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RYMQX vs. GILHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RYMQX vs. GILHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Guggenheim Series Multi-Hedge Strategies Fund (RYMQX) and Guggenheim Limited Duration Fund (GILHX). The values are adjusted to include any dividend payments, if applicable.

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RYMQX vs. GILHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RYMQX
Guggenheim Series Multi-Hedge Strategies Fund
3.46%1.58%-3.59%4.26%-3.47%7.17%7.40%4.79%-4.66%3.49%
GILHX
Guggenheim Limited Duration Fund
-0.01%6.02%6.00%7.28%-4.90%0.00%6.51%2.21%1.66%2.91%

Returns By Period

In the year-to-date period, RYMQX achieves a 3.46% return, which is significantly higher than GILHX's -0.01% return. Over the past 10 years, RYMQX has underperformed GILHX with an annualized return of 1.87%, while GILHX has yielded a comparatively higher 3.12% annualized return.


RYMQX

1D
0.38%
1M
-0.17%
YTD
3.46%
6M
4.05%
1Y
7.66%
3Y*
1.51%
5Y*
0.59%
10Y*
1.87%

GILHX

1D
0.12%
1M
-0.65%
YTD
-0.01%
6M
1.21%
1Y
4.22%
3Y*
5.61%
5Y*
2.91%
10Y*
3.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RYMQX vs. GILHX - Expense Ratio Comparison

RYMQX has a 1.76% expense ratio, which is higher than GILHX's 0.49% expense ratio.


Return for Risk

RYMQX vs. GILHX — Risk / Return Rank

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

RYMQX
RYMQX Risk / Return Rank: 7878
Overall Rank
RYMQX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
RYMQX Sortino Ratio Rank: 7676
Sortino Ratio Rank
RYMQX Omega Ratio Rank: 8181
Omega Ratio Rank
RYMQX Calmar Ratio Rank: 7878
Calmar Ratio Rank
RYMQX Martin Ratio Rank: 7676
Martin Ratio Rank

GILHX
GILHX Risk / Return Rank: 9797
Overall Rank
GILHX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
GILHX Sortino Ratio Rank: 9898
Sortino Ratio Rank
GILHX Omega Ratio Rank: 9696
Omega Ratio Rank
GILHX Calmar Ratio Rank: 9797
Calmar Ratio Rank
GILHX Martin Ratio Rank: 9797
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.

RYMQX vs. GILHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Guggenheim Series Multi-Hedge Strategies Fund (RYMQX) and Guggenheim Limited Duration Fund (GILHX). 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.


RYMQXGILHXDifference

Sharpe ratio

Return per unit of total volatility

1.58

2.32

-0.73

Sortino ratio

Return per unit of downside risk

2.06

4.37

-2.31

Omega ratio

Gain probability vs. loss probability

1.34

1.56

-0.22

Calmar ratio

Return relative to maximum drawdown

2.06

4.26

-2.20

Martin ratio

Return relative to average drawdown

8.28

16.90

-8.62

RYMQX vs. GILHX - Sharpe Ratio Comparison

The current RYMQX Sharpe Ratio is 1.58, which is lower than the GILHX Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of RYMQX and GILHX, 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


RYMQXGILHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.58

2.32

-0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

1.33

-1.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

1.71

-1.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

1.67

-1.49

Correlation

The correlation between RYMQX and GILHX is -0.02. 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

RYMQX vs. GILHX - Dividend Comparison

RYMQX's dividend yield for the trailing twelve months is around 9.80%, more than GILHX's 4.15% yield.


TTM20252024202320222021202020192018201720162015
RYMQX
Guggenheim Series Multi-Hedge Strategies Fund
9.80%10.13%2.89%3.12%1.67%0.78%1.03%2.10%0.16%0.00%0.15%0.00%
GILHX
Guggenheim Limited Duration Fund
4.15%4.43%4.38%4.31%2.05%1.79%2.25%2.31%2.35%2.39%3.07%3.54%

Drawdowns

RYMQX vs. GILHX - Drawdown Comparison

The maximum RYMQX drawdown since its inception was -29.13%, which is greater than GILHX's maximum drawdown of -8.10%. Use the drawdown chart below to compare losses from any high point for RYMQX and GILHX.


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Drawdown Indicators


RYMQXGILHXDifference

Max Drawdown

Largest peak-to-trough decline

-29.13%

-8.10%

-21.03%

Max Drawdown (1Y)

Largest decline over 1 year

-3.87%

-1.13%

-2.74%

Max Drawdown (5Y)

Largest decline over 5 years

-13.98%

-8.10%

-5.88%

Max Drawdown (10Y)

Largest decline over 10 years

-13.98%

-8.10%

-5.88%

Current Drawdown

Current decline from peak

-3.98%

-0.81%

-3.17%

Average Drawdown

Average peak-to-trough decline

-8.93%

-0.71%

-8.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.96%

0.29%

+0.67%

Volatility

RYMQX vs. GILHX - Volatility Comparison

Guggenheim Series Multi-Hedge Strategies Fund (RYMQX) has a higher volatility of 1.39% compared to Guggenheim Limited Duration Fund (GILHX) at 0.54%. This indicates that RYMQX's price experiences larger fluctuations and is considered to be riskier than GILHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RYMQXGILHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.39%

0.54%

+0.85%

Volatility (6M)

Calculated over the trailing 6-month period

3.64%

1.18%

+2.46%

Volatility (1Y)

Calculated over the trailing 1-year period

5.11%

1.91%

+3.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.71%

2.20%

+3.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.28%

1.83%

+3.45%