RYMTX vs. QMHNX
Compare and contrast key facts about Guggenheim Managed Futures Strategy Fund (RYMTX) and AQR Managed Futures Strategy HV Fund Class N (QMHNX).
RYMTX is managed by Guggenheim. It was launched on Mar 1, 2007. QMHNX is an actively managed fund by AQR. It was launched on Jul 16, 2013.
Performance
RYMTX vs. QMHNX - Performance Comparison
Loading graphics...
RYMTX vs. QMHNX - 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% |
QMHNX AQR Managed Futures Strategy HV Fund Class N | 13.82% | 19.65% | 10.48% | -0.40% | 49.64% | -2.30% | -0.85% | 1.55% | -14.59% | -2.06% |
Returns By Period
In the year-to-date period, RYMTX achieves a 6.91% return, which is significantly lower than QMHNX's 13.82% return. Over the past 10 years, RYMTX has underperformed QMHNX with an annualized return of 2.72%, while QMHNX has yielded a comparatively higher 4.69% 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%
QMHNX
- 1D
- -0.62%
- 1M
- 1.71%
- YTD
- 13.82%
- 6M
- 18.02%
- 1Y
- 25.90%
- 3Y*
- 17.50%
- 5Y*
- 16.03%
- 10Y*
- 4.69%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
RYMTX vs. QMHNX - Expense Ratio Comparison
RYMTX has a 1.75% expense ratio, which is lower than QMHNX's 4.12% expense ratio.
Return for Risk
RYMTX vs. QMHNX — Risk / Return Rank
RYMTX
QMHNX
RYMTX vs. QMHNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Guggenheim Managed Futures Strategy Fund (RYMTX) and AQR Managed Futures Strategy HV Fund Class N (QMHNX). 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 | QMHNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.52 | 1.89 | -0.38 |
Sortino ratioReturn per unit of downside risk | 2.06 | 2.32 | -0.27 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.34 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 2.71 | 3.27 | -0.56 |
Martin ratioReturn relative to average drawdown | 10.84 | 8.68 | +2.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| RYMTX | QMHNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.52 | 1.89 | -0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.94 | -0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.26 | 0.30 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 0.35 | -0.27 |
Correlation
The correlation between RYMTX and QMHNX is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
RYMTX vs. QMHNX - Dividend Comparison
RYMTX's dividend yield for the trailing twelve months is around 5.64%, more than QMHNX's 1.66% 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% |
QMHNX AQR Managed Futures Strategy HV Fund Class N | 1.66% | 1.89% | 2.09% | 7.36% | 8.75% | 10.64% | 7.79% | 3.80% | 0.00% | 0.00% | 0.01% | 7.47% |
Drawdowns
RYMTX vs. QMHNX - Drawdown Comparison
The maximum RYMTX drawdown since its inception was -34.19%, smaller than the maximum QMHNX drawdown of -40.29%. Use the drawdown chart below to compare losses from any high point for RYMTX and QMHNX.
Loading graphics...
Drawdown Indicators
| RYMTX | QMHNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.19% | -40.29% | +6.10% |
Max Drawdown (1Y)Largest decline over 1 year | -6.69% | -8.40% | +1.71% |
Max Drawdown (5Y)Largest decline over 5 years | -17.54% | -19.23% | +1.69% |
Max Drawdown (10Y)Largest decline over 10 years | -17.54% | -35.34% | +17.80% |
Current DrawdownCurrent decline from peak | -1.82% | -1.23% | -0.59% |
Average DrawdownAverage peak-to-trough decline | -19.07% | -18.52% | -0.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.70% | 3.16% | -1.46% |
Volatility
RYMTX vs. QMHNX - Volatility Comparison
Guggenheim Managed Futures Strategy Fund (RYMTX) has a higher volatility of 4.26% compared to AQR Managed Futures Strategy HV Fund Class N (QMHNX) at 4.04%. This indicates that RYMTX's price experiences larger fluctuations and is considered to be riskier than QMHNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| RYMTX | QMHNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.26% | 4.04% | +0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 10.16% | 9.99% | +0.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.39% | 14.17% | -1.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.15% | 17.22% | -5.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.68% | 15.46% | -4.78% |