FNPIX vs. RYILX
FNPIX (ProFunds Financials UltraSector Fund) and RYILX (Rydex Inverse High Yield Strategy Fund) are both mutual funds - FNPIX is a Leveraged Equities fund managed by ProFunds, while RYILX is a Inverse Bonds fund managed by Rydex Funds. Over the past 10 years, FNPIX returned 14.96%/yr vs -2.69%/yr for RYILX. At a correlation of -0.52, they often move in opposite directions. FNPIX charges 1.72%/yr vs 1.55%/yr for RYILX.
Performance
FNPIX vs. RYILX - Performance Comparison
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Returns By Period
In the year-to-date period, FNPIX achieves a 3.00% return, which is significantly higher than RYILX's 1.83% return. Over the past 10 years, FNPIX has outperformed RYILX with an annualized return of 14.96%, while RYILX has yielded a comparatively lower -2.69% annualized return.
FNPIX
- 1D
- 0.97%
- 1M
- 6.15%
- 6M
- 4.36%
- YTD
- 3.00%
- 1Y
- 9.73%
- 3Y*
- 23.63%
- 5Y*
- 12.02%
- 10Y*
- 14.96%
RYILX
- 1D
- -0.27%
- 1M
- 0.51%
- 6M
- 1.80%
- YTD
- 1.83%
- 1Y
- -0.23%
- 3Y*
- -1.84%
- 5Y*
- -0.04%
- 10Y*
- -2.69%
FNPIX vs. RYILX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FNPIX ProFunds Financials UltraSector Fund | 3.00% | 16.39% | 38.51% | 18.34% | -23.84% | 57.11% | -9.83% | 46.49% | -17.23% | 27.19% |
RYILX Rydex Inverse High Yield Strategy Fund | 1.83% | -4.36% | 0.83% | -5.00% | 8.71% | -3.58% | -5.89% | -11.11% | 1.00% | -5.87% |
Correlation
The correlation between FNPIX and RYILX is -0.44, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.49 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.55 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.51 |
Correlation (All Time) Calculated using the full available price history since Apr 16, 2007 | -0.52 |
The correlation between FNPIX and RYILX shifts across timeframes, from -0.55 (5 years) to -0.44 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
FNPIX vs. RYILX — Risk / Return Rank
FNPIX
RYILX
FNPIX vs. RYILX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProFunds Financials UltraSector Fund (FNPIX) and Rydex Inverse High Yield Strategy Fund (RYILX). 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.
| FNPIX | RYILX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.59 | ||
| Sortino ratioReturn per unit of downside risk | +0.91 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 0.99 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 0.49 | -0.12 | +0.61 |
| Martin ratioReturn relative to average drawdown | 1.15 | -0.25 | +1.40 |
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Drawdowns
FNPIX vs. RYILX - Drawdown Comparison
The maximum FNPIX drawdown since its inception was -93.14%, which is greater than RYILX's maximum drawdown of -77.21%. Use the drawdown chart below to compare losses from any high point for FNPIX and RYILX.
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Drawdown Indicators
| FNPIX | RYILX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.14% | -77.21% | -15.93% |
Max Drawdown (1Y)Largest decline over 1 year | -22.37% | -4.01% | -18.36% |
Max Drawdown (3Y)Largest decline over 3 years | -23.21% | -12.72% | -10.49% |
Max Drawdown (5Y)Largest decline over 5 years | -37.80% | -15.44% | -22.36% |
Max Drawdown (10Y)Largest decline over 10 years | -58.23% | -26.23% | -32.00% |
Current DrawdownCurrent decline from peak | -1.37% | -76.72% | +75.35% |
Average DrawdownAverage peak-to-trough decline | -36.09% | -58.20% | +22.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.38% | 2.08% | +7.30% |
Volatility
FNPIX vs. RYILX - Volatility Comparison
ProFunds Financials UltraSector Fund (FNPIX) has a higher volatility of 6.15% compared to Rydex Inverse High Yield Strategy Fund (RYILX) at 1.58%. This indicates that FNPIX's price experiences larger fluctuations and is considered to be riskier than RYILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FNPIX | RYILX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.15% | 1.58% | +4.57% |
Volatility (6M)Calculated over the trailing 6-month period | 17.00% | 4.31% | +12.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.98% | 4.98% | +17.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.39% | 7.57% | +19.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.54% | 8.14% | +22.40% |
FNPIX vs. RYILX - Expense Ratio Comparison
FNPIX has a 1.72% expense ratio, which is higher than RYILX's 1.55% expense ratio.
Dividends
FNPIX vs. RYILX - Dividend Comparison
Neither FNPIX nor RYILX has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
FNPIX ProFunds Financials UltraSector Fund | 0.00% | 0.00% | 0.49% | 0.25% | 0.00% | 13.10% | 0.00% | 1.70% |
RYILX Rydex Inverse High Yield Strategy Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 2.45% | 7.79% | 0.00% |
Frequently Asked Questions
FNPIX and RYILX have a correlation of -0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FNPIX has higher volatility (6.15%) compared to RYILX (1.58%). In terms of maximum drawdown, FNPIX dropped -93.14% vs RYILX's -77.21%.
FNPIX currently has the higher Sharpe Ratio (0.50 vs -0.10), 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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