RYMTX vs. ABYIX
Compare and contrast key facts about Guggenheim Managed Futures Strategy Fund (RYMTX) and Abbey Capital Futures Strategy Fund Class I (ABYIX).
RYMTX is managed by Guggenheim. It was launched on Mar 1, 2007. ABYIX is managed by Abbey Capital. It was launched on Jul 1, 2014.
Performance
RYMTX vs. ABYIX - Performance Comparison
Loading graphics...
RYMTX vs. ABYIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYMTX Guggenheim Managed Futures Strategy Fund | 6.71% | 5.52% | 0.56% | 3.62% | 14.75% | 2.62% | 2.07% | 7.18% | -7.87% | 7.39% |
ABYIX Abbey Capital Futures Strategy Fund Class I | 4.62% | 1.62% | 1.11% | -3.29% | 17.06% | 3.39% | 7.92% | 8.84% | -6.15% | -0.09% |
Returns By Period
In the year-to-date period, RYMTX achieves a 6.71% return, which is significantly higher than ABYIX's 4.62% return. Over the past 10 years, RYMTX has underperformed ABYIX with an annualized return of 2.70%, while ABYIX has yielded a comparatively higher 2.84% annualized return.
RYMTX
- 1D
- -0.14%
- 1M
- -1.08%
- YTD
- 6.71%
- 6M
- 10.43%
- 1Y
- 18.48%
- 3Y*
- 5.86%
- 5Y*
- 6.16%
- 10Y*
- 2.70%
ABYIX
- 1D
- 0.00%
- 1M
- -1.28%
- YTD
- 4.62%
- 6M
- 7.68%
- 1Y
- 8.38%
- 3Y*
- 2.42%
- 5Y*
- 3.73%
- 10Y*
- 2.84%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
RYMTX vs. ABYIX - Expense Ratio Comparison
RYMTX has a 1.75% expense ratio, which is lower than ABYIX's 1.79% expense ratio.
Return for Risk
RYMTX vs. ABYIX — Risk / Return Rank
RYMTX
ABYIX
RYMTX vs. ABYIX - 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 I (ABYIX). 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 | ABYIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.47 | 1.06 | +0.41 |
Sortino ratioReturn per unit of downside risk | 2.00 | 1.51 | +0.50 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.20 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 2.64 | 1.59 | +1.05 |
Martin ratioReturn relative to average drawdown | 10.58 | 3.20 | +7.38 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| RYMTX | ABYIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.47 | 1.06 | +0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.47 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | 0.36 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.08 | 0.53 | -0.45 |
Correlation
The correlation between RYMTX and ABYIX 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. ABYIX - Dividend Comparison
RYMTX's dividend yield for the trailing twelve months is around 5.65%, more than ABYIX's 1.27% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYMTX Guggenheim Managed Futures Strategy Fund | 5.65% | 6.03% | 5.10% | 1.02% | 4.80% | 0.00% | 7.56% | 0.00% | 0.00% | 4.70% | 5.19% | 2.68% |
ABYIX Abbey Capital Futures Strategy Fund Class I | 1.27% | 1.33% | 2.10% | 2.03% | 15.24% | 3.68% | 1.54% | 8.70% | 0.14% | 0.00% | 0.00% | 0.24% |
Drawdowns
RYMTX vs. ABYIX - Drawdown Comparison
The maximum RYMTX drawdown since its inception was -34.19%, which is greater than ABYIX's maximum drawdown of -17.13%. Use the drawdown chart below to compare losses from any high point for RYMTX and ABYIX.
Loading graphics...
Drawdown Indicators
| RYMTX | ABYIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.19% | -17.13% | -17.06% |
Max Drawdown (1Y)Largest decline over 1 year | -6.79% | -4.36% | -2.43% |
Max Drawdown (5Y)Largest decline over 5 years | -17.54% | -14.66% | -2.88% |
Max Drawdown (10Y)Largest decline over 10 years | -17.54% | -14.74% | -2.80% |
Current DrawdownCurrent decline from peak | -2.01% | -3.02% | +1.01% |
Average DrawdownAverage peak-to-trough decline | -19.07% | -6.74% | -12.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.69% | 2.43% | -0.74% |
Volatility
RYMTX vs. ABYIX - Volatility Comparison
Guggenheim Managed Futures Strategy Fund (RYMTX) has a higher volatility of 4.38% compared to Abbey Capital Futures Strategy Fund Class I (ABYIX) at 1.96%. This indicates that RYMTX's price experiences larger fluctuations and is considered to be riskier than ABYIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| RYMTX | ABYIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.38% | 1.96% | +2.42% |
Volatility (6M)Calculated over the trailing 6-month period | 10.16% | 6.43% | +3.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.41% | 7.65% | +4.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.15% | 8.01% | +4.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.68% | 8.00% | +2.68% |