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Rydex Energy Fund (RYEIX)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

ISIN
US7835547511
CUSIP
783554751
Inception Date
Apr 20, 1998
Min. Investment
$2,500
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Rydex Energy 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 Energy Fund (RYEIX) has returned 37.40% so far this year and 44.04% over the past 12 months. Over the last ten years, RYEIX has returned 8.05% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


Rydex Energy Fund

1D
-1.73%
1M
11.19%
YTD
37.40%
6M
37.42%
1Y
44.04%
3Y*
16.65%
5Y*
21.40%
10Y*
8.05%

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, RYEIX'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, 54% of months were positive and 46% were negative. The best month was Apr 2020 with a return of +34.4%, while the worst month was Mar 2020 at -41.1%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 8 months.

On a daily basis, RYEIX closed higher 51% of trading days. The best single day was Oct 13, 2008 with a return of +20.4%, while the worst single day was Mar 9, 2020 at -24.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202613.44%8.93%11.19%37.40%
20251.53%-1.31%1.83%-13.00%4.66%5.45%2.55%4.53%1.85%-0.75%2.84%-2.02%6.96%
2024-2.69%3.06%9.72%-1.85%2.47%-3.47%1.94%-3.16%-3.34%-1.01%7.91%-7.71%0.49%
20233.52%-6.17%-2.42%0.46%-7.53%8.70%9.35%0.59%0.89%-4.26%-0.68%0.86%1.87%
202211.73%8.03%11.44%-4.14%14.56%-16.35%12.24%4.58%-10.11%19.52%2.57%-6.43%49.54%
20214.33%20.54%2.25%1.12%7.82%5.46%-9.54%-0.55%8.96%11.41%-6.40%-0.28%50.70%

Benchmark Metrics

Rydex Energy Fund has an annualized alpha of 1.85%, beta of 1.06, and R² of 0.44 versus S&P 500 Index. Calculated based on daily prices since January 05, 1999.

  • R² of 0.44 means the benchmark explains less than half of this fund's behavior — treat beta with caution or consider switching to a more representative benchmark.

Alpha
1.85%
Beta
1.06
0.44
Upside Capture
102.24%
Downside Capture
104.57%

Expense Ratio

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


Return for Risk

Risk / Return Rank

RYEIX ranks 84 for risk / return — in the top 84% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


RYEIX Risk / Return Rank: 8484
Overall Rank
RYEIX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
RYEIX Sortino Ratio Rank: 8585
Sortino Ratio Rank
RYEIX Omega Ratio Rank: 8383
Omega Ratio Rank
RYEIX Calmar Ratio Rank: 8686
Calmar Ratio Rank
RYEIX Martin Ratio Rank: 7979
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 Energy Fund (RYEIX) and compare them to a chosen benchmark (S&P 500 Index).


RYEIXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.80

0.90

+0.91

Sortino ratio

Return per unit of downside risk

2.29

1.39

+0.90

Omega ratio

Gain probability vs. loss probability

1.34

1.21

+0.12

Calmar ratio

Return relative to maximum drawdown

2.19

1.40

+0.79

Martin ratio

Return relative to average drawdown

7.78

6.61

+1.18

Explore RYEIX 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 Energy Fund provided a 1.83% dividend yield over the last twelve months, with an annual payout of $6.53 per share.


0.00%1.00%2.00%3.00%4.00%$0.00$2.00$4.00$6.00$8.00$10.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$6.53$6.53$9.58$6.89$6.64$0.89$2.83$1.45$1.42$1.68$1.57$0.83

Dividend yield

1.83%2.51%3.84%2.68%2.55%0.50%2.38%0.78%0.81%0.71%0.62%0.43%

Monthly Dividends

The table displays the monthly dividend distributions for Rydex Energy 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$6.53$6.53
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$9.58$9.58
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$6.89$6.89
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$6.64$6.64
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.89$0.89

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 Energy 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 Energy Fund was 83.50%, occurring on Mar 18, 2020. Recovery took 1508 trading sessions.

The current Rydex Energy Fund drawdown is 1.73%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-83.5%Jun 24, 20082954Mar 18, 20201508Mar 19, 20264462
-40.3%May 21, 2001292Jul 23, 2002483Jun 23, 2004775
-17.92%Sep 10, 1999117Feb 25, 200026Apr 3, 2000143
-17.83%May 11, 2006101Oct 3, 2006128Apr 10, 2007229
-16.71%Nov 7, 200752Jan 23, 200856Apr 14, 2008108

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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