RYMTX vs. RYOCX
Compare and contrast key facts about Guggenheim Managed Futures Strategy Fund (RYMTX) and Rydex NASDAQ-100 Fund Investor Class (RYOCX).
RYMTX is managed by Guggenheim. It was launched on Mar 1, 2007. RYOCX is a passively managed fund by Guggenheim that tracks the performance of the NASDAQ-100 Index. It was launched on Feb 14, 1994.
Performance
RYMTX vs. RYOCX - Performance Comparison
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RYMTX vs. RYOCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYMTX Guggenheim Managed Futures Strategy Fund | 6.71% | 5.52% | 0.56% | 3.62% | 14.75% | 2.62% | 2.07% | 7.18% | -7.87% | 7.39% |
RYOCX Rydex NASDAQ-100 Fund Investor Class | -9.21% | 19.51% | 24.34% | 53.31% | -33.34% | 25.85% | 46.80% | 40.33% | -1.36% | 31.20% |
Returns By Period
In the year-to-date period, RYMTX achieves a 6.71% return, which is significantly higher than RYOCX's -9.21% return. Over the past 10 years, RYMTX has underperformed RYOCX with an annualized return of 2.70%, while RYOCX has yielded a comparatively higher 17.39% annualized 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%
RYOCX
- 1D
- -0.76%
- 1M
- -8.06%
- YTD
- -9.21%
- 6M
- -7.26%
- 1Y
- 18.41%
- 3Y*
- 19.76%
- 5Y*
- 11.33%
- 10Y*
- 17.39%
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RYMTX vs. RYOCX - Expense Ratio Comparison
RYMTX has a 1.75% expense ratio, which is higher than RYOCX's 1.24% expense ratio.
Return for Risk
RYMTX vs. RYOCX — Risk / Return Rank
RYMTX
RYOCX
RYMTX vs. RYOCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Guggenheim Managed Futures Strategy Fund (RYMTX) and Rydex NASDAQ-100 Fund Investor Class (RYOCX). 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 | RYOCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.47 | 0.82 | +0.65 |
Sortino ratioReturn per unit of downside risk | 2.00 | 1.32 | +0.68 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.19 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 2.64 | 1.20 | +1.44 |
Martin ratioReturn relative to average drawdown | 10.58 | 4.41 | +6.17 |
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 | RYOCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.47 | 0.82 | +0.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.50 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | 0.77 | -0.52 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.08 | 0.51 | -0.43 |
Correlation
The correlation between RYMTX and RYOCX is 0.21, 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. RYOCX - Dividend Comparison
RYMTX's dividend yield for the trailing twelve months is around 5.65%, more than RYOCX's 4.71% 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% |
RYOCX Rydex NASDAQ-100 Fund Investor Class | 4.71% | 4.28% | 7.23% | 0.00% | 8.82% | 4.47% | 4.17% | 3.80% | 1.86% | 6.00% | 1.75% | 2.03% |
Drawdowns
RYMTX vs. RYOCX - Drawdown Comparison
The maximum RYMTX drawdown since its inception was -34.19%, smaller than the maximum RYOCX drawdown of -83.75%. Use the drawdown chart below to compare losses from any high point for RYMTX and RYOCX.
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Drawdown Indicators
| RYMTX | RYOCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.19% | -83.75% | +49.56% |
Max Drawdown (1Y)Largest decline over 1 year | -6.79% | -12.75% | +5.96% |
Max Drawdown (5Y)Largest decline over 5 years | -17.54% | -38.04% | +20.50% |
Max Drawdown (10Y)Largest decline over 10 years | -17.54% | -38.04% | +20.50% |
Current DrawdownCurrent decline from peak | -2.01% | -12.31% | +10.30% |
Average DrawdownAverage peak-to-trough decline | -19.07% | -32.05% | +12.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.69% | 3.47% | -1.78% |
Volatility
RYMTX vs. RYOCX - Volatility Comparison
The current volatility for Guggenheim Managed Futures Strategy Fund (RYMTX) is 4.38%, while Rydex NASDAQ-100 Fund Investor Class (RYOCX) has a volatility of 5.40%. This indicates that RYMTX experiences smaller price fluctuations and is considered to be less risky than RYOCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYMTX | RYOCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.38% | 5.40% | -1.02% |
Volatility (6M)Calculated over the trailing 6-month period | 10.16% | 12.43% | -2.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.41% | 22.54% | -10.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.15% | 22.75% | -10.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.68% | 22.55% | -11.87% |