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RMQAX vs. RYVYX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RMQAX and RYVYX is 0.90, 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.


-0.50.00.51.0
Correlation: 0.9

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.

400.00%600.00%800.00%1,000.00%1,200.00%December2025FebruaryMarchAprilMay
814.71%
513.81%
RMQAX
RYVYX

Key characteristics

Sharpe Ratio

RMQAX:

-0.02

RYVYX:

0.23

Sortino Ratio

RMQAX:

0.37

RYVYX:

0.67

Omega Ratio

RMQAX:

1.05

RYVYX:

1.09

Calmar Ratio

RMQAX:

-0.02

RYVYX:

0.26

Martin Ratio

RMQAX:

-0.04

RYVYX:

0.77

Ulcer Index

RMQAX:

20.33%

RYVYX:

14.97%

Daily Std Dev

RMQAX:

55.53%

RYVYX:

50.88%

Max Drawdown

RMQAX:

-63.96%

RYVYX:

-98.21%

Current Drawdown

RMQAX:

-33.54%

RYVYX:

-24.05%

Returns By Period

In the year-to-date period, RMQAX achieves a -11.06% return, which is significantly higher than RYVYX's -13.60% return. Over the past 10 years, RMQAX has outperformed RYVYX with an annualized return of 24.01%, while RYVYX has yielded a comparatively lower 20.13% annualized return.


RMQAX

YTD

-11.06%

1M

4.69%

6M

-22.04%

1Y

-1.91%

5Y*

21.44%

10Y*

24.01%

RYVYX

YTD

-13.60%

1M

2.13%

6M

-11.10%

1Y

10.40%

5Y*

22.44%

10Y*

20.13%

*Annualized

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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.


Expense ratio chart for RYVYX: current value is 1.87%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
RYVYX: 1.87%
Expense ratio chart for RMQAX: current value is 1.32%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
RMQAX: 1.32%

Risk-Adjusted Performance

RMQAX vs. RYVYX — Risk-Adjusted Performance Rank

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

RMQAX
The Risk-Adjusted Performance Rank of RMQAX is 2424
Overall Rank
The Sharpe Ratio Rank of RMQAX is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of RMQAX is 3131
Sortino Ratio Rank
The Omega Ratio Rank of RMQAX is 3131
Omega Ratio Rank
The Calmar Ratio Rank of RMQAX is 2020
Calmar Ratio Rank
The Martin Ratio Rank of RMQAX is 2020
Martin Ratio Rank

RYVYX
The Risk-Adjusted Performance Rank of RYVYX is 4040
Overall Rank
The Sharpe Ratio Rank of RYVYX is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of RYVYX is 4646
Sortino Ratio Rank
The Omega Ratio Rank of RYVYX is 4545
Omega Ratio Rank
The Calmar Ratio Rank of RYVYX is 4242
Calmar Ratio Rank
The Martin Ratio Rank of RYVYX is 3535
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

RMQAX vs. RYVYX - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for RMQAX, currently valued at -0.02, compared to the broader market-2.00-1.000.001.002.003.00
RMQAX: -0.02
RYVYX: 0.23
The chart of Sortino ratio for RMQAX, currently valued at 0.36, compared to the broader market-2.000.002.004.006.008.00
RMQAX: 0.37
RYVYX: 0.67
The chart of Omega ratio for RMQAX, currently valued at 1.05, compared to the broader market0.501.001.502.002.503.00
RMQAX: 1.05
RYVYX: 1.09
The chart of Calmar ratio for RMQAX, currently valued at -0.02, compared to the broader market0.002.004.006.008.0010.00
RMQAX: -0.02
RYVYX: 0.26
The chart of Martin ratio for RMQAX, currently valued at -0.04, compared to the broader market0.0010.0020.0030.0040.00
RMQAX: -0.04
RYVYX: 0.77

The current RMQAX Sharpe Ratio is -0.02, which is lower than the RYVYX Sharpe Ratio of 0.23. 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00December2025FebruaryMarchAprilMay
-0.02
0.23
RMQAX
RYVYX

Dividends

RMQAX vs. RYVYX - Dividend Comparison

RMQAX's dividend yield for the trailing twelve months is around 0.35%, while RYVYX has not paid dividends to shareholders.


TTM202420232022202120202019
RMQAX
Rydex Monthly Rebalance NASDAQ-100 2x Strategy Fund
0.35%0.31%0.14%0.00%0.00%0.00%0.10%
RYVYX
Rydex NASDAQ-100 2x Strategy Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

RMQAX vs. RYVYX - Drawdown Comparison

The maximum RMQAX drawdown since its inception was -63.96%, smaller than the maximum RYVYX drawdown of -98.21%. Use the drawdown chart below to compare losses from any high point for RMQAX and RYVYX. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-33.54%
-24.05%
RMQAX
RYVYX

Volatility

RMQAX vs. RYVYX - Volatility Comparison

Rydex Monthly Rebalance NASDAQ-100 2x Strategy Fund (RMQAX) has a higher volatility of 35.33% compared to Rydex NASDAQ-100 2x Strategy Fund (RYVYX) at 32.77%. This indicates that RMQAX's price experiences larger fluctuations and is considered to be riskier than RYVYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%35.00%December2025FebruaryMarchAprilMay
35.33%
32.77%
RMQAX
RYVYX