RYMTX vs. BTAL
RYMTX (Guggenheim Managed Futures Strategy Fund) and BTAL (AGF U.S. Market Neutral Anti-Beta Fund) are both funds - RYMTX is a Systematic Trend fund managed by Guggenheim, while BTAL is a Equity Market Neutral fund actively managed by AGF. Over the past 10 years, RYMTX returned 3.10%/yr vs -4.52%/yr for BTAL. Their -0.10 correlation means they have often moved in opposite directions in the past. RYMTX charges 1.75%/yr vs 1.40%/yr for BTAL.
Performance
RYMTX vs. BTAL - Performance Comparison
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Returns By Period
In the year-to-date period, RYMTX achieves a 5.24% return, which is significantly higher than BTAL's -17.72% return. Over the past 10 years, RYMTX has outperformed BTAL with an annualized return of 3.10%, while BTAL has yielded a comparatively lower -4.52% annualized return.
RYMTX
- 1D
- -0.48%
- 1M
- -0.72%
- 6M
- 0.68%
- YTD
- 5.24%
- 1Y
- 14.70%
- 3Y*
- 3.90%
- 5Y*
- 5.55%
- 10Y*
- 3.10%
- ALL TIME*
- 0.76%
BTAL
- 1D
- -1.82%
- 1M
- 2.25%
- 6M
- -16.27%
- YTD
- -17.72%
- 1Y
- -26.30%
- 3Y*
- -10.46%
- 5Y*
- -4.81%
- 10Y*
- -4.52%
- ALL TIME*
- -4.00%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $11.40M | $8.82M | $8.21M | |
| $0.00 | $0.00 | $0.00 |
RYMTX vs. BTAL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYMTX Guggenheim Managed Futures Strategy Fund | 5.24% | 5.52% | 0.56% | 3.62% | 14.75% | 2.62% | 2.07% | 7.18% | -7.87% | 7.39% |
BTAL AGF U.S. Market Neutral Anti-Beta Fund | -17.72% | -20.17% | 12.83% | -15.11% | 20.48% | -6.81% | -13.86% | 1.07% | 15.13% | -2.13% |
Correlation
The correlation between RYMTX and BTAL is -0.41, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.41 |
Correlation (3Y) Balances recent behavior with more history. | -0.29 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.17 |
Correlation (10Y) Provides a long-term view across more market conditions. | -0.14 |
Correlation (All Time) Calculated using the full available price history since Sep 13, 2011 | -0.10 |
Over the past year, the inverse relationship between RYMTX and BTAL has strengthened: their correlation has moved from -0.10 to -0.41, meaning they now move in opposite directions more often than their long-term average.
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Return for Risk
RYMTX vs. BTAL — Risk / Return Rank
RYMTX
BTAL
RYMTX vs. BTAL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Guggenheim Managed Futures Strategy Fund (RYMTX) and AGF U.S. Market Neutral Anti-Beta Fund (BTAL). 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.
| RYMTX | BTAL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.48 | ||
| Sortino ratioReturn per unit of downside risk | +3.51 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 0.83 | +0.43 |
| Calmar ratioReturn relative to maximum drawdown | 2.89 | -0.76 | +3.65 |
| Martin ratioReturn relative to average drawdown | 8.18 | -1.37 | +9.54 |
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Drawdowns
RYMTX vs. BTAL - Drawdown Comparison
The maximum RYMTX drawdown since its inception was -34.19%, smaller than the maximum BTAL drawdown of -52.70%. Use the drawdown chart below to compare losses from any high point for RYMTX and BTAL.
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Drawdown Indicators
| RYMTX | BTAL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.19% | -52.70% | +18.51% |
Max Drawdown (1Y)Largest decline over 1 year | -5.43% | -34.57% | +29.14% |
Max Drawdown (3Y)Largest decline over 3 years | -17.54% | -47.83% | +30.29% |
Max Drawdown (5Y)Largest decline over 5 years | -17.54% | -47.83% | +30.29% |
Max Drawdown (10Y)Largest decline over 10 years | -17.54% | -52.70% | +35.16% |
Current DrawdownCurrent decline from peak | -4.39% | -48.72% | +44.33% |
Average DrawdownAverage peak-to-trough decline | -18.75% | -22.26% | +3.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.91% | 19.26% | -17.35% |
Volatility
RYMTX vs. BTAL - Volatility Comparison
The current volatility for Guggenheim Managed Futures Strategy Fund (RYMTX) is 2.39%, while AGF U.S. Market Neutral Anti-Beta Fund (BTAL) has a volatility of 8.10%. This indicates that RYMTX experiences smaller price fluctuations and is considered to be less risky than BTAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYMTX | BTAL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.39% | 8.10% | -5.71% |
Volatility (6M)Calculated over the trailing 6-month period | 7.62% | 17.98% | -10.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.48% | 23.84% | -12.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.05% | 19.43% | -7.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.64% | 17.48% | -6.84% |
RYMTX vs. BTAL - Expense Ratio Comparison
RYMTX has a 1.75% expense ratio, which is higher than BTAL's 1.40% expense ratio.
Dividends
RYMTX vs. BTAL - Dividend Comparison
RYMTX's dividend yield for the trailing twelve months is around 5.73%, more than BTAL's 3.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BTAL AGF U.S. Market Neutral Anti-Beta Fund | 3.02% | 2.49% | 3.49% | 6.14% | 1.01% | 0.00% | 0.00% | 0.88% | 0.39% | 0.00% | 0.00% | 0.00% |
RYMTX Guggenheim Managed Futures Strategy Fund | 5.73% | 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
RYMTX and BTAL have a correlation of -0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTAL has higher volatility (8.10%) compared to RYMTX (2.39%). In terms of maximum drawdown, RYMTX dropped -34.19% vs BTAL's -52.70%.
RYMTX currently has the higher Sharpe Ratio (1.37 vs -1.11), 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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