RYMTX vs. GILHX
Compare and contrast key facts about Guggenheim Managed Futures Strategy Fund (RYMTX) and Guggenheim Limited Duration Fund (GILHX).
RYMTX is managed by Guggenheim. It was launched on Mar 1, 2007. GILHX is managed by Guggenheim. It was launched on Dec 16, 2013.
Performance
RYMTX vs. GILHX - Performance Comparison
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RYMTX vs. GILHX - 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% |
GILHX Guggenheim Limited Duration Fund | -0.01% | 6.02% | 6.00% | 7.28% | -4.90% | 0.00% | 6.51% | 2.21% | 1.66% | 2.91% |
Returns By Period
In the year-to-date period, RYMTX achieves a 6.91% return, which is significantly higher than GILHX's -0.01% return. Over the past 10 years, RYMTX has underperformed GILHX with an annualized return of 2.72%, while GILHX has yielded a comparatively higher 3.12% 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%
GILHX
- 1D
- 0.12%
- 1M
- -0.65%
- YTD
- -0.01%
- 6M
- 1.21%
- 1Y
- 4.22%
- 3Y*
- 5.61%
- 5Y*
- 2.91%
- 10Y*
- 3.12%
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RYMTX vs. GILHX - Expense Ratio Comparison
RYMTX has a 1.75% expense ratio, which is higher than GILHX's 0.49% expense ratio.
Return for Risk
RYMTX vs. GILHX — Risk / Return Rank
RYMTX
GILHX
RYMTX vs. GILHX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Guggenheim Managed Futures Strategy Fund (RYMTX) and Guggenheim Limited Duration Fund (GILHX). 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 | GILHX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.52 | 2.32 | -0.80 |
Sortino ratioReturn per unit of downside risk | 2.06 | 4.37 | -2.31 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.56 | -0.27 |
Calmar ratioReturn relative to maximum drawdown | 2.71 | 4.26 | -1.55 |
Martin ratioReturn relative to average drawdown | 10.84 | 16.90 | -6.06 |
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 | GILHX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.52 | 2.32 | -0.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 1.33 | -0.82 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.26 | 1.71 | -1.46 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 1.67 | -1.58 |
Correlation
The correlation between RYMTX and GILHX is -0.08. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
RYMTX vs. GILHX - Dividend Comparison
RYMTX's dividend yield for the trailing twelve months is around 5.64%, more than GILHX's 4.15% 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% |
GILHX Guggenheim Limited Duration Fund | 4.15% | 4.43% | 4.38% | 4.31% | 2.05% | 1.79% | 2.25% | 2.31% | 2.35% | 2.39% | 3.07% | 3.54% |
Drawdowns
RYMTX vs. GILHX - Drawdown Comparison
The maximum RYMTX drawdown since its inception was -34.19%, which is greater than GILHX's maximum drawdown of -8.10%. Use the drawdown chart below to compare losses from any high point for RYMTX and GILHX.
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Drawdown Indicators
| RYMTX | GILHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.19% | -8.10% | -26.09% |
Max Drawdown (1Y)Largest decline over 1 year | -6.69% | -1.13% | -5.56% |
Max Drawdown (5Y)Largest decline over 5 years | -17.54% | -8.10% | -9.44% |
Max Drawdown (10Y)Largest decline over 10 years | -17.54% | -8.10% | -9.44% |
Current DrawdownCurrent decline from peak | -1.82% | -0.81% | -1.01% |
Average DrawdownAverage peak-to-trough decline | -19.07% | -0.71% | -18.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.70% | 0.29% | +1.41% |
Volatility
RYMTX vs. GILHX - Volatility Comparison
Guggenheim Managed Futures Strategy Fund (RYMTX) has a higher volatility of 4.26% compared to Guggenheim Limited Duration Fund (GILHX) at 0.54%. This indicates that RYMTX's price experiences larger fluctuations and is considered to be riskier than GILHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYMTX | GILHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.26% | 0.54% | +3.72% |
Volatility (6M)Calculated over the trailing 6-month period | 10.16% | 1.18% | +8.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.39% | 1.91% | +10.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.15% | 2.20% | +9.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.68% | 1.83% | +8.85% |