RYMTX vs. CTA
Compare and contrast key facts about Guggenheim Managed Futures Strategy Fund (RYMTX) and Simplify Managed Futures Strategy ETF (CTA).
RYMTX is managed by Guggenheim. It was launched on Mar 1, 2007. CTA is an actively managed fund by Simplify. It was launched on Mar 7, 2022.
Performance
RYMTX vs. CTA - Performance Comparison
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RYMTX vs. CTA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
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*
- —
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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
RYMTX
CTA
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.
| RYMTX | CTA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.47 | 0.40 | +1.07 |
Sortino ratioReturn per unit of downside risk | 2.00 | 0.63 | +1.38 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.08 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 2.64 | 0.66 | +1.98 |
Martin ratioReturn relative to average drawdown | 10.58 | 1.14 | +9.44 |
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 | CTA | Difference | |
|---|---|---|---|
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.
| 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% |
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
| RYMTX | CTA | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -2.01% | -1.47% | -0.54% |
Average DrawdownAverage peak-to-trough decline | -19.07% | -5.74% | -13.33% |
Ulcer IndexDepth 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
| RYMTX | CTA | Difference | |
|---|---|---|---|
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% |