ARCIX vs. RYMEX
Compare and contrast key facts about AQR Risk-Balanced Commodities Strategy Fund (ARCIX) and Rydex Commodities Strategy Fund (RYMEX).
ARCIX is managed by AQR Funds. It was launched on Jul 8, 2012. RYMEX is managed by Rydex Funds. It was launched on May 24, 2005.
Performance
ARCIX vs. RYMEX - Performance Comparison
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ARCIX vs. RYMEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ARCIX AQR Risk-Balanced Commodities Strategy Fund | 17.04% | 20.99% | 7.43% | -0.22% | 21.39% | 39.74% | 8.15% | 18.15% | -17.56% | 10.41% |
RYMEX Rydex Commodities Strategy Fund | 40.07% | 4.70% | 8.24% | -6.14% | 23.72% | 39.03% | -64.08% | 15.48% | -14.96% | 4.67% |
Returns By Period
In the year-to-date period, ARCIX achieves a 17.04% return, which is significantly lower than RYMEX's 40.07% return. Over the past 10 years, ARCIX has outperformed RYMEX with an annualized return of 12.98%, while RYMEX has yielded a comparatively lower 0.96% annualized return.
ARCIX
- 1D
- 0.56%
- 1M
- 6.06%
- YTD
- 17.04%
- 6M
- 26.39%
- 1Y
- 30.67%
- 3Y*
- 14.38%
- 5Y*
- 18.72%
- 10Y*
- 12.98%
RYMEX
- 1D
- 1.67%
- 1M
- 24.61%
- YTD
- 40.07%
- 6M
- 40.55%
- 1Y
- 40.95%
- 3Y*
- 16.42%
- 5Y*
- 17.74%
- 10Y*
- 0.96%
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ARCIX vs. RYMEX - Expense Ratio Comparison
ARCIX has a 1.00% expense ratio, which is lower than RYMEX's 1.60% expense ratio.
Return for Risk
ARCIX vs. RYMEX — Risk / Return Rank
ARCIX
RYMEX
ARCIX vs. RYMEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR Risk-Balanced Commodities Strategy Fund (ARCIX) and Rydex Commodities Strategy Fund (RYMEX). 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.
| ARCIX | RYMEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.98 | 2.04 | -0.06 |
Sortino ratioReturn per unit of downside risk | 2.48 | 2.70 | -0.22 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.36 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 3.08 | 3.59 | -0.51 |
Martin ratioReturn relative to average drawdown | 9.79 | 9.58 | +0.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ARCIX | RYMEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.98 | 2.04 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.98 | 0.81 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 0.04 | +0.71 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | -0.26 | +0.57 |
Correlation
The correlation between ARCIX and RYMEX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
ARCIX vs. RYMEX - Dividend Comparison
ARCIX's dividend yield for the trailing twelve months is around 11.48%, more than RYMEX's 1.70% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
ARCIX AQR Risk-Balanced Commodities Strategy Fund | 11.48% | 13.44% | 2.11% | 7.56% | 9.51% | 18.23% | 0.09% | 5.19% | 0.67% | 0.01% | 4.82% |
RYMEX Rydex Commodities Strategy Fund | 1.70% | 2.38% | 0.00% | 4.98% | 17.15% | 2.97% | 0.00% | 0.74% | 44.23% | 1.49% | 0.00% |
Drawdowns
ARCIX vs. RYMEX - Drawdown Comparison
The maximum ARCIX drawdown since its inception was -54.25%, smaller than the maximum RYMEX drawdown of -93.96%. Use the drawdown chart below to compare losses from any high point for ARCIX and RYMEX.
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Drawdown Indicators
| ARCIX | RYMEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.25% | -93.96% | +39.71% |
Max Drawdown (1Y)Largest decline over 1 year | -10.19% | -11.86% | +1.67% |
Max Drawdown (5Y)Largest decline over 5 years | -20.29% | -30.45% | +10.16% |
Max Drawdown (10Y)Largest decline over 10 years | -32.45% | -69.87% | +37.42% |
Current DrawdownCurrent decline from peak | -1.09% | -84.04% | +82.95% |
Average DrawdownAverage peak-to-trough decline | -25.68% | -69.16% | +43.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 4.45% | -1.24% |
Volatility
ARCIX vs. RYMEX - Volatility Comparison
The current volatility for AQR Risk-Balanced Commodities Strategy Fund (ARCIX) is 5.41%, while Rydex Commodities Strategy Fund (RYMEX) has a volatility of 11.73%. This indicates that ARCIX experiences smaller price fluctuations and is considered to be less risky than RYMEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ARCIX | RYMEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.41% | 11.73% | -6.32% |
Volatility (6M)Calculated over the trailing 6-month period | 12.64% | 16.53% | -3.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.98% | 21.32% | -5.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.17% | 22.05% | -2.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.46% | 27.62% | -10.16% |