AFBIX vs. RYILX
AFBIX (Access Flex Bear High Yield ProFund) and RYILX (Rydex Inverse High Yield Strategy Fund) are both Inverse Bonds funds. Over the past 10 years, AFBIX returned -4.38%/yr vs -2.97%/yr for RYILX. Their correlation of 0.92 suggests significant overlap in exposure. AFBIX charges 1.78%/yr vs 1.55%/yr for RYILX.
Performance
AFBIX vs. RYILX - Performance Comparison
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Returns By Period
In the year-to-date period, AFBIX achieves a -1.16% return, which is significantly lower than RYILX's 1.68% return. Over the past 10 years, AFBIX has underperformed RYILX with an annualized return of -4.38%, while RYILX has yielded a comparatively higher -2.97% annualized return.
AFBIX
- 1D
- -0.37%
- 1M
- -0.69%
- YTD
- -1.16%
- 6M
- -1.34%
- 1Y
- -4.03%
- 3Y*
- -4.64%
- 5Y*
- -2.14%
- 10Y*
- -4.38%
RYILX
- 1D
- -0.55%
- 1M
- -0.40%
- YTD
- 1.68%
- 6M
- 1.61%
- 1Y
- -1.38%
- 3Y*
- -1.92%
- 5Y*
- -0.22%
- 10Y*
- -2.97%
AFBIX vs. RYILX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AFBIX Access Flex Bear High Yield ProFund | -1.16% | -5.24% | -3.07% | -6.30% | 8.01% | -4.55% | -6.63% | -12.62% | -0.42% | -4.51% |
RYILX Rydex Inverse High Yield Strategy Fund | 1.68% | -4.36% | 0.83% | -5.00% | 8.71% | -3.58% | -5.89% | -11.11% | 1.00% | -5.87% |
Correlation
The correlation between AFBIX and RYILX is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Apr 16, 2007 | 0.92 |
The correlation between AFBIX and RYILX has been stable across timeframes, ranging from 0.87 to 0.96 - a consistent structural relationship.
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Return for Risk
AFBIX vs. RYILX — Risk / Return Rank
AFBIX
RYILX
AFBIX vs. RYILX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Access Flex Bear High Yield ProFund (AFBIX) and Rydex Inverse High Yield Strategy Fund (RYILX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
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.
| AFBIX | RYILX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.82 | ||
| Sortino ratioReturn per unit of downside risk | -1.11 | ||
| Omega ratioGain probability vs. loss probability | 0.83 | 0.95 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | -1.07 | -0.37 | -0.70 |
| Martin ratioReturn relative to average drawdown | -1.69 | -0.61 | -1.07 |
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Drawdowns
AFBIX vs. RYILX - Drawdown Comparison
The maximum AFBIX drawdown since its inception was -82.07%, which is greater than RYILX's maximum drawdown of -77.21%. Use the drawdown chart below to compare losses from any high point for AFBIX and RYILX.
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Drawdown Indicators
| AFBIX | RYILX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.07% | -77.21% | -4.86% |
Max Drawdown (1Y)Largest decline over 1 year | -3.89% | -4.01% | +0.12% |
Max Drawdown (3Y)Largest decline over 3 years | -17.55% | -12.72% | -4.83% |
Max Drawdown (5Y)Largest decline over 5 years | -21.51% | -15.44% | -6.07% |
Max Drawdown (10Y)Largest decline over 10 years | -36.55% | -27.90% | -8.65% |
Current DrawdownCurrent decline from peak | -82.06% | -76.75% | -5.31% |
Average DrawdownAverage peak-to-trough decline | -57.83% | -58.13% | +0.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.86% | 2.53% | +0.33% |
Volatility
AFBIX vs. RYILX - Volatility Comparison
The current volatility for Access Flex Bear High Yield ProFund (AFBIX) is 1.28%, while Rydex Inverse High Yield Strategy Fund (RYILX) has a volatility of 1.90%. This indicates that AFBIX experiences smaller price fluctuations and is considered to be less risky than RYILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AFBIX | RYILX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.28% | 1.90% | -0.62% |
Volatility (6M)Calculated over the trailing 6-month period | 3.14% | 4.21% | -1.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.90% | 5.03% | -1.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.29% | 7.56% | -0.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.91% | 8.16% | -0.25% |
AFBIX vs. RYILX - Expense Ratio Comparison
AFBIX has a 1.78% expense ratio, which is higher than RYILX's 1.55% expense ratio.
Dividends
AFBIX vs. RYILX - Dividend Comparison
Neither AFBIX nor RYILX has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
AFBIX Access Flex Bear High Yield ProFund | 0.00% | 0.00% | 0.00% | 0.00% | 0.03% | 0.00% | 0.00% |
RYILX Rydex Inverse High Yield Strategy Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 2.45% | 7.79% |
Frequently Asked Questions
AFBIX and RYILX have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RYILX has higher volatility (1.90%) compared to AFBIX (1.28%). In terms of maximum drawdown, AFBIX dropped -82.07% vs RYILX's -77.21%.
RYILX currently has the higher Sharpe Ratio (-0.30 vs -1.11), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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