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Rydex Leisure Fund (RYLIX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US7835546604

CUSIP

783554660

Inception Date

Mar 31, 1998

Min. Investment

$2,500

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

RYLIX has a high expense ratio of 1.39%, indicating above-average management fees.


Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Rydex Leisure Fund

Performance

Performance Chart


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S&P 500

Returns By Period

Rydex Leisure Fund (RYLIX) returned 4.72% year-to-date (YTD) and 23.62% over the past 12 months. Over the past 10 years, RYLIX returned 6.79% annually, underperforming the S&P 500 benchmark at 10.84%.


RYLIX

YTD

4.72%

1M

6.32%

6M

-0.08%

1Y

23.62%

3Y*

11.29%

5Y*

9.36%

10Y*

6.79%

^GSPC (Benchmark)

YTD

0.52%

1M

6.32%

6M

-1.44%

1Y

12.25%

3Y*

12.45%

5Y*

14.20%

10Y*

10.84%

*Annualized

Monthly Returns

The table below presents the monthly returns of RYLIX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.05%1.93%-6.41%0.28%6.23%4.72%
2024-0.43%3.22%2.55%-5.23%1.24%1.54%0.90%2.19%5.32%1.96%8.59%-5.20%17.03%
202314.26%-2.88%1.84%1.03%-4.34%8.36%5.38%-5.75%-4.87%-3.95%8.60%5.32%22.86%
2022-7.01%0.12%-2.43%-10.58%-1.91%-11.48%8.90%-2.34%-10.73%10.04%6.79%-7.22%-26.98%
2021-0.30%9.23%-0.24%3.54%-0.08%-0.01%-4.49%1.33%-3.88%1.23%-7.36%2.93%0.91%
2020-2.10%-9.40%-22.00%15.88%7.26%1.27%5.54%10.42%-2.13%-2.72%17.21%7.06%21.26%
201911.02%3.98%1.04%5.57%-6.51%5.86%0.72%-2.52%-0.76%1.52%4.08%3.53%29.89%
20184.52%-4.99%-2.12%-0.35%0.62%2.63%0.57%0.68%1.58%-7.06%1.34%-10.45%-13.22%
20174.21%2.42%2.86%2.28%1.79%-0.74%0.53%-0.87%0.51%-0.30%3.78%2.51%20.52%
2016-3.55%1.05%6.45%-0.75%0.59%-0.20%2.78%-0.99%0.32%-0.91%4.37%0.62%9.83%
2015-2.20%6.61%-1.41%0.16%1.79%-0.26%3.40%-8.44%-1.69%7.90%-1.86%-2.18%0.77%
2014-4.66%5.54%-1.03%-1.09%2.77%2.31%-2.41%2.40%-1.76%2.53%4.41%-1.05%7.69%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 80, RYLIX is among the top 20% of mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of RYLIX is 8080
Overall Rank
The Sharpe Ratio Rank of RYLIX is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of RYLIX is 8181
Sortino Ratio Rank
The Omega Ratio Rank of RYLIX is 8383
Omega Ratio Rank
The Calmar Ratio Rank of RYLIX is 7777
Calmar Ratio Rank
The Martin Ratio Rank of RYLIX is 7979
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Rydex Leisure Fund (RYLIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Rydex Leisure Fund Sharpe ratios as of May 30, 2025 (values are recalculated daily):

  • 1-Year: 1.22
  • 5-Year: 0.45
  • 10-Year: 0.34
  • All Time: 0.04

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Rydex Leisure Fund compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

Rydex Leisure Fund provided a 0.41% dividend yield over the last twelve months, with an annual payout of $0.40 per share.


0.00%2.00%4.00%6.00%8.00%$0.00$1.00$2.00$3.00$4.00$5.0020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$0.40$0.40$0.05$0.00$5.43$0.00$0.19$4.75$4.56$0.31$0.42$1.22

Dividend yield

0.41%0.43%0.06%0.00%6.14%0.00%0.24%8.04%6.23%0.49%0.72%2.06%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.40$0.40
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.05$0.05
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$5.43$5.43
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.19$0.19
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$4.75$4.75
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$4.56$4.56
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.31$0.00$0.31
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.42$0.00$0.42
2014$1.22$0.00$1.22

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 Leisure 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 Leisure Fund was 72.90%, occurring on Sep 7, 1998. Recovery took 76 trading sessions.

The current Rydex Leisure Fund drawdown is 3.93%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-72.9%Jul 20, 199836Sep 7, 199876Dec 22, 1998112
-71.87%Apr 13, 1999105Sep 6, 199990Jan 10, 2000195
-68.2%Oct 10, 2007354Mar 9, 2009951Dec 17, 20121305
-68.04%Jan 21, 199918Feb 15, 199914Mar 5, 199932
-67.19%Mar 12, 199916Apr 2, 19991Apr 5, 199917
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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