RYMQX vs. RYMTX
RYMQX (Guggenheim Series Multi-Hedge Strategies Fund) and RYMTX (Guggenheim Managed Futures Strategy Fund) are both mutual funds - RYMQX is a Multistrategy fund managed by Guggenheim, while RYMTX is a Systematic Trend fund managed by Guggenheim. Over the past 10 years, RYMQX returned 2.20%/yr vs 3.55%/yr for RYMTX. At a 0.44 correlation, their price movements are largely independent. RYMQX charges 1.76%/yr vs 1.75%/yr for RYMTX.
Performance
RYMQX vs. RYMTX - Performance Comparison
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Returns By Period
In the year-to-date period, RYMQX achieves a 5.08% return, which is significantly lower than RYMTX's 7.98% return. Over the past 10 years, RYMQX has underperformed RYMTX with an annualized return of 2.20%, while RYMTX has yielded a comparatively higher 3.55% annualized return.
RYMQX
- 1D
- 0.42%
- 1M
- 0.21%
- YTD
- 5.08%
- 6M
- 4.53%
- 1Y
- 9.12%
- 3Y*
- 1.55%
- 5Y*
- 0.48%
- 10Y*
- 2.20%
RYMTX
- 1D
- 0.24%
- 1M
- -0.93%
- YTD
- 7.98%
- 6M
- 7.60%
- 1Y
- 18.75%
- 3Y*
- 5.44%
- 5Y*
- 6.07%
- 10Y*
- 3.55%
RYMQX vs. RYMTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYMQX Guggenheim Series Multi-Hedge Strategies Fund | 5.08% | 1.58% | -3.59% | 4.26% | -3.47% | 7.17% | 7.40% | 4.79% | -4.66% | 3.49% |
RYMTX Guggenheim Managed Futures Strategy Fund | 7.98% | 5.52% | 0.56% | 3.62% | 14.75% | 2.62% | 2.07% | 7.18% | -7.87% | 7.39% |
Correlation
The correlation between RYMQX and RYMTX is 0.56, 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 | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2008 | 0.44 |
The correlation between RYMQX and RYMTX shifts across timeframes, from 0.44 (all time) to 0.56 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
RYMQX vs. RYMTX — Risk / Return Rank
RYMQX
RYMTX
RYMQX vs. RYMTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Guggenheim Series Multi-Hedge Strategies Fund (RYMQX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| RYMQX | RYMTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.51 | ||
| Sortino ratioReturn per unit of downside risk | +1.00 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.33 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 4.16 | 3.57 | +0.59 |
| Martin ratioReturn relative to average drawdown | 14.12 | 12.79 | +1.33 |
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Drawdowns
RYMQX vs. RYMTX - Drawdown Comparison
The maximum RYMQX drawdown since its inception was -29.13%, smaller than the maximum RYMTX drawdown of -34.19%. Use the drawdown chart below to compare losses from any high point for RYMQX and RYMTX.
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Drawdown Indicators
| RYMQX | RYMTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.13% | -34.19% | +5.06% |
Max Drawdown (1Y)Largest decline over 1 year | -2.22% | -5.43% | +3.21% |
Max Drawdown (3Y)Largest decline over 3 years | -13.98% | -17.54% | +3.56% |
Max Drawdown (5Y)Largest decline over 5 years | -13.98% | -17.54% | +3.56% |
Max Drawdown (10Y)Largest decline over 10 years | -13.98% | -17.54% | +3.56% |
Current DrawdownCurrent decline from peak | -2.48% | -1.89% | -0.59% |
Average DrawdownAverage peak-to-trough decline | -8.87% | -18.85% | +9.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.65% | 1.51% | -0.86% |
Volatility
RYMQX vs. RYMTX - Volatility Comparison
The current volatility for Guggenheim Series Multi-Hedge Strategies Fund (RYMQX) is 0.92%, while Guggenheim Managed Futures Strategy Fund (RYMTX) has a volatility of 2.44%. This indicates that RYMQX experiences smaller price fluctuations and is considered to be less risky 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
| RYMQX | RYMTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.92% | 2.44% | -1.52% |
Volatility (6M)Calculated over the trailing 6-month period | 3.33% | 8.50% | -5.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.14% | 11.23% | -7.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.65% | 12.14% | -6.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.29% | 10.65% | -5.36% |
RYMQX vs. RYMTX - Expense Ratio Comparison
RYMQX has a 1.76% expense ratio, which is higher than RYMTX's 1.75% expense ratio.
Dividends
RYMQX vs. RYMTX - Dividend Comparison
RYMQX's dividend yield for the trailing twelve months is around 9.64%, more than RYMTX's 5.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYMQX Guggenheim Series Multi-Hedge Strategies Fund | 9.64% | 10.13% | 2.89% | 3.12% | 1.67% | 0.78% | 1.03% | 2.10% | 0.16% | 0.00% | 0.15% | 0.00% |
RYMTX Guggenheim Managed Futures Strategy Fund | 5.58% | 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
RYMQX and RYMTX have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RYMTX has higher volatility (2.44%) compared to RYMQX (0.92%). In terms of maximum drawdown, RYMQX dropped -29.13% vs RYMTX's -34.19%.
RYMQX currently has the higher Sharpe Ratio (2.24 vs 1.73), 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.
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