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RYMTX vs. CTA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RYMTX vs. CTA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Guggenheim Managed Futures Strategy Fund (RYMTX) and Simplify Managed Futures Strategy ETF (CTA). The values are adjusted to include any dividend payments, if applicable.

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RYMTX vs. CTA - Yearly Performance Comparison


2026 (YTD)2025202420232022
RYMTX
Guggenheim Managed Futures Strategy Fund
6.71%5.52%0.56%3.62%2.56%
CTA
Simplify Managed Futures Strategy ETF
12.39%0.88%24.15%-2.23%9.55%

Returns By Period

In the year-to-date period, RYMTX achieves a 6.71% return, which is significantly lower than CTA's 12.39% 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%

CTA

1D
-1.31%
1M
0.45%
YTD
12.39%
6M
10.76%
1Y
6.40%
3Y*
15.19%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RYMTX vs. CTA - Expense Ratio Comparison

RYMTX has a 1.75% expense ratio, which is higher than CTA's 0.78% expense ratio.


Return for Risk

RYMTX vs. CTA — Risk / Return Rank

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

RYMTX
RYMTX Risk / Return Rank: 8383
Overall Rank
RYMTX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
RYMTX Sortino Ratio Rank: 8080
Sortino Ratio Rank
RYMTX Omega Ratio Rank: 7474
Omega Ratio Rank
RYMTX Calmar Ratio Rank: 9191
Calmar Ratio Rank
RYMTX Martin Ratio Rank: 9191
Martin Ratio Rank

CTA
CTA Risk / Return Rank: 2525
Overall Rank
CTA Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
CTA Sortino Ratio Rank: 2424
Sortino Ratio Rank
CTA Omega Ratio Rank: 2323
Omega Ratio Rank
CTA Calmar Ratio Rank: 2929
Calmar Ratio Rank
CTA Martin Ratio Rank: 2121
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.

RYMTX vs. CTA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Guggenheim Managed Futures Strategy Fund (RYMTX) and Simplify Managed Futures Strategy ETF (CTA). 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.


RYMTXCTADifference

Sharpe ratio

Return per unit of total volatility

1.47

0.40

+1.07

Sortino ratio

Return per unit of downside risk

2.00

0.63

+1.38

Omega ratio

Gain probability vs. loss probability

1.28

1.08

+0.20

Calmar ratio

Return relative to maximum drawdown

2.64

0.66

+1.98

Martin ratio

Return relative to average drawdown

10.58

1.14

+9.44

RYMTX vs. CTA - Sharpe Ratio Comparison

The current RYMTX Sharpe Ratio is 1.47, which is higher than the CTA Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of RYMTX and CTA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RYMTXCTADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.47

0.40

+1.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.69

-0.60

Correlation

The correlation between RYMTX and CTA is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

RYMTX vs. CTA - Dividend Comparison

RYMTX's dividend yield for the trailing twelve months is around 5.65%, more than CTA's 3.81% yield.


TTM20252024202320222021202020192018201720162015
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%
CTA
Simplify Managed Futures Strategy ETF
3.81%3.19%4.80%7.78%6.58%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

RYMTX vs. CTA - Drawdown Comparison

The maximum RYMTX drawdown since its inception was -34.19%, which is greater than CTA's maximum drawdown of -18.07%. Use the drawdown chart below to compare losses from any high point for RYMTX and CTA.


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Drawdown Indicators


RYMTXCTADifference

Max Drawdown

Largest peak-to-trough decline

-34.19%

-18.07%

-16.12%

Max Drawdown (1Y)

Largest decline over 1 year

-6.79%

-10.68%

+3.89%

Max Drawdown (5Y)

Largest decline over 5 years

-17.54%

Max Drawdown (10Y)

Largest decline over 10 years

-17.54%

Current Drawdown

Current decline from peak

-2.01%

-1.47%

-0.54%

Average Drawdown

Average peak-to-trough decline

-19.07%

-5.74%

-13.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.69%

6.16%

-4.47%

Volatility

RYMTX vs. CTA - Volatility Comparison

The current volatility for Guggenheim Managed Futures Strategy Fund (RYMTX) is 4.38%, while Simplify Managed Futures Strategy ETF (CTA) has a volatility of 8.10%. This indicates that RYMTX experiences smaller price fluctuations and is considered to be less risky than CTA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RYMTXCTADifference

Volatility (1M)

Calculated over the trailing 1-month period

4.38%

8.10%

-3.72%

Volatility (6M)

Calculated over the trailing 6-month period

10.16%

12.72%

-2.56%

Volatility (1Y)

Calculated over the trailing 1-year period

12.41%

16.05%

-3.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.15%

15.58%

-3.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.68%

15.58%

-4.90%