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MCSFX vs. RYMEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

MCSFX vs. RYMEX

Last updated Apr 1, 2026

Compare and contrast key facts about MFS Commodity Strategy Fund (MCSFX) and Rydex Commodities Strategy Fund (RYMEX).

MCSFX is managed by MFS. It was launched on Aug 15, 2018. RYMEX is managed by Rydex Funds. It was launched on May 24, 2005.

Performance

MCSFX vs. RYMEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Commodity Strategy Fund (MCSFX) and Rydex Commodities Strategy Fund (RYMEX). The values are adjusted to include any dividend payments, if applicable.

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MCSFX vs. RYMEX - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
MCSFX
MFS Commodity Strategy Fund		20.28%17.09%4.32%-7.25%12.27%26.40%-1.34%-1.69%
RYMEX
Rydex Commodities Strategy Fund		40.07%4.70%8.24%-6.14%23.72%39.03%-64.08%-0.02%

Returns By Period

In the year-to-date period, MCSFX achieves a 20.28% return, which is significantly lower than RYMEX's 40.07% return.

MCSFX

1D
0.46%
1M
6.91%
YTD
20.28%
6M
26.86%
1Y
29.49%
3Y*
12.79%
5Y*
12.72%
10Y*
—

RYMEX

1D
1.67%
1M
24.61%
YTD
40.07%
6M
40.55%
1Y
40.95%
3Y*
16.42%
5Y*
17.74%
10Y*
0.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

MFS Commodity Strategy Fund

Rydex Commodities Strategy Fund

Often compared with MCSFX:
MCSFX vs. PDBCMCSFX vs. BRCYXMCSFX vs. PCLPXMCSFX vs. BRCAXMCSFX vs. FIFGXMCSFX vs. BCSKXMCSFX vs. DCMSX
Often compared with RYMEX:
RYMEX vs. SDCIRYMEX vs. PQCMXRYMEX vs. PCLPXRYMEX vs. FFGIXRYMEX vs. RYTNXRYMEX vs. BCSKXRYMEX vs. FYHTX

MCSFX vs. RYMEX - Expense Ratio Comparison

MCSFX has a 1.89% expense ratio, which is higher than RYMEX's 1.60% expense ratio.

MCSFX
MFS Commodity Strategy Fund
RYMEX
Rydex Commodities Strategy Fund

Return for Risk

MCSFX vs. RYMEX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
MCSFX
MCSFX Risk / Return Rank: 8888
Overall Rank
MCSFX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
MCSFX Sortino Ratio Rank: 8787
Sortino Ratio Rank
MCSFX Omega Ratio Rank: 8383
Omega Ratio Rank
MCSFX Calmar Ratio Rank: 9494
Calmar Ratio Rank
MCSFX Martin Ratio Rank: 8787
Martin Ratio Rank
RYMEX
RYMEX Risk / Return Rank: 9191
Overall Rank
RYMEX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
RYMEX Sortino Ratio Rank: 9292
Sortino Ratio Rank
RYMEX Omega Ratio Rank: 8686
Omega Ratio Rank
RYMEX Calmar Ratio Rank: 9696
Calmar Ratio Rank
RYMEX Martin Ratio Rank: 8888
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.

MCSFX vs. RYMEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Commodity Strategy Fund (MCSFX) and Rydex Commodities Strategy Fund (RYMEX). 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.

MCSFXRYMEXDifference

Sharpe ratio

Return per unit of total volatility

1.84

2.04

-0.20

Sortino ratio

Return per unit of downside risk

2.35

2.70

-0.35

Omega ratio

Gain probability vs. loss probability

1.34

1.36

-0.02

Calmar ratio

Return relative to maximum drawdown

3.19

3.59

-0.40

Martin ratio

Return relative to average drawdown

9.29

9.58

-0.29

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MCSFX vs. RYMEX - Sharpe Ratio Comparison

The current MCSFX Sharpe Ratio is 1.84, which is comparable to the RYMEX Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of MCSFX and RYMEX, 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

MCSFXRYMEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.84

2.04

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.81

-0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.04

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

-0.26

+0.57

Correlation

The correlation between MCSFX and RYMEX is 0.78, 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

MCSFX vs. RYMEX - Dividend Comparison

MCSFX's dividend yield for the trailing twelve months is around 12.51%, more than RYMEX's 1.70% yield.

TTM202520242023202220212020201920182017
MCSFX
MFS Commodity Strategy Fund		12.51%15.05%2.25%1.04%26.24%54.80%0.15%0.86%0.00%0.00%
RYMEX
Rydex Commodities Strategy Fund		1.70%2.38%0.00%4.98%17.15%2.97%0.00%0.74%44.23%1.49%

Drawdowns

MCSFX vs. RYMEX - Drawdown Comparison

The maximum MCSFX drawdown since its inception was -37.16%, smaller than the maximum RYMEX drawdown of -93.96%. Use the drawdown chart below to compare losses from any high point for MCSFX and RYMEX.

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Drawdown Indicators

MCSFXRYMEXDifference

Max Drawdown

Largest peak-to-trough decline

-37.16%

-93.96%

+56.80%

Max Drawdown (1Y)

Largest decline over 1 year

-9.56%

-11.86%

+2.30%

Max Drawdown (5Y)

Largest decline over 5 years

-37.16%

-30.45%

-6.71%

Max Drawdown (10Y)

Largest decline over 10 years

—

-69.87%

—

Current Drawdown

Current decline from peak

-1.59%

-84.04%

+82.45%

Average Drawdown

Average peak-to-trough decline

-18.70%

-69.16%

+50.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.28%

4.45%

-1.17%

Volatility

MCSFX vs. RYMEX - Volatility Comparison

The current volatility for MFS Commodity Strategy Fund (MCSFX) is 6.45%, while Rydex Commodities Strategy Fund (RYMEX) has a volatility of 11.73%. This indicates that MCSFX experiences smaller price fluctuations and is considered to be less risky than RYMEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

MCSFXRYMEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.45%

11.73%

-5.28%

Volatility (6M)

Calculated over the trailing 6-month period

13.51%

16.53%

-3.02%

Volatility (1Y)

Calculated over the trailing 1-year period

16.69%

21.32%

-4.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.14%

22.05%

+12.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.85%

27.62%

+2.23%