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RYMQX vs. IDAP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RYMQX vs. IDAP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Guggenheim Series Multi-Hedge Strategies Fund (RYMQX) and iShares Asia Pacific Dividend UCITS (IDAP.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RYMQX achieves a 5.34% return, which is significantly lower than IDAP.L's 12.85% return. Over the past 10 years, RYMQX has underperformed IDAP.L with an annualized return of 2.20%, while IDAP.L has yielded a comparatively higher 7.15% annualized return.


RYMQX

1D
0.08%
1M
1.13%
YTD
5.34%
6M
6.32%
1Y
9.17%
3Y*
1.76%
5Y*
0.28%
10Y*
2.20%

IDAP.L

1D
-0.38%
1M
-0.35%
YTD
12.85%
6M
13.89%
1Y
38.26%
3Y*
21.67%
5Y*
9.72%
10Y*
7.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RYMQX vs. IDAP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RYMQX
Guggenheim Series Multi-Hedge Strategies Fund
5.34%1.58%-3.59%4.26%-3.47%7.17%7.40%4.79%-4.66%3.49%
IDAP.L
iShares Asia Pacific Dividend UCITS
12.85%29.69%6.18%13.48%-1.96%3.39%-9.38%13.90%-15.23%17.00%

Correlation

The correlation between RYMQX and IDAP.L is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.37

Correlation (3Y)
Calculated over the trailing 3-year period

0.24

Correlation (5Y)
Calculated over the trailing 5-year period

0.23

Correlation (10Y)
Calculated over the trailing 10-year period

0.21

Correlation (All Time)
Calculated using the full available price history since Nov 13, 2006

0.14

Over the past year, RYMQX and IDAP.L have become more correlated (0.37) than their long-term average of 0.14, meaning their price movements have been converging.

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Return for Risk

RYMQX vs. IDAP.L — Risk / Return Rank

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

RYMQX
RYMQX Risk / Return Rank: 6868
Overall Rank
RYMQX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
RYMQX Sortino Ratio Rank: 6262
Sortino Ratio Rank
RYMQX Omega Ratio Rank: 6363
Omega Ratio Rank
RYMQX Calmar Ratio Rank: 8686
Calmar Ratio Rank
RYMQX Martin Ratio Rank: 7474
Martin Ratio Rank

IDAP.L
IDAP.L Risk / Return Rank: 8686
Overall Rank
IDAP.L Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
IDAP.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
IDAP.L Omega Ratio Rank: 8686
Omega Ratio Rank
IDAP.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
IDAP.L Martin Ratio Rank: 8484
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. IDAP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Guggenheim Series Multi-Hedge Strategies Fund (RYMQX) and iShares Asia Pacific Dividend UCITS (IDAP.L). 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.


RYMQXIDAP.LDifference
Sharpe ratioReturn per unit of total volatility

-0.77

Sortino ratioReturn per unit of downside risk

-0.79

Omega ratioGain probability vs. loss probability

1.43

1.52

-0.08

Calmar ratioReturn relative to maximum drawdown

4.02

4.34

-0.32

Martin ratioReturn relative to average drawdown

13.76

16.72

-2.96

RYMQX vs. IDAP.L - Sharpe Ratio Comparison

The current RYMQX Sharpe Ratio is 2.18, which is comparable to the IDAP.L Sharpe Ratio of 2.95. The chart below compares the historical Sharpe Ratios of RYMQX and IDAP.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


RYMQXIDAP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.18

2.95

-0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.66

-0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.43

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.24

-0.04

Drawdowns

RYMQX vs. IDAP.L - Drawdown Comparison

The maximum RYMQX drawdown since its inception was -29.13%, smaller than the maximum IDAP.L drawdown of -69.37%. Use the drawdown chart below to compare losses from any high point for RYMQX and IDAP.L.


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Drawdown Indicators


RYMQXIDAP.LDifference

Max Drawdown

Largest peak-to-trough decline

-29.13%

-69.37%

+40.24%

Max Drawdown (1Y)

Largest decline over 1 year

-2.22%

-8.77%

+6.55%

Max Drawdown (3Y)

Largest decline over 3 years

-13.98%

-18.62%

+4.64%

Max Drawdown (5Y)

Largest decline over 5 years

-13.98%

-25.37%

+11.39%

Max Drawdown (10Y)

Largest decline over 10 years

-13.98%

-45.71%

+31.73%

Current Drawdown

Current decline from peak

-2.23%

-3.01%

+0.78%

Average Drawdown

Average peak-to-trough decline

-8.88%

-11.15%

+2.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.65%

2.28%

-1.63%

Volatility

RYMQX vs. IDAP.L - Volatility Comparison

The current volatility for Guggenheim Series Multi-Hedge Strategies Fund (RYMQX) is 0.67%, while iShares Asia Pacific Dividend UCITS (IDAP.L) has a volatility of 4.29%. This indicates that RYMQX experiences smaller price fluctuations and is considered to be less risky than IDAP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RYMQXIDAP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.67%

4.29%

-3.62%

Volatility (6M)

Calculated over the trailing 6-month period

3.37%

10.41%

-7.04%

Volatility (1Y)

Calculated over the trailing 1-year period

4.11%

12.92%

-8.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.68%

14.81%

-9.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.29%

16.73%

-11.44%

RYMQX vs. IDAP.L - Expense Ratio Comparison

RYMQX has a 1.76% expense ratio, which is higher than IDAP.L's 0.59% expense ratio.


Dividends

RYMQX vs. IDAP.L - Dividend Comparison

RYMQX's dividend yield for the trailing twelve months is around 9.62%, more than IDAP.L's 3.65% yield.


PositionTTM20252024202320222021202020192018201720162015
IDAP.L
iShares Asia Pacific Dividend UCITS
3.65%4.22%5.36%5.72%6.92%5.59%3.49%5.52%6.04%4.55%4.54%5.47%
RYMQX
Guggenheim Series Multi-Hedge Strategies Fund
9.62%10.13%2.89%3.12%1.67%0.78%1.03%2.10%0.16%0.00%0.15%0.00%

Frequently Asked Questions


RYMQX and IDAP.L have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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