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RMQAX vs. RYPMX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RMQAX vs. RYPMX - 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 Rydex Precious Metals Fund (RYPMX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RMQAX achieves a 17.71% return, which is significantly higher than RYPMX's -11.80% return. Over the past 10 years, RMQAX has outperformed RYPMX with an annualized return of 34.08%, while RYPMX has yielded a comparatively lower 9.80% annualized return.


RMQAX

1D
1.29%
1M
-7.73%
6M
13.82%
YTD
17.71%
1Y
41.27%
3Y*
36.09%
5Y*
18.27%
10Y*
34.08%
ALL TIME*
31.46%

RYPMX

1D
-3.23%
1M
-6.94%
6M
-20.55%
YTD
-11.80%
1Y
46.03%
3Y*
35.07%
5Y*
15.97%
10Y*
9.80%
ALL TIME*
2.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

RMQAX vs. RYPMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RMQAX
Rydex Monthly Rebalance NASDAQ-100 2x Strategy Fund
17.71%33.92%44.76%115.91%-59.93%56.36%101.06%80.80%-7.28%69.80%
RYPMX
Rydex Precious Metals Fund
-11.80%148.94%10.14%4.24%-10.57%-8.96%34.25%52.91%-16.56%7.04%

Correlation

The correlation between RMQAX and RYPMX is 0.42, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.42

Correlation (3Y)
Balances recent behavior with more history.

0.29

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.28

Correlation (10Y)
Provides a long-term view across more market conditions.

0.22

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2015

0.19

Over the past year, RMQAX and RYPMX have become more correlated (0.42) than their long-term average of 0.19, meaning their price movements have been converging.

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Return for Risk

RMQAX vs. RYPMX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

RMQAX
RMQAX Risk / Return Rank: 2727
Overall Rank
RMQAX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
RMQAX Sortino Ratio Rank: 2525
Sortino Ratio Rank
RMQAX Omega Ratio Rank: 2525
Omega Ratio Rank
RMQAX Calmar Ratio Rank: 3030
Calmar Ratio Rank
RMQAX Martin Ratio Rank: 2929
Martin Ratio Rank

RYPMX
RYPMX Risk / Return Rank: 2525
Overall Rank
RYPMX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
RYPMX Sortino Ratio Rank: 2626
Sortino Ratio Rank
RYPMX Omega Ratio Rank: 2929
Omega Ratio Rank
RYPMX Calmar Ratio Rank: 2525
Calmar Ratio Rank
RYPMX Martin Ratio Rank: 1818
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

RMQAX vs. RYPMX - 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 Rydex Precious Metals Fund (RYPMX). 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.


RMQAXRYPMXDifference
Sharpe ratioReturn per unit of total volatility

-0.07

Sortino ratioReturn per unit of downside risk

-0.03

Omega ratioGain probability vs. loss probability

1.18

1.19

-0.02

Calmar ratioReturn relative to maximum drawdown

1.44

1.23

+0.21

Martin ratioReturn relative to average drawdown

4.42

2.70

+1.72

RMQAX vs. RYPMX - Sharpe Ratio Comparison

The current RMQAX Sharpe Ratio is 0.91, which is comparable to the RYPMX Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of RMQAX and RYPMX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

RMQAX vs. RYPMX - Drawdown Comparison

The maximum RMQAX drawdown since its inception was -63.18%, smaller than the maximum RYPMX drawdown of -81.25%. Use the drawdown chart below to compare losses from any high point for RMQAX and RYPMX.


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Drawdown Indicators


RMQAXRYPMXDifference

Max Drawdown

Largest peak-to-trough decline

-63.18%

-81.25%

+18.07%

Max Drawdown (1Y)

Largest decline over 1 year

-24.96%

-38.89%

+13.93%

Max Drawdown (3Y)

Largest decline over 3 years

-42.45%

-38.89%

-3.56%

Max Drawdown (5Y)

Largest decline over 5 years

-63.18%

-46.46%

-16.72%

Max Drawdown (10Y)

Largest decline over 10 years

-63.18%

-47.81%

-15.37%

Current Drawdown

Current decline from peak

-16.01%

-36.07%

+20.06%

Average Drawdown

Average peak-to-trough decline

-12.85%

-40.33%

+27.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.10%

17.70%

-9.60%

Volatility

RMQAX vs. RYPMX - Volatility Comparison

Rydex Monthly Rebalance NASDAQ-100 2x Strategy Fund (RMQAX) has a higher volatility of 14.50% compared to Rydex Precious Metals Fund (RYPMX) at 12.94%. This indicates that RMQAX's price experiences larger fluctuations and is considered to be riskier than RYPMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RMQAXRYPMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.50%

12.94%

+1.56%

Volatility (6M)

Calculated over the trailing 6-month period

32.55%

40.11%

-7.56%

Volatility (1Y)

Calculated over the trailing 1-year period

39.25%

48.84%

-9.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.22%

37.71%

+9.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.82%

37.24%

+9.58%

RMQAX vs. RYPMX - Expense Ratio Comparison

RMQAX has a 1.32% expense ratio, which is higher than RYPMX's 1.26% expense ratio.


Dividends

RMQAX vs. RYPMX - Dividend Comparison

RMQAX's dividend yield for the trailing twelve months is around 30.81%, more than RYPMX's 3.41% yield.


PositionTTM20252024202320222021202020192018201720162015
RMQAX
Rydex Monthly Rebalance NASDAQ-100 2x Strategy Fund
30.81%36.27%26.02%3.76%0.00%2.18%5.30%0.10%0.00%0.00%0.00%0.00%
RYPMX
Rydex Precious Metals Fund
3.41%3.01%0.00%3.51%7.15%6.39%1.06%2.08%1.35%5.53%4.04%0.58%

Frequently Asked Questions


RMQAX and RYPMX have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RMQAX has higher volatility (14.50%) compared to RYPMX (12.94%). In terms of maximum drawdown, RMQAX dropped -63.18% vs RYPMX's -81.25%.

RYPMX currently has the higher Sharpe Ratio (0.98 vs 0.91), 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.

Portfolio Optimizer

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