DRCVX vs. RYURX
DRCVX (Comstock Capital Value Fund) and RYURX (Rydex Inverse S&P 500 Strategy Fund) are both Inverse Equities funds. Over the past 10 years, DRCVX returned -3.72%/yr vs -12.47%/yr for RYURX. Their 0.71 correlation means they have sometimes moved together and sometimes differently. DRCVX charges 0.00%/yr vs 1.49%/yr for RYURX.
Performance
DRCVX vs. RYURX - 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 RYURX's -6.06% return. Over the past 10 years, DRCVX has outperformed RYURX with an annualized return of -3.72%, while RYURX has yielded a comparatively lower -12.47% 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%
RYURX
- 1D
- -1.56%
- 1M
- 0.93%
- 6M
- -5.19%
- YTD
- -6.06%
- 1Y
- -12.58%
- 3Y*
- -10.49%
- 5Y*
- -7.99%
- 10Y*
- -12.47%
- ALL TIME*
- -10.18%
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. RYURX - 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% |
RYURX Rydex Inverse S&P 500 Strategy Fund | -6.06% | -11.41% | -13.04% | -14.56% | 17.56% | -24.19% | -24.90% | -22.65% | 4.33% | -17.38% |
Correlation
The correlation between DRCVX and RYURX is -0.46, 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. | -0.46 |
Correlation (3Y) Balances recent behavior with more history. | -0.55 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.57 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.07 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 1995 | 0.71 |
The correlation between DRCVX and RYURX shifts across timeframes, from -0.57 (5 years) to 0.71 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DRCVX vs. RYURX — Risk / Return Rank
DRCVX
RYURX
DRCVX vs. RYURX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Comstock Capital Value Fund (DRCVX) and Rydex Inverse S&P 500 Strategy Fund (RYURX). 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 | RYURX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.13 | ||
| Sortino ratioReturn per unit of downside risk | +4.82 | ||
| Omega ratioGain probability vs. loss probability | 1.52 | 0.87 | +0.65 |
| Calmar ratioReturn relative to maximum drawdown | 7.17 | -0.67 | +7.85 |
| Martin ratioReturn relative to average drawdown | 25.00 | -1.21 | +26.21 |
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Drawdowns
DRCVX vs. RYURX - Drawdown Comparison
The maximum DRCVX drawdown since its inception was -97.47%, roughly equal to the maximum RYURX drawdown of -96.72%. Use the drawdown chart below to compare losses from any high point for DRCVX and RYURX.
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Drawdown Indicators
| DRCVX | RYURX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.47% | -96.72% | -0.75% |
Max Drawdown (1Y)Largest decline over 1 year | -0.89% | -16.08% | +15.19% |
Max Drawdown (3Y)Largest decline over 3 years | -3.82% | -38.48% | +34.66% |
Max Drawdown (5Y)Largest decline over 5 years | -4.08% | -44.10% | +40.02% |
Max Drawdown (10Y)Largest decline over 10 years | -49.21% | -75.17% | +25.96% |
Current DrawdownCurrent decline from peak | -96.61% | -96.63% | +0.02% |
Average DrawdownAverage peak-to-trough decline | -66.00% | -69.05% | +3.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.26% | 8.97% | -8.71% |
Volatility
DRCVX vs. RYURX - Volatility Comparison
The current volatility for Comstock Capital Value Fund (DRCVX) is 0.74%, while Rydex Inverse S&P 500 Strategy Fund (RYURX) has a volatility of 3.38%. This indicates that DRCVX experiences smaller price fluctuations and is considered to be less risky than RYURX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DRCVX | RYURX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.74% | 3.38% | -2.64% |
Volatility (6M)Calculated over the trailing 6-month period | 1.95% | 10.05% | -8.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.81% | 12.78% | -9.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.59% | 17.11% | -12.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.42% | 18.11% | -8.69% |
DRCVX vs. RYURX - Expense Ratio Comparison
DRCVX has a 0.00% expense ratio, which is lower than RYURX's 1.49% expense ratio.
Dividends
DRCVX vs. RYURX - Dividend Comparison
DRCVX's dividend yield for the trailing twelve months is around 1.90%, less than RYURX's 4.06% 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% |
RYURX Rydex Inverse S&P 500 Strategy Fund | 4.06% | 3.82% | 6.78% | 2.79% | 0.00% | 0.00% | 0.42% | 0.86% |
Frequently Asked Questions
DRCVX and RYURX have a correlation of -0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RYURX has higher volatility (3.38%) compared to DRCVX (0.74%). In terms of maximum drawdown, DRCVX dropped -97.47% vs RYURX's -96.72%.
DRCVX currently has the higher Sharpe Ratio (2.28 vs -0.85), 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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