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RMQAX vs. REPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RMQAX vs. REPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rydex Monthly Rebalance NASDAQ-100 2x Strategy Fund (RMQAX) and ProFunds Real Estate UltraSector Fund (REPIX). The values are adjusted to include any dividend payments, if applicable.

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RMQAX vs. REPIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RMQAX
Rydex Monthly Rebalance NASDAQ-100 2x Strategy Fund
-19.02%33.92%44.76%115.91%-59.93%56.36%101.06%80.80%-7.28%69.80%
REPIX
ProFunds Real Estate UltraSector Fund
-0.91%-1.98%0.89%10.34%-38.59%59.56%-15.75%41.02%-9.97%11.32%

Returns By Period

In the year-to-date period, RMQAX achieves a -19.02% return, which is significantly lower than REPIX's -0.91% return. Over the past 10 years, RMQAX has outperformed REPIX with an annualized return of 30.14%, while REPIX has yielded a comparatively lower 2.46% annualized return.


RMQAX

1D
-1.68%
1M
-16.37%
YTD
-19.02%
6M
-16.53%
1Y
31.63%
3Y*
33.85%
5Y*
15.55%
10Y*
30.14%

REPIX

1D
0.64%
1M
-11.72%
YTD
-0.91%
6M
-6.93%
1Y
-6.55%
3Y*
2.51%
5Y*
-0.91%
10Y*
2.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RMQAX vs. REPIX - Expense Ratio Comparison

RMQAX has a 1.32% expense ratio, which is lower than REPIX's 1.55% expense ratio.


Return for Risk

RMQAX vs. REPIX — Risk / Return Rank

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

RMQAX
RMQAX Risk / Return Rank: 3636
Overall Rank
RMQAX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
RMQAX Sortino Ratio Rank: 4343
Sortino Ratio Rank
RMQAX Omega Ratio Rank: 4242
Omega Ratio Rank
RMQAX Calmar Ratio Rank: 3636
Calmar Ratio Rank
RMQAX Martin Ratio Rank: 3131
Martin Ratio Rank

REPIX
REPIX Risk / Return Rank: 33
Overall Rank
REPIX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
REPIX Sortino Ratio Rank: 33
Sortino Ratio Rank
REPIX Omega Ratio Rank: 33
Omega Ratio Rank
REPIX Calmar Ratio Rank: 33
Calmar Ratio Rank
REPIX Martin Ratio Rank: 33
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.

RMQAX vs. REPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rydex Monthly Rebalance NASDAQ-100 2x Strategy Fund (RMQAX) and ProFunds Real Estate UltraSector Fund (REPIX). 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.


RMQAXREPIXDifference

Sharpe ratio

Return per unit of total volatility

0.67

-0.21

+0.88

Sortino ratio

Return per unit of downside risk

1.28

-0.13

+1.41

Omega ratio

Gain probability vs. loss probability

1.18

0.98

+0.20

Calmar ratio

Return relative to maximum drawdown

0.96

-0.30

+1.26

Martin ratio

Return relative to average drawdown

3.36

-0.92

+4.27

RMQAX vs. REPIX - Sharpe Ratio Comparison

The current RMQAX Sharpe Ratio is 0.67, which is higher than the REPIX Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of RMQAX and REPIX, 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


RMQAXREPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

-0.21

+0.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

-0.03

+0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.08

+0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.13

+0.49

Correlation

The correlation between RMQAX and REPIX is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

RMQAX vs. REPIX - Dividend Comparison

RMQAX's dividend yield for the trailing twelve months is around 44.79%, more than REPIX's 1.24% yield.


TTM20252024202320222021202020192018201720162015
RMQAX
Rydex Monthly Rebalance NASDAQ-100 2x Strategy Fund
44.79%36.27%26.02%3.76%0.00%2.18%5.30%0.10%0.00%0.00%0.00%0.00%
REPIX
ProFunds Real Estate UltraSector Fund
1.24%1.23%1.98%1.43%3.31%12.77%0.89%2.57%1.28%0.00%3.66%0.17%

Drawdowns

RMQAX vs. REPIX - Drawdown Comparison

The maximum RMQAX drawdown since its inception was -63.18%, smaller than the maximum REPIX drawdown of -91.23%. Use the drawdown chart below to compare losses from any high point for RMQAX and REPIX.


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Drawdown Indicators


RMQAXREPIXDifference

Max Drawdown

Largest peak-to-trough decline

-63.18%

-91.23%

+28.05%

Max Drawdown (1Y)

Largest decline over 1 year

-25.11%

-17.51%

-7.60%

Max Drawdown (5Y)

Largest decline over 5 years

-63.18%

-51.35%

-11.83%

Max Drawdown (10Y)

Largest decline over 10 years

-63.18%

-58.17%

-5.01%

Current Drawdown

Current decline from peak

-24.96%

-33.61%

+8.65%

Average Drawdown

Average peak-to-trough decline

-13.05%

-32.36%

+19.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.20%

5.66%

+1.54%

Volatility

RMQAX vs. REPIX - Volatility Comparison

Rydex Monthly Rebalance NASDAQ-100 2x Strategy Fund (RMQAX) has a higher volatility of 11.12% compared to ProFunds Real Estate UltraSector Fund (REPIX) at 6.31%. This indicates that RMQAX's price experiences larger fluctuations and is considered to be riskier than REPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RMQAXREPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.12%

6.31%

+4.81%

Volatility (6M)

Calculated over the trailing 6-month period

25.22%

14.30%

+10.92%

Volatility (1Y)

Calculated over the trailing 1-year period

47.33%

24.55%

+22.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.16%

28.21%

+17.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.29%

30.58%

+15.71%