Rydex Commodities Strategy Fund (RYMEX)

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Rydex Commodities Strategy Fund (RYMEX) is up 26.8% since the beginning of the year. RYMEX is currently trading at $195 per share. Investors who bought $1,000 worth of RYMEX shares 5 years ago would now be looking at an investment worth $1,786.

Rydex Commodities Strategy Fund (RYMEX) has returned 26.84% so far this year and 28.59% over the past 12 months. Over the last ten years, RYMEX has returned 6.99% per year, falling short of the S&P 500 Index benchmark, which averaged 13.41% annually.

Based on dividend-adjusted daily data since Jan 3, 2006, RYMEX's average daily return is 0.00%, while the average monthly return is -0.07%.

Historically, 53% of months were positive and 47% were negative. The best month was Mar 2026 with a return of +23.2%, while the worst month was Mar 2020 at -31.1%. 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 Mar 9, 2020 at -12.0%.

Rydex Commodities Strategy Fund has an annualized alpha of -5.48%, beta of 0.45, and R2 of 0.13 versus S&P 500 Index. Calculated based on daily prices since January 03, 2006.

• This fund participated in 87.30% of S&P 500 Index downside but only 35.51% of its upside - more exposed to losses than it benefited from rallies.
• Beta of 0.45 may look defensive, but with R2 of 0.13 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 0.13 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 31 for risk / return — below 31% 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.

Rydex Commodities Strategy Fund provided a 1.88% 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 91.81%, occurring on Apr 27, 2020. The portfolio has not yet recovered.

The current Rydex Commodities Strategy Fund drawdown is 69.01%.

The chart below shows the rolling one-month volatility.