RYMTX vs. QMHNX
RYMTX (Guggenheim Managed Futures Strategy Fund) and QMHNX (AQR Managed Futures Strategy HV Fund Class N) are both Systematic Trend funds. Over the past 10 years, RYMTX returned 3.10%/yr vs 4.36%/yr for QMHNX. Their 0.62 correlation means they have sometimes moved together and sometimes differently. RYMTX charges 1.75%/yr vs 4.12%/yr for QMHNX.
Performance
RYMTX vs. QMHNX - Performance Comparison
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Returns By Period
In the year-to-date period, RYMTX achieves a 5.24% return, which is significantly lower than QMHNX's 11.60% return. Over the past 10 years, RYMTX has underperformed QMHNX with an annualized return of 3.10%, while QMHNX has yielded a comparatively higher 4.36% annualized return.
RYMTX
- 1D
- -0.48%
- 1M
- -0.72%
- 6M
- 0.68%
- YTD
- 5.24%
- 1Y
- 14.70%
- 3Y*
- 3.90%
- 5Y*
- 5.55%
- 10Y*
- 3.10%
- ALL TIME*
- 0.76%
QMHNX
- 1D
- -0.90%
- 1M
- 2.79%
- 6M
- 3.08%
- YTD
- 11.60%
- 1Y
- 27.93%
- 3Y*
- 14.19%
- 5Y*
- 17.74%
- 10Y*
- 4.36%
- ALL TIME*
- 5.05%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
RYMTX vs. QMHNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYMTX Guggenheim Managed Futures Strategy Fund | 5.24% | 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 | 11.60% | 19.65% | 10.48% | -0.40% | 49.64% | -2.30% | -0.85% | 1.55% | -14.59% | -2.06% |
Correlation
The correlation between RYMTX and QMHNX is 0.58, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.58 |
Correlation (3Y) Balances recent behavior with more history. | 0.56 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.55 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.62 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014 | 0.62 |
The correlation between RYMTX and QMHNX has been stable across timeframes, ranging from 0.55 to 0.62 - a consistent structural relationship.
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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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| RYMTX | QMHNX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.77 | ||
| Sortino ratioReturn per unit of downside risk | -0.89 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.36 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.89 | 3.41 | -0.53 |
| Martin ratioReturn relative to average drawdown | 8.18 | 11.51 | -3.33 |
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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.
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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 | -5.43% | -8.74% | +3.31% |
Max Drawdown (3Y)Largest decline over 3 years | -17.54% | -19.23% | +1.69% |
Max Drawdown (5Y)Largest decline over 5 years | -17.54% | -19.23% | +1.69% |
Max Drawdown (10Y)Largest decline over 10 years | -17.54% | -33.81% | +16.27% |
Current DrawdownCurrent decline from peak | -4.39% | -6.19% | +1.80% |
Average DrawdownAverage peak-to-trough decline | -18.75% | -18.10% | -0.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.91% | 2.59% | -0.68% |
Volatility
RYMTX vs. QMHNX - Volatility Comparison
The current volatility for Guggenheim Managed Futures Strategy Fund (RYMTX) is 2.39%, while AQR Managed Futures Strategy HV Fund Class N (QMHNX) has a volatility of 5.10%. This indicates that RYMTX experiences smaller price fluctuations and is considered to be less risky than QMHNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYMTX | QMHNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.39% | 5.10% | -2.71% |
Volatility (6M)Calculated over the trailing 6-month period | 7.62% | 10.63% | -3.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.48% | 13.97% | -2.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.05% | 17.26% | -5.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.64% | 15.30% | -4.66% |
RYMTX vs. QMHNX - Expense Ratio Comparison
RYMTX has a 1.75% expense ratio, which is lower than QMHNX's 4.12% expense ratio.
Dividends
RYMTX vs. QMHNX - Dividend Comparison
RYMTX's dividend yield for the trailing twelve months is around 5.73%, more than QMHNX's 1.69% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QMHNX AQR Managed Futures Strategy HV Fund Class N | 1.69% | 1.89% | 2.09% | 7.36% | 8.75% | 10.64% | 7.79% | 3.80% | 0.00% | 0.00% | 0.01% | 7.47% |
RYMTX Guggenheim Managed Futures Strategy Fund | 5.73% | 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
RYMTX and QMHNX 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.
QMHNX has higher volatility (5.10%) compared to RYMTX (2.39%). In terms of maximum drawdown, RYMTX dropped -34.19% vs QMHNX's -40.29%.
QMHNX currently has the higher Sharpe Ratio (2.14 vs 1.37), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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