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RMQAX vs. RYVYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RMQAX vs. RYVYX - 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 NASDAQ-100 2x Strategy Fund (RYVYX). The values are adjusted to include any dividend payments, if applicable.

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RMQAX vs. RYVYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RMQAX
Rydex Monthly Rebalance NASDAQ-100 2x Strategy Fund
-12.98%33.92%44.76%115.91%-59.93%56.36%101.06%80.80%-7.28%69.80%
RYVYX
Rydex NASDAQ-100 2x Strategy Fund
-13.44%29.54%49.77%116.15%-60.57%46.61%88.38%80.70%-9.20%68.67%

Returns By Period

The year-to-date returns for both stocks are quite close, with RMQAX having a -12.98% return and RYVYX slightly lower at -13.44%. Over the past 10 years, RMQAX has outperformed RYVYX with an annualized return of 31.08%, while RYVYX has yielded a comparatively lower 28.64% annualized return.


RMQAX

1D
7.46%
1M
-10.36%
YTD
-12.98%
6M
-11.16%
1Y
39.20%
3Y*
37.10%
5Y*
16.39%
10Y*
31.08%

RYVYX

1D
6.82%
1M
-10.46%
YTD
-13.44%
6M
-12.22%
1Y
34.50%
3Y*
36.88%
5Y*
14.83%
10Y*
28.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RMQAX vs. RYVYX - Expense Ratio Comparison

RMQAX has a 1.32% expense ratio, which is lower than RYVYX's 1.87% expense ratio.


Return for Risk

RMQAX vs. RYVYX — Risk / Return Rank

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

RMQAX
RMQAX Risk / Return Rank: 5353
Overall Rank
RMQAX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
RMQAX Sortino Ratio Rank: 5454
Sortino Ratio Rank
RMQAX Omega Ratio Rank: 5151
Omega Ratio Rank
RMQAX Calmar Ratio Rank: 6767
Calmar Ratio Rank
RMQAX Martin Ratio Rank: 5656
Martin Ratio Rank

RYVYX
RYVYX Risk / Return Rank: 4545
Overall Rank
RYVYX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
RYVYX Sortino Ratio Rank: 4646
Sortino Ratio Rank
RYVYX Omega Ratio Rank: 4444
Omega Ratio Rank
RYVYX Calmar Ratio Rank: 5757
Calmar Ratio Rank
RYVYX Martin Ratio Rank: 4444
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. RYVYX - 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 NASDAQ-100 2x Strategy Fund (RYVYX). 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.


RMQAXRYVYXDifference

Sharpe ratio

Return per unit of total volatility

0.87

0.81

+0.06

Sortino ratio

Return per unit of downside risk

1.54

1.41

+0.13

Omega ratio

Gain probability vs. loss probability

1.22

1.20

+0.02

Calmar ratio

Return relative to maximum drawdown

1.65

1.44

+0.21

Martin ratio

Return relative to average drawdown

5.66

4.72

+0.94

RMQAX vs. RYVYX - Sharpe Ratio Comparison

The current RMQAX Sharpe Ratio is 0.87, which is comparable to the RYVYX Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of RMQAX and RYVYX, 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


RMQAXRYVYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

0.81

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.33

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.64

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.27

+0.37

Correlation

The correlation between RMQAX and RYVYX is 1.00, 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

RMQAX vs. RYVYX - Dividend Comparison

RMQAX's dividend yield for the trailing twelve months is around 41.68%, more than RYVYX's 8.27% yield.


TTM20252024202320222021202020192018201720162015
RMQAX
Rydex Monthly Rebalance NASDAQ-100 2x Strategy Fund
41.68%36.27%26.02%3.76%0.00%2.18%5.30%0.10%0.00%0.00%0.00%0.00%
RYVYX
Rydex NASDAQ-100 2x Strategy Fund
8.27%7.16%11.52%0.00%0.00%1.23%8.91%5.19%0.00%14.19%1.63%21.29%

Drawdowns

RMQAX vs. RYVYX - Drawdown Comparison

The maximum RMQAX drawdown since its inception was -63.18%, smaller than the maximum RYVYX drawdown of -95.57%. Use the drawdown chart below to compare losses from any high point for RMQAX and RYVYX.


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Drawdown Indicators


RMQAXRYVYXDifference

Max Drawdown

Largest peak-to-trough decline

-63.18%

-95.57%

+32.39%

Max Drawdown (1Y)

Largest decline over 1 year

-25.11%

-25.39%

+0.28%

Max Drawdown (5Y)

Largest decline over 5 years

-63.18%

-65.38%

+2.20%

Max Drawdown (10Y)

Largest decline over 10 years

-63.18%

-65.38%

+2.20%

Current Drawdown

Current decline from peak

-19.36%

-20.30%

+0.94%

Average Drawdown

Average peak-to-trough decline

-13.05%

-49.48%

+36.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.30%

7.75%

-0.45%

Volatility

RMQAX vs. RYVYX - Volatility Comparison

Rydex Monthly Rebalance NASDAQ-100 2x Strategy Fund (RMQAX) and Rydex NASDAQ-100 2x Strategy Fund (RYVYX) have volatilities of 13.71% and 13.13%, 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.


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Volatility by Period


RMQAXRYVYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.71%

13.13%

+0.58%

Volatility (6M)

Calculated over the trailing 6-month period

26.24%

25.75%

+0.49%

Volatility (1Y)

Calculated over the trailing 1-year period

47.80%

45.31%

+2.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.26%

45.14%

+1.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.34%

44.91%

+1.43%