RMQHX vs. RYMTX
Compare and contrast key facts about Rydex Monthly Rebalance NASDAQ-100 2x Strategy H (RMQHX) and Guggenheim Managed Futures Strategy Fund (RYMTX).
RMQHX is a passively managed fund by Guggenheim that tracks the performance of the NASDAQ-100. It was launched on Nov 28, 2014. RYMTX is managed by Guggenheim. It was launched on Mar 1, 2007.
Performance
RMQHX vs. RYMTX - Performance Comparison
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RMQHX vs. RYMTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RMQHX Rydex Monthly Rebalance NASDAQ-100 2x Strategy H | -12.99% | 33.90% | 44.74% | 115.89% | -59.96% | 56.33% | 101.06% | 80.70% | -7.28% | 69.79% |
RYMTX Guggenheim Managed Futures Strategy Fund | 6.91% | 5.52% | 0.56% | 3.62% | 14.75% | 2.62% | 2.07% | 7.18% | -7.87% | 7.39% |
Returns By Period
In the year-to-date period, RMQHX achieves a -12.99% return, which is significantly lower than RYMTX's 6.91% return. Over the past 10 years, RMQHX has outperformed RYMTX with an annualized return of 31.05%, while RYMTX has yielded a comparatively lower 2.72% annualized return.
RMQHX
- 1D
- 7.46%
- 1M
- -10.36%
- YTD
- -12.99%
- 6M
- -11.17%
- 1Y
- 39.17%
- 3Y*
- 37.08%
- 5Y*
- 16.36%
- 10Y*
- 31.05%
RYMTX
- 1D
- 0.19%
- 1M
- -1.82%
- YTD
- 6.91%
- 6M
- 10.53%
- 1Y
- 17.39%
- 3Y*
- 5.93%
- 5Y*
- 6.11%
- 10Y*
- 2.72%
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RMQHX vs. RYMTX - Expense Ratio Comparison
RMQHX has a 1.27% expense ratio, which is lower than RYMTX's 1.75% expense ratio.
Return for Risk
RMQHX vs. RYMTX — Risk / Return Rank
RMQHX
RYMTX
RMQHX vs. RYMTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex Monthly Rebalance NASDAQ-100 2x Strategy H (RMQHX) 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.
| RMQHX | RYMTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.87 | 1.52 | -0.65 |
Sortino ratioReturn per unit of downside risk | 1.54 | 2.06 | -0.52 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.29 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.64 | 2.71 | -1.06 |
Martin ratioReturn relative to average drawdown | 5.65 | 10.84 | -5.19 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RMQHX | RYMTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.87 | 1.52 | -0.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.51 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.26 | +0.42 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.09 | +0.56 |
Correlation
The correlation between RMQHX and RYMTX is 0.26, 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
RMQHX vs. RYMTX - Dividend Comparison
RMQHX's dividend yield for the trailing twelve months is around 39.96%, more than RYMTX's 5.64% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RMQHX Rydex Monthly Rebalance NASDAQ-100 2x Strategy H | 39.96% | 34.77% | 25.22% | 3.66% | 0.00% | 2.13% | 5.17% | 0.10% | 0.00% | 0.00% | 0.00% | 0.00% |
RYMTX Guggenheim Managed Futures Strategy Fund | 5.64% | 6.03% | 5.10% | 1.02% | 4.80% | 0.00% | 7.56% | 0.00% | 0.00% | 4.70% | 5.19% | 2.68% |
Drawdowns
RMQHX vs. RYMTX - Drawdown Comparison
The maximum RMQHX drawdown since its inception was -63.21%, which is greater than RYMTX's maximum drawdown of -34.19%. Use the drawdown chart below to compare losses from any high point for RMQHX and RYMTX.
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Drawdown Indicators
| RMQHX | RYMTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.21% | -34.19% | -29.02% |
Max Drawdown (1Y)Largest decline over 1 year | -25.11% | -6.69% | -18.42% |
Max Drawdown (5Y)Largest decline over 5 years | -63.21% | -17.54% | -45.67% |
Max Drawdown (10Y)Largest decline over 10 years | -63.21% | -17.54% | -45.67% |
Current DrawdownCurrent decline from peak | -19.37% | -1.82% | -17.55% |
Average DrawdownAverage peak-to-trough decline | -13.01% | -19.07% | +6.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.31% | 1.70% | +5.61% |
Volatility
RMQHX vs. RYMTX - Volatility Comparison
Rydex Monthly Rebalance NASDAQ-100 2x Strategy H (RMQHX) has a higher volatility of 13.71% compared to Guggenheim Managed Futures Strategy Fund (RYMTX) at 4.26%. This indicates that RMQHX'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.
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Volatility by Period
| RMQHX | RYMTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.71% | 4.26% | +9.45% |
Volatility (6M)Calculated over the trailing 6-month period | 26.24% | 10.16% | +16.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 47.80% | 12.39% | +35.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.30% | 12.15% | +34.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.36% | 10.68% | +35.68% |