RYMTX vs. ABYAX
Compare and contrast key facts about Guggenheim Managed Futures Strategy Fund (RYMTX) and Abbey Capital Futures Strategy Fund Class A (ABYAX).
RYMTX is managed by Guggenheim. It was launched on Mar 1, 2007. ABYAX is managed by Abbey Capital. It was launched on Aug 29, 2014.
Performance
RYMTX vs. ABYAX - Performance Comparison
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RYMTX vs. ABYAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
ABYAX Abbey Capital Futures Strategy Fund Class A | 4.46% | 1.47% | 0.77% | -3.55% | 16.76% | 3.19% | 7.59% | 8.65% | -6.49% | -0.26% |
Returns By Period
In the year-to-date period, RYMTX achieves a 6.91% return, which is significantly higher than ABYAX's 4.46% return. Over the past 10 years, RYMTX has outperformed ABYAX with an annualized return of 2.72%, while ABYAX has yielded a comparatively lower 2.58% annualized return.
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%
ABYAX
- 1D
- 0.00%
- 1M
- -0.95%
- YTD
- 4.46%
- 6M
- 7.27%
- 1Y
- 8.47%
- 3Y*
- 2.13%
- 5Y*
- 3.44%
- 10Y*
- 2.58%
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RYMTX vs. ABYAX - Expense Ratio Comparison
RYMTX has a 1.75% expense ratio, which is lower than ABYAX's 2.04% expense ratio.
Return for Risk
RYMTX vs. ABYAX — Risk / Return Rank
RYMTX
ABYAX
RYMTX vs. ABYAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Guggenheim Managed Futures Strategy Fund (RYMTX) and Abbey Capital Futures Strategy Fund Class A (ABYAX). 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.
| RYMTX | ABYAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.52 | 1.08 | +0.44 |
Sortino ratioReturn per unit of downside risk | 2.06 | 1.53 | +0.53 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.20 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 2.71 | 1.70 | +1.01 |
Martin ratioReturn relative to average drawdown | 10.84 | 3.42 | +7.42 |
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
| RYMTX | ABYAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.52 | 1.08 | +0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.43 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.26 | 0.32 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 0.45 | -0.37 |
Correlation
The correlation between RYMTX and ABYAX is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
RYMTX vs. ABYAX - Dividend Comparison
RYMTX's dividend yield for the trailing twelve months is around 5.64%, more than ABYAX's 1.22% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
ABYAX Abbey Capital Futures Strategy Fund Class A | 1.22% | 1.27% | 1.68% | 0.99% | 15.33% | 3.57% | 1.36% | 8.50% | 0.00% | 0.00% | 0.00% | 0.06% |
Drawdowns
RYMTX vs. ABYAX - Drawdown Comparison
The maximum RYMTX drawdown since its inception was -34.19%, which is greater than ABYAX's maximum drawdown of -17.96%. Use the drawdown chart below to compare losses from any high point for RYMTX and ABYAX.
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Drawdown Indicators
| RYMTX | ABYAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.19% | -17.96% | -16.23% |
Max Drawdown (1Y)Largest decline over 1 year | -6.69% | -4.30% | -2.39% |
Max Drawdown (5Y)Largest decline over 5 years | -17.54% | -15.23% | -2.31% |
Max Drawdown (10Y)Largest decline over 10 years | -17.54% | -15.23% | -2.31% |
Current DrawdownCurrent decline from peak | -1.82% | -3.92% | +2.10% |
Average DrawdownAverage peak-to-trough decline | -19.07% | -7.30% | -11.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.70% | 2.27% | -0.57% |
Volatility
RYMTX vs. ABYAX - Volatility Comparison
Guggenheim Managed Futures Strategy Fund (RYMTX) has a higher volatility of 4.26% compared to Abbey Capital Futures Strategy Fund Class A (ABYAX) at 1.81%. This indicates that RYMTX's price experiences larger fluctuations and is considered to be riskier than ABYAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYMTX | ABYAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.26% | 1.81% | +2.45% |
Volatility (6M)Calculated over the trailing 6-month period | 10.16% | 6.40% | +3.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.39% | 7.62% | +4.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.15% | 7.98% | +4.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.68% | 7.98% | +2.70% |