RYMTX vs. SPY
Compare and contrast key facts about Guggenheim Managed Futures Strategy Fund (RYMTX) and State Street SPDR S&P 500 ETF (SPY).
RYMTX is managed by Guggenheim. It was launched on Mar 1, 2007. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Performance
RYMTX vs. SPY - Performance Comparison
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RYMTX vs. SPY - 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% |
SPY State Street SPDR S&P 500 ETF | -4.37% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Returns By Period
In the year-to-date period, RYMTX achieves a 6.71% return, which is significantly higher than SPY's -4.37% return. Over the past 10 years, RYMTX has underperformed SPY with an annualized return of 2.70%, while SPY has yielded a comparatively higher 13.98% 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%
SPY
- 1D
- 2.91%
- 1M
- -4.94%
- YTD
- -4.37%
- 6M
- -1.82%
- 1Y
- 17.59%
- 3Y*
- 18.19%
- 5Y*
- 11.69%
- 10Y*
- 13.98%
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RYMTX vs. SPY - Expense Ratio Comparison
RYMTX has a 1.75% expense ratio, which is higher than SPY's 0.09% expense ratio.
Return for Risk
RYMTX vs. SPY — Risk / Return Rank
RYMTX
SPY
RYMTX vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Guggenheim Managed Futures Strategy Fund (RYMTX) and State Street SPDR S&P 500 ETF (SPY). 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 | SPY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.47 | 0.93 | +0.54 |
Sortino ratioReturn per unit of downside risk | 2.00 | 1.45 | +0.55 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.22 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.64 | 1.53 | +1.11 |
Martin ratioReturn relative to average drawdown | 10.58 | 7.30 | +3.28 |
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 | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.47 | 0.93 | +0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.69 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | 0.78 | -0.53 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.08 | 0.56 | -0.48 |
Correlation
The correlation between RYMTX and SPY is 0.22, 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. SPY - Dividend Comparison
RYMTX's dividend yield for the trailing twelve months is around 5.65%, more than SPY's 1.14% 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% |
SPY State Street SPDR S&P 500 ETF | 1.14% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Drawdowns
RYMTX vs. SPY - Drawdown Comparison
The maximum RYMTX drawdown since its inception was -34.19%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for RYMTX and SPY.
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Drawdown Indicators
| RYMTX | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.19% | -55.19% | +21.00% |
Max Drawdown (1Y)Largest decline over 1 year | -6.79% | -12.05% | +5.26% |
Max Drawdown (5Y)Largest decline over 5 years | -17.54% | -24.50% | +6.96% |
Max Drawdown (10Y)Largest decline over 10 years | -17.54% | -33.72% | +16.18% |
Current DrawdownCurrent decline from peak | -2.01% | -6.24% | +4.23% |
Average DrawdownAverage peak-to-trough decline | -19.07% | -9.09% | -9.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.69% | 2.52% | -0.83% |
Volatility
RYMTX vs. SPY - Volatility Comparison
The current volatility for Guggenheim Managed Futures Strategy Fund (RYMTX) is 4.38%, while State Street SPDR S&P 500 ETF (SPY) has a volatility of 5.31%. This indicates that RYMTX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYMTX | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.38% | 5.31% | -0.93% |
Volatility (6M)Calculated over the trailing 6-month period | 10.16% | 9.47% | +0.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.41% | 19.05% | -6.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.15% | 17.06% | -4.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.68% | 17.92% | -7.24% |