheim Managed Futures Strategy Fund	8.95%	5.52%	0.56%	3.62%	14.75%	2.62%	2.07%	7.18%	-7.87%	7.39%

Correlation

The correlation between LOTIX and RYMTX is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.68
Correlation (3Y) Calculated over the trailing 3-year period	0.65
Correlation (5Y) Calculated over the trailing 5-year period	0.68
Correlation (10Y) Calculated over the trailing 10-year period	0.69
Correlation (All Time) Calculated using the full available price history since Jul 2, 2014	0.68

The correlation between LOTIX and RYMTX has been stable across timeframes, ranging from 0.65 to 0.69 - a consistent structural relationship.

Return for Risk

LOTIX vs. RYMTX — Risk / Return Rank

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

LOTIX

LOTIX Risk / Return Rank: 95
LOTIX Sharpe Ratio Rank: 97
LOTIX Sortino Ratio Rank: 94
LOTIX Omega Ratio Rank: 89
LOTIX Calmar Ratio Rank: 98
LOTIX Martin Ratio Rank: 98

RYMTX

RYMTX Risk / Return Rank: 53
RYMTX Sharpe Ratio Rank: 38
RYMTX Sortino Ratio Rank: 35
RYMTX Omega Ratio Rank: 41
RYMTX Calmar Ratio Rank: 80
RYMTX Martin Ratio Rank: 73

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.

LOTIX vs. RYMTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LoCorr Market Trend Fund (LOTIX) 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.

	LOTIX	RYMTX	Difference
Sharpe ratio: Return per unit of total volatility	3.61	1.78	+1.83
Sortino ratio: Return per unit of downside risk	4.89	2.45	+2.44
Omega ratio: Gain probability vs. loss probability	1.63	1.34	+0.29
Calmar ratio: Return relative to maximum drawdown	9.40	3.64	+5.75
Martin ratio: Return relative to average drawdown	29.25	13.88	+15.38
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LOTIX vs. RYMTX - Sharpe Ratio Comparison

The current LOTIX Sharpe Ratio is 3.61, which is higher than the RYMTX Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of LOTIX and RYMTX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	LOTIX	RYMTX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.61	1.78	+1.83
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.63	0.49	+0.14
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.39	0.35	+0.04
Sharpe Ratio (All Time) Calculated using the full available price history	0.48	0.10	+0.38

Drawdowns

LOTIX vs. RYMTX - Drawdown Comparison

The maximum LOTIX drawdown since its inception was -28.32%, smaller than the maximum RYMTX drawdown of -34.19%. Use the drawdown chart below to compare losses from any high point for LOTIX and RYMTX.

Drawdown Indicators

	LOTIX	RYMTX	Difference
Max Drawdown Largest peak-to-trough decline	-28.32%	-34.19%	+5.87%
Max Drawdown (1Y) Largest decline over 1 year	-4.47%	-5.43%	+0.96%
Max Drawdown (3Y) Largest decline over 3 years	-20.20%	-17.54%	-2.66%
Max Drawdown (5Y) Largest decline over 5 years	-22.17%	-17.54%	-4.63%
Max Drawdown (10Y) Largest decline over 10 years	-25.83%	-17.54%	-8.29%
Current Drawdown Current decline from peak	-0.86%	-1.02%	+0.16%
Average Drawdown Average peak-to-trough decline	-10.79%	-18.90%	+8.11%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.43%	1.42%	+0.01%

Volatility

LOTIX vs. RYMTX - Volatility Comparison

LoCorr Market Trend Fund (LOTIX) has a higher volatility of 3.24% compared to Guggenheim Managed Futures Strategy Fund (RYMTX) at 1.72%. This indicates that LOTIX's price experiences larger fluctuations and is considered to be riskier than RYMTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LOTIX	RYMTX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.24%	1.72%	+1.52%
Volatility (6M) Calculated over the trailing 6-month period	8.58%	8.46%	+0.12%
Volatility (1Y) Calculated over the trailing 1-year period	11.63%	11.10%	+0.53%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.19%	12.15%	+1.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.20%	10.65%	+2.55%

LOTIX vs. RYMTX - Expense Ratio Comparison

Both LOTIX and RYMTX have an expense ratio of 1.75%.

Dividends

LOTIX vs. RYMTX - Dividend Comparison

LOTIX's dividend yield for the trailing twelve months is around 2.09%, less than RYMTX's 5.53% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LOTIX LoCorr Market Trend Fund	2.09%	2.62%	5.66%	2.73%	17.57%	3.62%	0.24%	1.33%	0.00%	0.00%	1.89%	0.93%
RYMTX Guggenheim Managed Futures Strategy Fund	5.53%	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

Can I hold both LOTIX and RYMTX in my portfolio?

LOTIX and RYMTX have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LOTIX or RYMTX?

LOTIX has higher volatility (3.24%) compared to RYMTX (1.72%). In terms of maximum drawdown, LOTIX dropped -28.32% vs RYMTX's -34.19%.

Which has better risk-adjusted returns?

LOTIX currently has the higher Sharpe Ratio (3.61 vs 1.78), 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.