FSTEX vs. RYEIX
Compare and contrast key facts about Invesco Energy Fund (FSTEX) and Rydex Energy Fund (RYEIX).
FSTEX is managed by Invesco. It was launched on Jan 18, 1984. RYEIX is managed by Rydex Funds. It was launched on Apr 20, 1998.
Performance
FSTEX vs. RYEIX - Performance Comparison
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FSTEX vs. RYEIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FSTEX Invesco Energy Fund | 38.85% | 12.31% | 6.00% | 0.28% | 52.85% | 55.99% | -32.13% | 4.78% | -26.82% | -8.26% |
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
The year-to-date returns for both stocks are quite close, with FSTEX having a 38.85% return and RYEIX slightly lower at 37.40%. Over the past 10 years, FSTEX has outperformed RYEIX with an annualized return of 8.77%, while RYEIX has yielded a comparatively lower 8.05% annualized return.
FSTEX
- 1D
- -0.55%
- 1M
- 13.19%
- YTD
- 38.85%
- 6M
- 42.88%
- 1Y
- 43.71%
- 3Y*
- 20.07%
- 5Y*
- 25.80%
- 10Y*
- 8.77%
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%
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FSTEX vs. RYEIX - Expense Ratio Comparison
Both FSTEX and RYEIX have an expense ratio of 1.36%.
Return for Risk
FSTEX vs. RYEIX — Risk / Return Rank
FSTEX
RYEIX
FSTEX vs. RYEIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Energy Fund (FSTEX) 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.
| FSTEX | RYEIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.04 | 1.80 | +0.23 |
Sortino ratioReturn per unit of downside risk | 2.54 | 2.29 | +0.25 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.34 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.31 | 2.19 | +0.12 |
Martin ratioReturn relative to average drawdown | 8.35 | 7.78 | +0.57 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FSTEX | RYEIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.04 | 1.80 | +0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.03 | 0.81 | +0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.30 | 0.25 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.18 | +0.09 |
Correlation
The correlation between FSTEX and RYEIX is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
FSTEX vs. RYEIX - Dividend Comparison
FSTEX's dividend yield for the trailing twelve months is around 1.60%, less than RYEIX's 1.83% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSTEX Invesco Energy Fund | 1.60% | 2.22% | 4.03% | 2.11% | 0.89% | 1.80% | 2.21% | 1.53% | 3.05% | 2.22% | 1.10% | 1.58% |
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
FSTEX vs. RYEIX - Drawdown Comparison
The maximum FSTEX drawdown since its inception was -83.31%, roughly equal to the maximum RYEIX drawdown of -83.50%. Use the drawdown chart below to compare losses from any high point for FSTEX and RYEIX.
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Drawdown Indicators
| FSTEX | RYEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.31% | -83.50% | +0.19% |
Max Drawdown (1Y)Largest decline over 1 year | -18.57% | -20.09% | +1.52% |
Max Drawdown (5Y)Largest decline over 5 years | -26.88% | -26.94% | +0.06% |
Max Drawdown (10Y)Largest decline over 10 years | -73.41% | -74.93% | +1.52% |
Current DrawdownCurrent decline from peak | -0.55% | -1.73% | +1.18% |
Average DrawdownAverage peak-to-trough decline | -25.28% | -28.77% | +3.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.13% | 5.65% | -0.52% |
Volatility
FSTEX vs. RYEIX - Volatility Comparison
The current volatility for Invesco Energy Fund (FSTEX) is 4.36%, while Rydex Energy Fund (RYEIX) has a volatility of 5.16%. This indicates that FSTEX 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
| FSTEX | RYEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.36% | 5.16% | -0.80% |
Volatility (6M)Calculated over the trailing 6-month period | 12.75% | 14.08% | -1.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.29% | 25.16% | -2.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.29% | 26.72% | -1.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.77% | 31.88% | -2.11% |