MGIFX vs. RYEIX

Last updated Jun 25, 2026

MGIFX (Mondrian Global Listed Infrastructure Fund) and RYEIX (Rydex Energy Fund) are both Energy Equities funds. At a 0.40 correlation, their price movements are largely independent. MGIFX charges 0.95%/yr vs 1.36%/yr for RYEIX.

Performance

MGIFX vs. RYEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mondrian Global Listed Infrastructure Fund (MGIFX) and Rydex Energy Fund (RYEIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

MGIFX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

RYEIX

• 1D: 0.07%
• 1M: -8.14%
• YTD: 25.82%
• 6M: 26.10%
• 1Y: 37.36%
• 3Y*: 14.83%
• 5Y*: 15.54%
• 10Y*: 5.90%

*Multi-year figures are annualized to reflect compound growth (CAGR)

MGIFX vs. RYEIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
MGIFX Mondrian Global Listed Infrastructure Fund	13.34%	28.20%	-0.47%	7.88%	-3.61%	11.74%	-0.69%	31.06%	0.00%
RYEIX Rydex Energy Fund	25.82%	6.96%	0.49%	1.87%	49.54%	50.70%	-34.24%	6.50%	0.66%

Correlation

The correlation between MGIFX and RYEIX is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.15
Correlation (3Y) Calculated over the trailing 3-year period	0.27
Correlation (5Y) Calculated over the trailing 5-year period	0.37
Correlation (All Time) Calculated using the full available price history since Dec 31, 2018	0.40

Over the past year, the correlation between MGIFX and RYEIX has dropped to 0.15 - well below their long-term average of 0.40, suggesting their price drivers have been diverging.

Return for Risk

MGIFX vs. RYEIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MGIFX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

RYEIX

RYEIX Risk / Return Rank: 55
RYEIX Sharpe Ratio Rank: 52
RYEIX Sortino Ratio Rank: 44
RYEIX Omega Ratio Rank: 41
RYEIX Calmar Ratio Rank: 80
RYEIX Martin Ratio Rank: 57

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.

MGIFX vs. RYEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mondrian Global Listed Infrastructure Fund (MGIFX) 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.

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.

	MGIFX	RYEIX	Difference
Sharpe ratio: Return per unit of total volatility	—	1.86	—
Sortino ratio: Return per unit of downside risk	—	2.45	—
Omega ratio: Gain probability vs. loss probability	—	1.31	—
Calmar ratio: Return relative to maximum drawdown	—	3.31	—
Martin ratio: Return relative to average drawdown	—	10.42	—

Drawdowns

Drawdown Indicators

	MGIFX	RYEIX	Difference
Max Drawdown Largest peak-to-trough decline	—	-83.50%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-11.15%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-26.94%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-26.94%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-74.93%	—
Current Drawdown Current decline from peak	—	-10.01%	—
Average Drawdown Average peak-to-trough decline	—	-28.57%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.54%	—

Volatility

Volatility by Period

	MGIFX	RYEIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	6.72%	—
Volatility (6M) Calculated over the trailing 6-month period	—	15.41%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	20.01%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	26.41%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	31.79%	—

MGIFX vs. RYEIX - Expense Ratio Comparison

MGIFX has a 0.95% expense ratio, which is lower than RYEIX's 1.36% expense ratio.

Dividends

MGIFX vs. RYEIX - Dividend Comparison

MGIFX's dividend yield for the trailing twelve months is around 49.24%, more than RYEIX's 1.99% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MGIFX Mondrian Global Listed Infrastructure Fund	49.24%	7.56%	3.17%	5.41%	8.60%	7.13%	6.18%	6.74%	0.00%	0.00%	0.00%	0.00%
RYEIX Rydex Energy Fund	1.99%	2.51%	3.84%	2.68%	2.55%	0.50%	2.38%	0.78%	0.81%	0.71%	0.62%	0.43%

Frequently Asked Questions

Can I hold both MGIFX and RYEIX in my portfolio?

MGIFX and RYEIX have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.