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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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Performance

RYBIX Performance Chart

Rydex Basic Materials Fund (RYBIX) is up 14.4% since the beginning of the year. RYBIX is currently trading at $102 per share. Investors who bought $1,000 worth of RYBIX shares 5 years ago would now be looking at an investment worth $1,473.


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S&P 500 Index

Returns By Period

Rydex Basic Materials Fund (RYBIX) has returned 14.40% so far this year and 41.21% over the past 12 months. Over the last ten years, RYBIX has returned 11.42% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.


Rydex Basic Materials Fund

1D
-0.52%
1M
2.19%
YTD
14.40%
6M
19.17%
1Y
41.21%
3Y*
17.54%
5Y*
8.06%
10Y*
11.42%

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RYBIX Monthly Returns History

Based on dividend-adjusted daily data since Jan 4, 1999, RYBIX's average daily return is +0.04%, while the average monthly return is +0.78%. At this rate, an investment would double in approximately 7.4 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%-11.44%2.51%2.35%-0.52%14.40%
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 1.44%, 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 110.59% of S&P 500 Index gains and 107.89% 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
1.44%
Beta
1.02
0.61
Upside Capture
110.59%
Downside Capture
107.89%

Expense Ratio

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


Return for Risk

Risk / Return Rank

RYBIX ranks 37 for risk / return — below 37% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


RYBIX Risk / Return Rank: 3737
Overall Rank
RYBIX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
RYBIX Sortino Ratio Rank: 3333
Sortino Ratio Rank
RYBIX Omega Ratio Rank: 3636
Omega Ratio Rank
RYBIX Calmar Ratio Rank: 3737
Calmar Ratio Rank
RYBIX Martin Ratio Rank: 3636
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 S&P 500 Index.


RYBIXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.86

2.39

-0.53

Sortino ratio

Return per unit of downside risk

2.39

3.25

-0.86

Omega ratio

Gain probability vs. loss probability

1.32

1.43

-0.12

Calmar ratio

Return relative to maximum drawdown

2.32

3.11

-0.80

Martin ratio

Return relative to average drawdown

8.06

14.38

-6.32

Dividends

Dividend History

Rydex Basic Materials Fund provided a 7.35% 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

7.35%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$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 7.57%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-65.66%Nov 2008
6mo 5d2y 2mo
2y 9moMay 2008 - Feb 2011
2003 bear market2003
-45.55%Mar 2003
3y 10mo1y 8mo
5y 6moMay 1999 - Nov 2004
COVID crash2020
-43.19%Mar 2020
2y 1mo5mo 26d
2y 7moJan 2018 - Sep 2020
2016 bear market2016
-37.87%Jan 2016
4y 9mo12mo 4d
5y 9moApr 2011 - Jan 2017
Bear market2022
-27.06%Sep 2022
5mo 8d1y 7mo
2y 27dApr 2022 - May 2024

Drawdown Indicators


RYBIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-65.66%

-56.78%

-8.88%

Max Drawdown (1Y)

Largest decline over 1 year

-18.86%

-9.10%

-9.76%

Max Drawdown (3Y)

Largest decline over 3 years

-21.29%

-18.90%

-2.39%

Max Drawdown (5Y)

Largest decline over 5 years

-27.06%

-25.43%

-1.63%

Max Drawdown (10Y)

Largest decline over 10 years

-43.19%

-33.92%

-9.27%

Current Drawdown

Current decline from peak

-7.57%

0.00%

-7.57%

Average Drawdown

Average peak-to-trough decline

-14.20%

-10.72%

-3.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.41%

1.97%

+3.44%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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