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Rydex Inverse High Yield Strategy Fund (RYILX) Sortino Ratio: -0.45

Mutual Fund · Currency in USD · Last updated Jun 3, 2026

The investment seeks to provide investment results that inversely correlate, before fees and expenses, to the performance of the high yield bond market. Under normal circumstances, the fund will invest at least 80% of its net assets, plus any borrowings for investment purposes, in financial instruments that in combination should provide inverse exposure to the U.S. and Canadian high yield bond markets. It will primarily invest in credit default swaps, swaps on ETFs, and bond futures to gain inverse exposure to the high yield bond market. The fund is non-diversified.

RYILX's Sortino Ratio of -0.45 indicates that for each unit of downside volatility, it generates -0.45 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 3, 2026).

Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.

RYILX Sortino Ratio Rank

RYILX Sortino Ratio Rank: 1.31
Concerning

RYILX ranks above 1.3% of all investments in our database based on Sortino Ratio over the past 12 months, indicating weak returns relative to downside risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with minimal downside volatility → Higher rank
  • Severe or frequent drawdowns → Lower rank
  • Upside volatility → No impact (Sortino doesn't penalize upside swings)

What you can do with this information

  • Weak downside-adjusted returns relative to category peers
  • Evaluate whether this holding aligns with your risk-return objectives
  • Consider reducing exposure or implementing downside hedges
  • Review higher-ranked alternatives in the same category

RYILX Sortino Ratio Market Positioning

The chart shows RYILX's Sortino Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.

  • Red zone (bottom 25%): 2.07 or lower
  • Yellow zone (middle 50%): 2.07 to 3.61
  • Green zone (top 25%): 3.61 or higher
  • Top 1%: 9.18+
  • Median: 2.99 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Rydex Inverse High Yield Strategy Fund's Sortino Ratio with other mutual funds in the Inverse Bonds category across multiple time periods, showing how RYILX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 3, 2026.

SymbolName1Y Sortino Ratio5Y Sortino Ratio10Y Sortino RatioAll Time Sortino Ratio
DXKSXDirexion Monthly 7-10 Year Treasury Bear 1.75X Fund0.56
RTPIXProFunds Rising Rates Opportunity 10 Fund0.40
RYJUXRydex Inverse Government Long Bond Strategy Fund0.37
RRPIXProFunds Rising Rates Opportunity Fund0.21
RYILXRydex Inverse High Yield Strategy Fund-0.45
AFBIXAccess Flex Bear High Yield ProFund-1.48

S&P 500 Index

How to choose period

Historical Sortino Ratio

The chart shows RYILX's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when RYILX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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