- ISIN
- US78356A7569
- CUSIP
- 78356A756
- Issuer
- Rydex Funds
- Inception Date
- May 30, 2006
- Category
- Leveraged Equities
- Min. Investment
- $2,500
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
RYRUX Performance Chart
Rydex Russell 2000 2x Strategy Fund (RYRUX) is up 40.8% since the beginning of the year. RYRUX is currently trading at $251 per share. Investors who bought $1,000 worth of RYRUX shares 5 years ago would now be looking at an investment worth $1,107.
Loading charts...
Returns By Period
Rydex Russell 2000 2x Strategy Fund (RYRUX) has returned 40.81% so far this year and 83.05% over the past 12 months. Over the last ten years, RYRUX has returned 12.67% per year, falling short of the S&P 500 Index benchmark, which averaged 13.71% annually.
Rydex Russell 2000 2x Strategy Fund
- 1D
- 1.63%
- 1M
- 8.94%
- YTD
- 40.81%
- 6M
- 34.24%
- 1Y
- 83.05%
- 3Y*
- 27.92%
- 5Y*
- 2.05%
- 10Y*
- 12.67%
Benchmark (S&P 500 Index)
- 1D
- -1.44%
- 1M
- -1.45%
- YTD
- 7.60%
- 6M
- 6.59%
- 1Y
- 22.24%
- 3Y*
- 19.20%
- 5Y*
- 11.54%
- 10Y*
- 13.71%
RYRUX Monthly Returns History
Based on dividend-adjusted daily data since Jan 3, 2007, RYRUX's average daily return is +0.11%, while the average monthly return is +1.36%. At this rate, an investment would double in approximately 4.3 years.
Historically, 61% of months were positive and 39% were negative. The best month was Nov 2020 with a return of +39.1%, while the worst month was Mar 2020 at -44.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.
On a daily basis, RYRUX closed higher 53% of trading days. The best single day was Nov 19, 2009 with a return of +185.3%, while the worst single day was Nov 20, 2009 at -66.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 10.21% | 0.67% | -10.68% | 24.80% | 8.14% | 5.29% | 40.81% | ||||||
| 2025 | 4.43% | -11.02% | -14.15% | -6.97% | 9.88% | 10.38% | 2.65% | 13.74% | 5.55% | 2.65% | 1.03% | -2.09% | 12.62% |
| 2024 | -8.53% | 10.44% | 6.47% | -14.40% | 9.38% | -2.53% | 20.07% | -4.12% | 0.55% | -3.68% | 21.84% | -16.79% | 10.94% |
| 2023 | 19.49% | -4.13% | -10.43% | -4.25% | -2.66% | 15.84% | 11.73% | -10.48% | -12.09% | -14.01% | 17.52% | 24.61% | 22.65% |
| 2022 | -18.99% | 1.39% | 1.45% | -19.44% | -1.13% | -16.79% | 21.05% | -4.85% | -19.14% | 21.86% | 3.36% | -13.36% | -43.88% |
| 2021 | 9.57% | 12.17% | 0.92% | 3.67% | -0.18% | 3.51% | -7.61% | 4.06% | -6.18% | 8.24% | -8.71% | 1.92% | 20.72% |
Benchmark Metrics
Rydex Russell 2000 2x Strategy Fund has an annualized alpha of 3.17%, beta of 2.26, and R2 of 0.44 versus S&P 500 Index. Calculated based on daily prices since January 03, 2007.
- This fund captured 253.35% of S&P 500 Index gains and 187.78% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- R2 of 0.44 means the benchmark explains less than half of this fund's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 3.17%
- Beta
- 2.26
- R²
- 0.44
- Upside Capture
- 253.35%
- Downside Capture
- 187.78%
Expense Ratio
RYRUX has a high expense ratio of 1.86%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
RYRUX ranks 65 for risk / return — better than 65% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Rydex Russell 2000 2x Strategy Fund (RYRUX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| RYRUX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.44 | ||
| Sortino ratioReturn per unit of downside risk | +0.34 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.32 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.91 | 2.46 | +1.46 |
| Martin ratioReturn relative to average drawdown | 13.28 | 10.92 | +2.37 |
Dividends
Dividend History
Rydex Russell 2000 2x Strategy Fund provided a 2.61% dividend yield over the last twelve months, with an annual payout of $6.55 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $6.55 | $6.55 | $4.79 | $0.54 | $0.00 | $0.44 | $0.00 | $0.43 | $0.00 | $3.75 | $0.00 | $24.82 |
Dividend yield | 2.61% | 3.68% | 2.93% | 0.35% | 0.00% | 0.20% | 0.00% | 0.27% | 0.00% | 2.57% | 0.00% | 28.79% |
Monthly Dividends
The table displays the monthly dividend distributions for Rydex Russell 2000 2x Strategy Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $6.55 | $6.55 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $4.79 | $4.79 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.54 | $0.54 |
| 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 | $0.44 | $0.44 |
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.
Loading charts...
Worst Drawdowns
The table below displays the maximum drawdowns of the Rydex Russell 2000 2x 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 Russell 2000 2x Strategy Fund was 88.49%, occurring on Mar 9, 2009. Recovery took 1205 trading sessions.
The current Rydex Russell 2000 2x Strategy Fund drawdown is 0.24%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -88.49%Mar 2009 | 1y 9mo | 4y 9mo | 6y 6moJun 2007 - Dec 2013 |
COVID crash2020 | -71.68%Mar 2020 | 1y 6mo | 9mo 4d | 2y 3moAug 2018 - Dec 2020 |
2023 bear market2023 | -62.41%Oct 2023 | 1y 11mo | — | 4y 7moNov 2021 - now |
2016 bear market2016 | -35.30%Feb 2016 | 7mo 22d | 5mo 2d | 1y 19dJun 2015 - Jul 2016 |
2014 bear market2014 | -25.54%Oct 2014 | 7mo 12d | 2mo 14d | 9mo 26dMar 2014 - Dec 2014 |
Drawdown Indicators
| RYRUX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.49% | -56.78% | -31.71% |
Max Drawdown (1Y)Largest decline over 1 year | -22.39% | -9.10% | -13.29% |
Max Drawdown (3Y)Largest decline over 3 years | -49.91% | -18.90% | -31.01% |
Max Drawdown (5Y)Largest decline over 5 years | -62.41% | -25.43% | -36.98% |
Max Drawdown (10Y)Largest decline over 10 years | -71.68% | -33.92% | -37.76% |
Current DrawdownCurrent decline from peak | -0.24% | -3.21% | +2.97% |
Average DrawdownAverage peak-to-trough decline | -31.23% | -10.71% | -20.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.58% | 2.04% | +4.54% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with RYRUX
Add Rydex Russell 2000 2x Strategy Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with RYRUX