Rydex Commodities Strategy Fund (RYMEX)

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

Rydex Commodities Strategy Fund (RYMEX) has returned 40.07% so far this year and 40.95% over the past 12 months. Over the last ten years, RYMEX has returned 0.96% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.

Based on dividend-adjusted daily data since Jan 3, 2006, RYMEX's average daily return is -0.01%, while the average monthly return is -0.27%.

Historically, 52% of months were positive and 48% were negative. The best month was Mar 2026 with a return of +24.6%, while the worst month was Dec 2020 at -50.2%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 10 months.

On a daily basis, RYMEX closed higher 51% of trading days. The best single day was Nov 24, 2008 with a return of +7.7%, while the worst single day was Dec 15, 2020 at -52.7%.

Rydex Commodities Strategy Fund has an annualized alpha of -7.27%, beta of 0.45, and R² of 0.11 versus S&P 500 Index. Calculated based on daily prices since January 04, 2006.

• This fund participated in 83.99% of S&P 500 Index downside but only 22.20% of its upside — more exposed to losses than it benefited from rallies.
• Beta of 0.45 may look defensive, but with R² of 0.11 this fund is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
• R² of 0.11 means this fund moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

RYMEX has a high expense ratio of 1.60%, indicating above-average management fees.

RYMEX ranks 91 for risk / return — in the top 91% 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.

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

Rydex Commodities Strategy Fund provided a 1.70% dividend yield over the last twelve months, with an annual payout of $3.66 per share.

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

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.

The table below displays the maximum drawdowns of the Rydex Commodities Strategy 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 Commodities Strategy Fund was 93.96%, occurring on Dec 22, 2020. The portfolio has not yet recovered.

The current Rydex Commodities Strategy Fund drawdown is 84.04%.

The chart below shows the rolling one-month volatility.