RYMTX vs. USMV
RYMTX (Guggenheim Managed Futures Strategy Fund) and USMV (iShares MSCI USA Min Vol Factor ETF) are both funds - RYMTX is a Systematic Trend fund managed by Guggenheim, while USMV is a Large Cap Blend Equities fund tracking the MSCI USA Minimum Volatility Index. Over the past 10 years, RYMTX returned 3.51%/yr vs 9.75%/yr for USMV. At a 0.23 correlation, their price movements are largely independent. RYMTX charges 1.75%/yr vs 0.15%/yr for USMV.
Performance
RYMTX vs. USMV - Performance Comparison
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Returns By Period
In the year-to-date period, RYMTX achieves a 7.07% return, which is significantly higher than USMV's 1.55% return. Over the past 10 years, RYMTX has underperformed USMV with an annualized return of 3.51%, while USMV has yielded a comparatively higher 9.75% annualized return.
RYMTX
- 1D
- -1.54%
- 1M
- -1.59%
- YTD
- 7.07%
- 6M
- 8.27%
- 1Y
- 17.81%
- 3Y*
- 3.95%
- 5Y*
- 5.50%
- 10Y*
- 3.51%
USMV
- 1D
- -0.43%
- 1M
- 1.28%
- YTD
- 1.55%
- 6M
- 2.27%
- 1Y
- 3.18%
- 3Y*
- 11.35%
- 5Y*
- 7.21%
- 10Y*
- 9.75%
RYMTX vs. USMV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYMTX Guggenheim Managed Futures Strategy Fund | 7.07% | 5.52% | 0.56% | 3.62% | 14.75% | 2.62% | 2.07% | 7.18% | -7.87% | 7.39% |
USMV iShares MSCI USA Min Vol Factor ETF | 1.55% | 7.65% | 15.74% | 10.33% | -9.43% | 20.85% | 5.64% | 27.69% | 1.33% | 18.91% |
Correlation
The correlation between RYMTX and USMV is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Oct 20, 2011 | 0.23 |
The correlation between RYMTX and USMV shifts across timeframes, from 0.17 (5 years) to 0.30 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
RYMTX vs. USMV — Risk / Return Rank
RYMTX
USMV
RYMTX vs. USMV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Guggenheim Managed Futures Strategy Fund (RYMTX) and iShares MSCI USA Min Vol Factor ETF (USMV). 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 | USMV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.21 | ||
| Sortino ratioReturn per unit of downside risk | +1.60 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.07 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 3.27 | 0.49 | +2.78 |
| Martin ratioReturn relative to average drawdown | 12.34 | 1.64 | +10.70 |
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 | USMV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.58 | 0.37 | +1.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.59 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.33 | 0.67 | -0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 0.86 | -0.77 |
Drawdowns
RYMTX vs. USMV - Drawdown Comparison
The maximum RYMTX drawdown since its inception was -34.19%, roughly equal to the maximum USMV drawdown of -33.10%. Use the drawdown chart below to compare losses from any high point for RYMTX and USMV.
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Drawdown Indicators
| RYMTX | USMV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.19% | -33.10% | -1.09% |
Max Drawdown (1Y)Largest decline over 1 year | -5.43% | -6.46% | +1.03% |
Max Drawdown (3Y)Largest decline over 3 years | -17.54% | -9.36% | -8.18% |
Max Drawdown (5Y)Largest decline over 5 years | -17.54% | -17.93% | +0.39% |
Max Drawdown (10Y)Largest decline over 10 years | -17.54% | -33.10% | +15.56% |
Current DrawdownCurrent decline from peak | -2.73% | -2.24% | -0.49% |
Average DrawdownAverage peak-to-trough decline | -18.89% | -2.88% | -16.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.44% | 1.94% | -0.50% |
Volatility
RYMTX vs. USMV - Volatility Comparison
The current volatility for Guggenheim Managed Futures Strategy Fund (RYMTX) is 2.20%, while iShares MSCI USA Min Vol Factor ETF (USMV) has a volatility of 2.65%. This indicates that RYMTX experiences smaller price fluctuations and is considered to be less risky than USMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYMTX | USMV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.20% | 2.65% | -0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 8.60% | 6.02% | +2.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.21% | 8.57% | +2.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.17% | 12.36% | -0.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.65% | 14.51% | -3.86% |
RYMTX vs. USMV - Expense Ratio Comparison
RYMTX has a 1.75% expense ratio, which is higher than USMV's 0.15% expense ratio.
Dividends
RYMTX vs. USMV - Dividend Comparison
RYMTX's dividend yield for the trailing twelve months is around 5.63%, more than USMV's 1.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYMTX Guggenheim Managed Futures Strategy Fund | 5.63% | 6.03% | 5.10% | 1.02% | 4.80% | 0.00% | 7.56% | 0.00% | 0.00% | 4.70% | 5.19% | 2.68% |
USMV iShares MSCI USA Min Vol Factor ETF | 1.54% | 1.49% | 1.67% | 1.82% | 1.62% | 1.26% | 1.81% | 1.88% | 2.12% | 1.77% | 2.22% | 2.02% |
Frequently Asked Questions
RYMTX and USMV have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
USMV has higher volatility (2.65%) compared to RYMTX (2.20%). In terms of maximum drawdown, RYMTX dropped -34.19% vs USMV's -33.10%.
RYMTX currently has the higher Sharpe Ratio (1.58 vs 0.37), 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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