RYMTX vs. VDC

Last updated Jun 9, 2026

RYMTX (Guggenheim Managed Futures Strategy Fund) and VDC (Vanguard Consumer Staples ETF) are both funds - RYMTX is a Systematic Trend fund managed by Guggenheim, while VDC is a Consumer Staples Equities fund tracking the MSCI US Investable Market Consumer Staples 25/50 Index. Over the past 10 years, RYMTX returned 3.51%/yr vs 7.63%/yr for VDC. At a 0.10 correlation, their price movements are largely independent. RYMTX charges 1.75%/yr vs 0.09%/yr for VDC.

Performance

RYMTX vs. VDC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Guggenheim Managed Futures Strategy Fund (RYMTX) and Vanguard Consumer Staples ETF (VDC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with RYMTX having a 7.07% return and VDC slightly higher at 7.19%. Over the past 10 years, RYMTX has underperformed VDC with an annualized return of 3.51%, while VDC has yielded a comparatively higher 7.63% 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%

VDC

• 1D: -0.25%
• 1M: -2.19%
• YTD: 7.19%
• 6M: 7.44%
• 1Y: 4.07%
• 3Y*: 8.08%
• 5Y*: 6.63%
• 10Y*: 7.63%

*Multi-year figures are annualized to reflect compound growth (CAGR)

RYMTX vs. VDC - 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%
VDC Vanguard Consumer Staples ETF	7.19%	2.17%	13.30%	2.38%	-1.79%	17.64%	10.86%	26.11%	-7.79%	11.85%

Correlation

The correlation between RYMTX and VDC is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.03
Correlation (3Y) Calculated over the trailing 3-year period	0.13
Correlation (5Y) Calculated over the trailing 5-year period	0.06
Correlation (10Y) Calculated over the trailing 10-year period	0.10
Correlation (All Time) Calculated using the full available price history since Jan 3, 2008	0.10

Return for Risk

RYMTX vs. VDC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RYMTX

RYMTX Risk / Return Rank: 51
RYMTX Sharpe Ratio Rank: 36
RYMTX Sortino Ratio Rank: 33
RYMTX Omega Ratio Rank: 38
RYMTX Calmar Ratio Rank: 77
RYMTX Martin Ratio Rank: 69

VDC

VDC Risk / Return Rank: 14
VDC Sharpe Ratio Rank: 15
VDC Sortino Ratio Rank: 14
VDC Omega Ratio Rank: 14
VDC Calmar Ratio Rank: 15
VDC Martin Ratio Rank: 14

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

RYMTX vs. VDC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Guggenheim Managed Futures Strategy Fund (RYMTX) and Vanguard Consumer Staples ETF (VDC). 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	VDC	Difference
Sharpe ratio: Return per unit of total volatility	1.58	0.33	+1.25
Sortino ratio: Return per unit of downside risk	2.18	0.56	+1.62
Omega ratio: Gain probability vs. loss probability	1.30	1.06	+0.24
Calmar ratio: Return relative to maximum drawdown	3.27	0.44	+2.83
Martin ratio: Return relative to average drawdown	12.34	0.90	+11.44
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RYMTX vs. VDC - Sharpe Ratio Comparison

The current RYMTX Sharpe Ratio is 1.58, which is higher than the VDC Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of RYMTX and VDC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	RYMTX	VDC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.58	0.33	+1.25
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.45	0.51	-0.05
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.33	0.52	-0.19
Sharpe Ratio (All Time) Calculated using the full available price history	0.09	0.67	-0.58

Drawdowns

RYMTX vs. VDC - Drawdown Comparison

The maximum RYMTX drawdown since its inception was -34.19%, roughly equal to the maximum VDC drawdown of -34.24%. Use the drawdown chart below to compare losses from any high point for RYMTX and VDC.

Drawdown Indicators

	RYMTX	VDC	Difference
Max Drawdown Largest peak-to-trough decline	-34.19%	-34.24%	+0.05%
Max Drawdown (1Y) Largest decline over 1 year	-5.43%	-9.28%	+3.85%
Max Drawdown (3Y) Largest decline over 3 years	-17.54%	-11.78%	-5.76%
Max Drawdown (5Y) Largest decline over 5 years	-17.54%	-16.55%	-0.99%
Max Drawdown (10Y) Largest decline over 10 years	-17.54%	-25.31%	+7.77%
Current Drawdown Current decline from peak	-2.73%	-7.27%	+4.54%
Average Drawdown Average peak-to-trough decline	-18.89%	-3.73%	-15.16%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.44%	4.53%	-3.09%

Volatility

RYMTX vs. VDC - Volatility Comparison

The current volatility for Guggenheim Managed Futures Strategy Fund (RYMTX) is 2.20%, while Vanguard Consumer Staples ETF (VDC) has a volatility of 4.47%. This indicates that RYMTX experiences smaller price fluctuations and is considered to be less risky than VDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RYMTX	VDC	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.20%	4.47%	-2.27%
Volatility (6M) Calculated over the trailing 6-month period	8.60%	9.87%	-1.27%
Volatility (1Y) Calculated over the trailing 1-year period	11.21%	12.43%	-1.22%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.17%	13.15%	-0.98%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.65%	14.65%	-4.00%

RYMTX vs. VDC - Expense Ratio Comparison

RYMTX has a 1.75% expense ratio, which is higher than VDC's 0.09% expense ratio.

Dividends

RYMTX vs. VDC - Dividend Comparison

RYMTX's dividend yield for the trailing twelve months is around 5.63%, more than VDC's 2.14% 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%
VDC Vanguard Consumer Staples ETF	2.14%	2.26%	2.33%	2.65%	2.37%	2.14%	2.50%	2.44%	2.78%	2.52%	2.39%	2.55%

Frequently Asked Questions

Can I hold both RYMTX and VDC in my portfolio?

RYMTX and VDC have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RYMTX or VDC?

VDC has higher volatility (4.47%) compared to RYMTX (2.20%). In terms of maximum drawdown, RYMTX dropped -34.19% vs VDC's -34.24%.

Which has better risk-adjusted returns?

RYMTX currently has the higher Sharpe Ratio (1.58 vs 0.33), 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.