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Rydex Russell 2000 Fund (RYRRX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US78356A6819

CUSIP

78356A681

Issuer

Rydex Funds

Inception Date

May 31, 2006

Min. Investment

$2,500

Asset Class

Equity

Asset Class Size

Small-Cap

Asset Class Style

Blend

Expense Ratio

RYRRX has a high expense ratio of 1.60%, indicating higher-than-average management fees.


Expense ratio chart for RYRRX: current value at 1.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.60%

Share Price Chart


Loading data...

Compare to other instruments

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


Popular comparisons:
RYRRX vs. JEPI RYRRX vs. MSFT RYRRX vs. SWPPX RYRRX vs. QQQ RYRRX vs. SPY RYRRX vs. SPLG RYRRX vs. UWM RYRRX vs. FLGEX
Popular comparisons:
RYRRX vs. JEPI RYRRX vs. MSFT RYRRX vs. SWPPX RYRRX vs. QQQ RYRRX vs. SPY RYRRX vs. SPLG RYRRX vs. UWM RYRRX vs. FLGEX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Rydex Russell 2000 Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
4.92%
9.31%
RYRRX (Rydex Russell 2000 Fund)
Benchmark (^GSPC)

Returns By Period

Rydex Russell 2000 Fund had a return of 2.25% year-to-date (YTD) and 13.61% in the last 12 months. Over the past 10 years, Rydex Russell 2000 Fund had an annualized return of 3.84%, while the S&P 500 had an annualized return of 11.31%, indicating that Rydex Russell 2000 Fund did not perform as well as the benchmark.


RYRRX

YTD

2.25%

1M

0.27%

6M

4.91%

1Y

13.61%

5Y*

3.43%

10Y*

3.84%

^GSPC (Benchmark)

YTD

4.46%

1M

2.46%

6M

9.31%

1Y

23.49%

5Y*

13.03%

10Y*

11.31%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.42%2.25%
2024-4.02%5.48%3.45%-7.14%4.88%-1.09%10.14%-1.67%0.57%-1.58%10.84%-8.47%9.72%
20239.64%-1.80%-4.88%-1.91%-1.06%7.95%5.98%-5.13%-6.01%-6.94%8.91%12.07%15.17%
2022-9.73%0.97%1.12%-10.03%-0.00%-8.36%10.27%-2.19%-9.70%10.91%2.17%-6.64%-21.70%
20214.92%6.10%0.90%1.96%0.05%1.78%-3.74%2.10%-3.06%4.10%-4.29%-9.78%-0.13%
2020-3.25%-8.45%-22.09%13.55%6.34%3.36%2.61%5.55%-3.42%1.92%18.30%8.45%17.81%
201911.15%5.04%-2.21%3.24%-7.85%6.93%0.45%-5.05%1.88%2.47%3.94%1.31%21.80%
20182.48%-4.00%1.13%0.71%5.93%0.56%1.58%4.16%-2.56%-10.99%1.47%-12.04%-12.58%
20170.27%1.84%0.00%1.01%-2.14%3.26%0.61%-1.36%6.10%0.69%2.75%-5.12%7.73%
2016-10.01%-0.19%7.84%1.40%2.12%-0.26%5.83%1.64%0.94%-4.86%10.95%2.57%17.58%
2015-3.34%5.78%1.62%-2.65%2.14%0.59%-1.31%-6.49%-5.15%5.55%3.06%-6.43%-7.40%
2014-2.93%4.53%-0.68%-3.94%0.69%4.98%-6.15%4.91%-6.14%6.32%-0.05%-0.72%-0.24%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of RYRRX is 27, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of RYRRX is 2727
Overall Rank
The Sharpe Ratio Rank of RYRRX is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of RYRRX is 2828
Sortino Ratio Rank
The Omega Ratio Rank of RYRRX is 2222
Omega Ratio Rank
The Calmar Ratio Rank of RYRRX is 2727
Calmar Ratio Rank
The Martin Ratio Rank of RYRRX is 3434
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 Russell 2000 Fund (RYRRX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for RYRRX, currently valued at 0.54, compared to the broader market-1.000.001.002.003.004.000.541.74
The chart of Sortino ratio for RYRRX, currently valued at 0.90, compared to the broader market0.002.004.006.008.0010.0012.000.902.35
The chart of Omega ratio for RYRRX, currently valued at 1.11, compared to the broader market1.002.003.004.001.111.32
The chart of Calmar ratio for RYRRX, currently valued at 0.35, compared to the broader market0.005.0010.0015.0020.000.352.61
The chart of Martin ratio for RYRRX, currently valued at 2.26, compared to the broader market0.0020.0040.0060.0080.002.2610.66
RYRRX
^GSPC

The current Rydex Russell 2000 Fund Sharpe ratio is 0.54. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Rydex Russell 2000 Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.54
1.74
RYRRX (Rydex Russell 2000 Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Rydex Russell 2000 Fund provided a 0.99% dividend yield over the last twelve months, with an annual payout of $0.55 per share.


0.00%0.20%0.40%0.60%0.80%1.00%$0.00$0.10$0.20$0.30$0.40$0.50201920202021202220232024
Dividends
Dividend Yield
PeriodTTM202420232022202120202019
Dividend$0.55$0.55$0.09$0.00$0.00$0.00$0.01

Dividend yield

0.99%1.02%0.19%0.00%0.00%0.00%0.03%

Monthly Dividends

The table displays the monthly dividend distributions for Rydex Russell 2000 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
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.55$0.55
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.09$0.09
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$0.00$0.00
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$0.01$0.01

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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-17.84%
0
RYRRX (Rydex Russell 2000 Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Rydex Russell 2000 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 Russell 2000 Fund was 60.36%, occurring on Mar 9, 2009. Recovery took 961 trading sessions.

The current Rydex Russell 2000 Fund drawdown is 17.84%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-60.36%Jul 16, 2007415Mar 9, 2009961Jan 2, 20131376
-43.86%Sep 4, 2018387Mar 18, 2020169Nov 16, 2020556
-40.92%Nov 9, 2021495Oct 27, 2023
-28.5%Jun 24, 2015161Feb 11, 2016199Nov 23, 2016360
-13.22%Mar 5, 2014155Oct 13, 2014108Mar 19, 2015263

Volatility

Volatility Chart

The current Rydex Russell 2000 Fund volatility is 4.14%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2025February
4.14%
3.07%
RYRRX (Rydex Russell 2000 Fund)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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