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AWTAX vs. RYEIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AWTAX vs. RYEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Water Fund (AWTAX) and Rydex Energy Fund (RYEIX). The values are adjusted to include any dividend payments, if applicable.

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AWTAX vs. RYEIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AWTAX
Virtus Water Fund
-2.95%11.87%5.25%11.99%-21.01%25.39%16.68%32.78%-12.50%21.99%
RYEIX
Rydex Energy Fund
37.40%6.96%0.49%1.87%49.54%50.70%-34.24%6.50%-25.31%-6.17%

Returns By Period

In the year-to-date period, AWTAX achieves a -2.95% return, which is significantly lower than RYEIX's 37.40% return. Both investments have delivered pretty close results over the past 10 years, with AWTAX having a 7.71% annualized return and RYEIX not far ahead at 8.05%.


AWTAX

1D
0.77%
1M
-10.19%
YTD
-2.95%
6M
-4.73%
1Y
7.28%
3Y*
6.88%
5Y*
3.78%
10Y*
7.71%

RYEIX

1D
-1.73%
1M
11.19%
YTD
37.40%
6M
37.42%
1Y
44.04%
3Y*
16.65%
5Y*
21.40%
10Y*
8.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AWTAX vs. RYEIX - Expense Ratio Comparison

AWTAX has a 1.22% expense ratio, which is lower than RYEIX's 1.36% expense ratio.


Return for Risk

AWTAX vs. RYEIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AWTAX
AWTAX Risk / Return Rank: 1919
Overall Rank
AWTAX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
AWTAX Sortino Ratio Rank: 1818
Sortino Ratio Rank
AWTAX Omega Ratio Rank: 1616
Omega Ratio Rank
AWTAX Calmar Ratio Rank: 2121
Calmar Ratio Rank
AWTAX Martin Ratio Rank: 2020
Martin Ratio Rank

RYEIX
RYEIX Risk / Return Rank: 8585
Overall Rank
RYEIX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
RYEIX Sortino Ratio Rank: 8686
Sortino Ratio Rank
RYEIX Omega Ratio Rank: 8383
Omega Ratio Rank
RYEIX Calmar Ratio Rank: 8686
Calmar Ratio Rank
RYEIX Martin Ratio Rank: 8080
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AWTAX vs. RYEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Water Fund (AWTAX) and Rydex Energy Fund (RYEIX). 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.


AWTAXRYEIXDifference

Sharpe ratio

Return per unit of total volatility

0.51

1.80

-1.29

Sortino ratio

Return per unit of downside risk

0.81

2.29

-1.48

Omega ratio

Gain probability vs. loss probability

1.10

1.34

-0.23

Calmar ratio

Return relative to maximum drawdown

0.62

2.19

-1.56

Martin ratio

Return relative to average drawdown

2.11

7.78

-5.67

AWTAX vs. RYEIX - Sharpe Ratio Comparison

The current AWTAX Sharpe Ratio is 0.51, which is lower than the RYEIX Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of AWTAX and RYEIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AWTAXRYEIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.51

1.80

-1.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.81

-0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.25

+0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.18

+0.13

Correlation

The correlation between AWTAX and RYEIX is 0.56, 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

AWTAX vs. RYEIX - Dividend Comparison

AWTAX's dividend yield for the trailing twelve months is around 12.29%, more than RYEIX's 1.83% yield.


TTM20252024202320222021202020192018201720162015
AWTAX
Virtus Water Fund
12.29%11.93%7.78%3.30%0.42%7.72%1.61%2.98%3.71%2.43%0.99%0.38%
RYEIX
Rydex Energy Fund
1.83%2.51%3.84%2.68%2.55%0.50%2.38%0.78%0.81%0.71%0.62%0.43%

Drawdowns

AWTAX vs. RYEIX - Drawdown Comparison

The maximum AWTAX drawdown since its inception was -54.12%, smaller than the maximum RYEIX drawdown of -83.50%. Use the drawdown chart below to compare losses from any high point for AWTAX and RYEIX.


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Drawdown Indicators


AWTAXRYEIXDifference

Max Drawdown

Largest peak-to-trough decline

-54.12%

-83.50%

+29.38%

Max Drawdown (1Y)

Largest decline over 1 year

-10.95%

-20.09%

+9.14%

Max Drawdown (5Y)

Largest decline over 5 years

-30.85%

-26.94%

-3.91%

Max Drawdown (10Y)

Largest decline over 10 years

-32.78%

-74.93%

+42.15%

Current Drawdown

Current decline from peak

-10.27%

-1.73%

-8.54%

Average Drawdown

Average peak-to-trough decline

-9.92%

-28.77%

+18.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.23%

5.65%

-2.42%

Volatility

AWTAX vs. RYEIX - Volatility Comparison

The current volatility for Virtus Water Fund (AWTAX) is 4.84%, while Rydex Energy Fund (RYEIX) has a volatility of 5.16%. This indicates that AWTAX experiences smaller price fluctuations and is considered to be less risky than RYEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AWTAXRYEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.84%

5.16%

-0.32%

Volatility (6M)

Calculated over the trailing 6-month period

8.94%

14.08%

-5.14%

Volatility (1Y)

Calculated over the trailing 1-year period

14.71%

25.16%

-10.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.10%

26.72%

-9.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.26%

31.88%

-14.62%