DRCVX vs. RYCZX
DRCVX (Comstock Capital Value Fund) and RYCZX (Rydex Inverse Dow 2x Strategy Fund) are both Inverse Equities funds. Over the past 10 years, DRCVX returned -3.72%/yr vs -25.60%/yr for RYCZX. Their 0.58 correlation means they have sometimes moved together and sometimes differently. DRCVX charges 0.00%/yr vs 2.70%/yr for RYCZX.
Performance
DRCVX vs. RYCZX - Performance Comparison
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Returns By Period
In the year-to-date period, DRCVX achieves a 3.17% return, which is significantly higher than RYCZX's -15.64% return. Over the past 10 years, DRCVX has outperformed RYCZX with an annualized return of -3.72%, while RYCZX has yielded a comparatively lower -25.60% annualized return.
DRCVX
- 1D
- 0.00%
- 1M
- -0.44%
- 6M
- 2.93%
- YTD
- 3.17%
- 1Y
- 6.88%
- 3Y*
- 6.82%
- 5Y*
- 5.26%
- 10Y*
- -3.72%
- ALL TIME*
- -0.82%
RYCZX
- 1D
- -2.34%
- 1M
- 2.78%
- 6M
- -12.90%
- YTD
- -15.64%
- 1Y
- -29.67%
- 3Y*
- -20.73%
- 5Y*
- -16.29%
- 10Y*
- -25.60%
- ALL TIME*
- -23.06%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
DRCVX vs. RYCZX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DRCVX Comstock Capital Value Fund | 3.17% | 11.55% | 2.02% | 6.55% | 4.13% | -2.16% | -5.36% | -25.76% | 7.76% | -20.58% |
RYCZX Rydex Inverse Dow 2x Strategy Fund | -15.64% | -22.14% | -16.97% | -19.05% | 5.48% | -36.32% | -45.37% | -36.65% | 0.75% | -39.59% |
Correlation
The correlation between DRCVX and RYCZX is -0.50, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.50 |
Correlation (3Y) Balances recent behavior with more history. | -0.59 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.59 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.06 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2005 | 0.58 |
The correlation between DRCVX and RYCZX shifts across timeframes, from -0.59 (3 years) to 0.58 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DRCVX vs. RYCZX — Risk / Return Rank
DRCVX
RYCZX
DRCVX vs. RYCZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Comstock Capital Value Fund (DRCVX) and Rydex Inverse Dow 2x Strategy Fund (RYCZX). 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.
| DRCVX | RYCZX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.35 | ||
| Sortino ratioReturn per unit of downside risk | +5.14 | ||
| Omega ratioGain probability vs. loss probability | 1.52 | 0.83 | +0.69 |
| Calmar ratioReturn relative to maximum drawdown | 7.17 | -0.84 | +8.01 |
| Martin ratioReturn relative to average drawdown | 25.00 | -1.42 | +26.43 |
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Drawdowns
DRCVX vs. RYCZX - Drawdown Comparison
The maximum DRCVX drawdown since its inception was -97.47%, roughly equal to the maximum RYCZX drawdown of -99.80%. Use the drawdown chart below to compare losses from any high point for DRCVX and RYCZX.
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Drawdown Indicators
| DRCVX | RYCZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.47% | -99.80% | +2.33% |
Max Drawdown (1Y)Largest decline over 1 year | -0.89% | -32.00% | +31.11% |
Max Drawdown (3Y)Largest decline over 3 years | -3.82% | -60.61% | +56.79% |
Max Drawdown (5Y)Largest decline over 5 years | -4.08% | -68.62% | +64.54% |
Max Drawdown (10Y)Largest decline over 10 years | -49.21% | -95.14% | +45.93% |
Current DrawdownCurrent decline from peak | -96.61% | -99.79% | +3.18% |
Average DrawdownAverage peak-to-trough decline | -66.00% | -78.99% | +12.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.26% | 18.84% | -18.58% |
Volatility
DRCVX vs. RYCZX - Volatility Comparison
The current volatility for Comstock Capital Value Fund (DRCVX) is 0.74%, while Rydex Inverse Dow 2x Strategy Fund (RYCZX) has a volatility of 7.38%. This indicates that DRCVX experiences smaller price fluctuations and is considered to be less risky than RYCZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DRCVX | RYCZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.74% | 7.38% | -6.64% |
Volatility (6M)Calculated over the trailing 6-month period | 1.95% | 19.78% | -17.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.81% | 25.10% | -22.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.59% | 29.66% | -25.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.42% | 35.21% | -25.79% |
DRCVX vs. RYCZX - Expense Ratio Comparison
DRCVX has a 0.00% expense ratio, which is lower than RYCZX's 2.70% expense ratio.
Dividends
DRCVX vs. RYCZX - Dividend Comparison
DRCVX's dividend yield for the trailing twelve months is around 1.90%, less than RYCZX's 6.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
DRCVX Comstock Capital Value Fund | 1.90% | 1.96% | 0.00% | 1.71% | 0.00% | 0.00% | 0.00% | 0.00% |
RYCZX Rydex Inverse Dow 2x Strategy Fund | 6.97% | 5.88% | 4.32% | 1.00% | 0.00% | 0.00% | 0.05% | 0.24% |
Frequently Asked Questions
DRCVX and RYCZX have a correlation of -0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RYCZX has higher volatility (7.38%) compared to DRCVX (0.74%). In terms of maximum drawdown, DRCVX dropped -97.47% vs RYCZX's -99.80%.
DRCVX currently has the higher Sharpe Ratio (2.28 vs -1.07), 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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