REPIX vs. RYTNX

Last updated Jun 3, 2026

REPIX (ProFunds Real Estate UltraSector Fund) and RYTNX (Rydex S&P 500 2x Strategy Fund) are both Leveraged Equities funds. Over the past 10 years, REPIX returned 3.31%/yr vs 22.93%/yr for RYTNX. A 0.64 correlation means they provide meaningful diversification when combined. REPIX charges 1.55%/yr vs 1.82%/yr for RYTNX.

Performance

REPIX vs. RYTNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProFunds Real Estate UltraSector Fund (REPIX) and Rydex S&P 500 2x Strategy Fund (RYTNX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, REPIX achieves a 9.39% return, which is significantly lower than RYTNX's 20.21% return. Over the past 10 years, REPIX has underperformed RYTNX with an annualized return of 3.31%, while RYTNX has yielded a comparatively higher 22.93% annualized return.

REPIX

• 1D: -2.45%
• 1M: -3.89%
• YTD: 9.39%
• 6M: 8.18%
• 1Y: 4.63%
• 3Y*: 7.12%
• 5Y*: -2.27%
• 10Y*: 3.31%

RYTNX

• 1D: 0.51%
• 1M: 10.11%
• YTD: 20.21%
• 6M: 20.19%
• 1Y: 54.37%
• 3Y*: 36.65%
• 5Y*: 18.55%
• 10Y*: 22.93%

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

REPIX vs. RYTNX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
REPIX ProFunds Real Estate UltraSector Fund	9.39%	-1.98%	0.89%	10.34%	-38.59%	59.56%	-15.75%	41.02%	-9.97%	11.32%
RYTNX Rydex S&P 500 2x Strategy Fund	20.21%	24.88%	41.95%	45.20%	-39.32%	55.55%	20.31%	62.29%	-15.06%	42.95%

Correlation

The correlation between REPIX and RYTNX is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.31
Correlation (3Y) Calculated over the trailing 3-year period	0.44
Correlation (5Y) Calculated over the trailing 5-year period	0.58
Correlation (10Y) Calculated over the trailing 10-year period	0.56
Correlation (All Time) Calculated using the full available price history since Jan 3, 2001	0.64

Over the past year, the correlation between REPIX and RYTNX has dropped to 0.31 - well below their long-term average of 0.64, suggesting their price drivers have been diverging.

Return for Risk

REPIX vs. RYTNX — Risk / Return Rank

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

REPIX

REPIX Risk / Return Rank: 4
REPIX Sharpe Ratio Rank: 4
REPIX Sortino Ratio Rank: 4
REPIX Omega Ratio Rank: 4
REPIX Calmar Ratio Rank: 4
REPIX Martin Ratio Rank: 4

RYTNX

RYTNX Risk / Return Rank: 59
RYTNX Sharpe Ratio Rank: 64
RYTNX Sortino Ratio Rank: 50
RYTNX Omega Ratio Rank: 51
RYTNX Calmar Ratio Rank: 61
RYTNX Martin Ratio Rank: 68

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.

REPIX vs. RYTNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProFunds Real Estate UltraSector Fund (REPIX) and Rydex S&P 500 2x Strategy Fund (RYTNX). 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.

	REPIX	RYTNX	Difference
Sharpe ratio Return per unit of total volatility	0.23	2.36	-2.13
Sortino ratio Return per unit of downside risk	0.45	2.98	-2.53
Omega ratio Gain probability vs. loss probability	1.06	1.39	-0.34
Calmar ratio Return relative to maximum drawdown	0.39	3.02	-2.63
Martin ratio Return relative to average drawdown	0.95	13.24	-12.29
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

REPIX vs. RYTNX - Sharpe Ratio Comparison

The current REPIX Sharpe Ratio is 0.23, which is lower than the RYTNX Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of REPIX and RYTNX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	REPIX	RYTNX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.23	2.36	-2.13
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.08	0.55	-0.63
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.11	0.64	-0.53
Sharpe Ratio (All Time) Calculated using the full available price history	0.13	0.25	-0.12

Drawdowns

REPIX vs. RYTNX - Drawdown Comparison

The maximum REPIX drawdown since its inception was -91.23%, which is greater than RYTNX's maximum drawdown of -86.64%. Use the drawdown chart below to compare losses from any high point for REPIX and RYTNX.

Drawdown Indicators

	REPIX	RYTNX	Difference
Max Drawdown Largest peak-to-trough decline	-91.23%	-86.64%	-4.59%
Max Drawdown (1Y) Largest decline over 1 year	-12.68%	-18.43%	+5.75%
Max Drawdown (3Y) Largest decline over 3 years	-25.96%	-35.36%	+9.40%
Max Drawdown (5Y) Largest decline over 5 years	-51.35%	-47.01%	-4.34%
Max Drawdown (10Y) Largest decline over 10 years	-58.17%	-59.23%	+1.06%
Current Drawdown Current decline from peak	-26.70%	0.00%	-26.70%
Average Drawdown Average peak-to-trough decline	-32.31%	-28.54%	-3.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.18%	4.20%	+0.98%

Volatility

REPIX vs. RYTNX - Volatility Comparison

ProFunds Real Estate UltraSector Fund (REPIX) and Rydex S&P 500 2x Strategy Fund (RYTNX) have volatilities of 5.63% and 5.62%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	REPIX	RYTNX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.63%	5.62%	+0.01%
Volatility (6M) Calculated over the trailing 6-month period	14.78%	17.93%	-3.15%
Volatility (1Y) Calculated over the trailing 1-year period	20.34%	23.73%	-3.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.25%	33.75%	-5.50%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.62%	36.16%	-5.54%

REPIX vs. RYTNX - Expense Ratio Comparison

REPIX has a 1.55% expense ratio, which is lower than RYTNX's 1.82% expense ratio.

Dividends

REPIX vs. RYTNX - Dividend Comparison

REPIX's dividend yield for the trailing twelve months is around 1.06%, less than RYTNX's 3.98% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
REPIX ProFunds Real Estate UltraSector Fund	1.06%	1.23%	1.98%	1.43%	3.31%	12.77%	0.89%	2.57%	1.28%	0.00%	3.66%	0.17%
RYTNX Rydex S&P 500 2x Strategy Fund	3.98%	4.79%	5.45%	0.14%	0.00%	0.14%	0.69%	1.84%	0.00%	5.84%	0.16%	1.52%

Frequently Asked Questions

Can I hold both REPIX and RYTNX in my portfolio?

REPIX and RYTNX have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, REPIX or RYTNX?

REPIX has higher volatility (5.63%) compared to RYTNX (5.62%). In terms of maximum drawdown, REPIX dropped -91.23% vs RYTNX's -86.64%.

Which has better risk-adjusted returns?

RYTNX currently has the higher Sharpe Ratio (2.36 vs 0.23), 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.