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AWTAX vs. RYVIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AWTAX vs. RYVIX - Performance Comparison

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

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AWTAX vs. RYVIX - 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%
RYVIX
Rydex Energy Services Fund
39.66%2.29%-7.73%4.45%43.02%17.12%-36.94%-0.41%-45.58%-18.85%

Returns By Period

In the year-to-date period, AWTAX achieves a -2.95% return, which is significantly lower than RYVIX's 39.66% return. Over the past 10 years, AWTAX has outperformed RYVIX with an annualized return of 7.71%, while RYVIX has yielded a comparatively lower -1.93% annualized return.


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%

RYVIX

1D
-3.33%
1M
1.26%
YTD
39.66%
6M
54.69%
1Y
54.54%
3Y*
14.95%
5Y*
14.00%
10Y*
-1.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AWTAX vs. RYVIX - Expense Ratio Comparison

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


Return for Risk

AWTAX vs. RYVIX — 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

RYVIX
RYVIX Risk / Return Rank: 7474
Overall Rank
RYVIX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
RYVIX Sortino Ratio Rank: 7878
Sortino Ratio Rank
RYVIX Omega Ratio Rank: 7373
Omega Ratio Rank
RYVIX Calmar Ratio Rank: 8282
Calmar Ratio Rank
RYVIX Martin Ratio Rank: 5757
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. RYVIX - Risk-Adjusted Trends Comparison

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


AWTAXRYVIXDifference

Sharpe ratio

Return per unit of total volatility

0.51

1.49

-0.98

Sortino ratio

Return per unit of downside risk

0.81

1.99

-1.18

Omega ratio

Gain probability vs. loss probability

1.10

1.28

-0.17

Calmar ratio

Return relative to maximum drawdown

0.62

1.99

-1.37

Martin ratio

Return relative to average drawdown

2.11

5.54

-3.43

AWTAX vs. RYVIX - Sharpe Ratio Comparison

The current AWTAX Sharpe Ratio is 0.51, which is lower than the RYVIX Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of AWTAX and RYVIX, 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


AWTAXRYVIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.51

1.49

-0.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.39

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

-0.05

+0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.04

+0.27

Correlation

The correlation between AWTAX and RYVIX is 0.53, 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. RYVIX - Dividend Comparison

AWTAX's dividend yield for the trailing twelve months is around 12.29%, more than RYVIX's 0.39% 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%
RYVIX
Rydex Energy Services Fund
0.39%0.54%0.00%0.00%0.00%0.30%1.30%0.11%1.48%0.88%0.71%1.19%

Drawdowns

AWTAX vs. RYVIX - Drawdown Comparison

The maximum AWTAX drawdown since its inception was -54.12%, smaller than the maximum RYVIX drawdown of -94.06%. Use the drawdown chart below to compare losses from any high point for AWTAX and RYVIX.


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Drawdown Indicators


AWTAXRYVIXDifference

Max Drawdown

Largest peak-to-trough decline

-54.12%

-94.06%

+39.94%

Max Drawdown (1Y)

Largest decline over 1 year

-10.95%

-26.31%

+15.36%

Max Drawdown (5Y)

Largest decline over 5 years

-30.85%

-43.86%

+13.01%

Max Drawdown (10Y)

Largest decline over 10 years

-32.78%

-88.04%

+55.26%

Current Drawdown

Current decline from peak

-10.27%

-69.90%

+59.63%

Average Drawdown

Average peak-to-trough decline

-9.92%

-46.04%

+36.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.23%

9.44%

-6.21%

Volatility

AWTAX vs. RYVIX - Volatility Comparison

The current volatility for Virtus Water Fund (AWTAX) is 4.84%, while Rydex Energy Services Fund (RYVIX) has a volatility of 8.48%. This indicates that AWTAX experiences smaller price fluctuations and is considered to be less risky than RYVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AWTAXRYVIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.84%

8.48%

-3.64%

Volatility (6M)

Calculated over the trailing 6-month period

8.94%

21.18%

-12.24%

Volatility (1Y)

Calculated over the trailing 1-year period

14.71%

37.17%

-22.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.10%

35.72%

-18.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.26%

40.45%

-23.19%