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Rydex Basic Materials Fund (RYBIX)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

ISIN
US7835548436
CUSIP
783554843
Inception Date
Mar 31, 1998
Min. Investment
$2,500
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Value

Share Price Chart


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Rydex Basic Materials Fund

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Rydex Basic Materials Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

Rydex Basic Materials Fund (RYBIX) has returned 5.25% so far this year and 34.55% over the past 12 months. Over the last ten years, RYBIX has returned 11.26% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


Rydex Basic Materials Fund

1D
-0.44%
1M
-14.96%
YTD
5.25%
6M
12.02%
1Y
34.55%
3Y*
12.81%
5Y*
8.91%
10Y*
11.26%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jan 4, 1999, RYBIX's average daily return is +0.04%, while the average monthly return is +0.77%. At this rate, your investment would double in approximately 7.5 years.

Historically, 55% of months were positive and 45% were negative. The best month was Apr 1999 with a return of +24.1%, while the worst month was Oct 2008 at -27.4%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.

On a daily basis, RYBIX closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +13.1%, while the worst single day was Oct 15, 2008 at -13.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20269.98%12.54%-14.96%5.25%
20255.91%-0.74%-0.67%-0.78%2.71%3.56%0.15%9.48%3.80%-3.30%6.73%3.12%33.49%
2024-4.71%2.55%7.38%-3.55%5.03%-5.54%6.16%-0.50%3.95%-1.70%1.51%-11.01%-2.10%
202311.65%-3.73%-2.42%-0.83%-7.75%8.69%5.25%-4.95%-5.19%-4.22%8.88%6.14%9.49%
2022-5.59%4.00%6.18%-4.61%1.22%-15.26%7.27%-2.43%-11.19%8.68%11.49%-5.41%-9.14%
2021-1.81%4.60%7.33%5.56%6.21%-5.24%0.59%0.69%-7.00%6.27%-1.26%6.61%23.42%

Benchmark Metrics

Rydex Basic Materials Fund has an annualized alpha of 1.82%, beta of 1.02, and R² of 0.61 versus S&P 500 Index. Calculated based on daily prices since January 05, 1999.

  • This fund captured 112.94% of S&P 500 Index gains and 108.02% of its losses — amplifying both gains and losses, but participating more in upside than downside.
  • With beta of 1.02 and R² of 0.61, this fund moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha
1.82%
Beta
1.02
0.61
Upside Capture
112.94%
Downside Capture
108.02%

Expense Ratio

RYBIX has a high expense ratio of 1.36%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

RYBIX ranks 73 for risk / return — better than 73% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


RYBIX Risk / Return Rank: 7373
Overall Rank
RYBIX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
RYBIX Sortino Ratio Rank: 7474
Sortino Ratio Rank
RYBIX Omega Ratio Rank: 6868
Omega Ratio Rank
RYBIX Calmar Ratio Rank: 7373
Calmar Ratio Rank
RYBIX Martin Ratio Rank: 7676
Martin Ratio Rank
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Rydex Basic Materials Fund (RYBIX) and compare them to a chosen benchmark (S&P 500 Index).


RYBIXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.40

0.90

+0.50

Sortino ratio

Return per unit of downside risk

1.89

1.39

+0.51

Omega ratio

Gain probability vs. loss probability

1.26

1.21

+0.05

Calmar ratio

Return relative to maximum drawdown

1.72

1.40

+0.32

Martin ratio

Return relative to average drawdown

7.29

6.61

+0.68

Explore RYBIX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Rydex Basic Materials Fund provided a 7.99% dividend yield over the last twelve months, with an annual payout of $7.52 per share.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%$0.00$2.00$4.00$6.00$8.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$7.52$7.52$8.58$1.75$1.29$1.63$1.57$2.66$0.82$0.25$0.57$0.87

Dividend yield

7.99%8.41%11.79%2.12%1.68%1.89%2.20%4.42%1.59%0.40%1.08%2.16%

Monthly Dividends

The table displays the monthly dividend distributions for Rydex Basic Materials Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$7.52$7.52
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$8.58$8.58
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.75$1.75
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.29$1.29
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.63$1.63

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Rydex Basic Materials Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Rydex Basic Materials Fund was 65.66%, occurring on Nov 20, 2008. Recovery took 561 trading sessions.

The current Rydex Basic Materials Fund drawdown is 14.96%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-65.66%May 19, 2008131Nov 20, 2008561Feb 14, 2011692
-45.55%May 10, 1999965Mar 12, 2003431Nov 24, 20041396
-43.19%Jan 29, 2018541Mar 23, 2020122Sep 15, 2020663
-37.87%Apr 6, 20111208Jan 25, 2016251Jan 23, 20171459
-27.06%Apr 21, 2022109Sep 26, 2022413May 17, 2024522

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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