RYMTX vs. QCFRX

Last updated Jun 4, 2026

RYMTX (Guggenheim Managed Futures Strategy Fund) and QCFRX (AQR CVX Fusion Fund Class R6) are both Systematic Trend funds. A 0.58 correlation means they provide meaningful diversification when combined. RYMTX charges 1.75%/yr vs 2.07%/yr for QCFRX.

Performance

RYMTX vs. QCFRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Guggenheim Managed Futures Strategy Fund (RYMTX) and AQR CVX Fusion Fund Class R6 (QCFRX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RYMTX achieves a 8.95% return, which is significantly lower than QCFRX's 18.63% return.

RYMTX

• 1D: 0.28%
• 1M: -0.23%
• YTD: 8.95%
• 6M: 9.75%
• 1Y: 20.00%
• 3Y*: 4.57%
• 5Y*: 5.91%
• 10Y*: 3.72%

QCFRX

• 1D: 0.69%
• 1M: 6.20%
• YTD: 18.63%
• 6M: 19.40%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

RYMTX vs. QCFRX - Yearly Performance Comparison

	2026 (YTD)	2025
RYMTX Guggenheim Managed Futures Strategy Fund	8.95%	2.47%
QCFRX AQR CVX Fusion Fund Class R6	18.63%	2.02%

Correlation

The correlation between RYMTX and QCFRX is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Nov 7, 2025	0.58

Return for Risk

RYMTX vs. QCFRX — Risk / Return Rank

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

RYMTX

RYMTX Risk / Return Rank: 53
RYMTX Sharpe Ratio Rank: 38
RYMTX Sortino Ratio Rank: 35
RYMTX Omega Ratio Rank: 41
RYMTX Calmar Ratio Rank: 80
RYMTX Martin Ratio Rank: 73

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. QCFRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Guggenheim Managed Futures Strategy Fund (RYMTX) and AQR CVX Fusion Fund Class R6 (QCFRX). 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	QCFRX	Difference
Sharpe ratio: Return per unit of total volatility	1.78	—	—
Sortino ratio: Return per unit of downside risk	2.45	—	—
Omega ratio: Gain probability vs. loss probability	1.34	—	—
Calmar ratio: Return relative to maximum drawdown	3.64	—	—
Martin ratio: Return relative to average drawdown	13.88	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	RYMTX	QCFRX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.78	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.49	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.35	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.10	2.96	-2.87

Drawdowns

RYMTX vs. QCFRX - Drawdown Comparison

The maximum RYMTX drawdown since its inception was -34.19%, which is greater than QCFRX's maximum drawdown of -8.00%. Use the drawdown chart below to compare losses from any high point for RYMTX and QCFRX.

Drawdown Indicators

	RYMTX	QCFRX	Difference
Max Drawdown Largest peak-to-trough decline	-34.19%	-8.00%	-26.19%
Max Drawdown (1Y) Largest decline over 1 year	-5.43%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-17.54%	—	—
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	-1.02%	0.00%	-1.02%
Average Drawdown Average peak-to-trough decline	-18.90%	-1.57%	-17.33%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.42%	—	—

Volatility

Volatility by Period

	RYMTX	QCFRX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.72%	—	—
Volatility (6M) Calculated over the trailing 6-month period	8.46%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	11.10%	14.50%	-3.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.15%	14.50%	-2.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.65%	14.50%	-3.85%

RYMTX vs. QCFRX - Expense Ratio Comparison

RYMTX has a 1.75% expense ratio, which is lower than QCFRX's 2.07% expense ratio.

Dividends

RYMTX vs. QCFRX - Dividend Comparison

RYMTX's dividend yield for the trailing twelve months is around 5.53%, less than QCFRX's 6.61% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
QCFRX AQR CVX Fusion Fund Class R6	6.61%	7.84%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
RYMTX Guggenheim Managed Futures Strategy Fund	5.53%	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

Can I hold both RYMTX and QCFRX in my portfolio?

RYMTX and QCFRX have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.