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RMQHX vs. IDPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RMQHX vs. IDPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rydex Monthly Rebalance NASDAQ-100 2x Strategy H (RMQHX) and ProFunds Industrial Ultra Sector Fund (IDPIX). The values are adjusted to include any dividend payments, if applicable.

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RMQHX vs. IDPIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RMQHX
Rydex Monthly Rebalance NASDAQ-100 2x Strategy H
-12.99%33.90%44.74%115.89%-59.96%56.33%101.06%80.70%-7.28%69.79%
IDPIX
ProFunds Industrial Ultra Sector Fund
5.48%22.76%16.21%21.47%-24.36%25.42%18.08%46.48%-20.05%29.39%

Returns By Period

In the year-to-date period, RMQHX achieves a -12.99% return, which is significantly lower than IDPIX's 5.48% return. Over the past 10 years, RMQHX has outperformed IDPIX with an annualized return of 31.05%, while IDPIX has yielded a comparatively lower 13.90% annualized return.


RMQHX

1D
7.46%
1M
-10.36%
YTD
-12.99%
6M
-11.17%
1Y
39.17%
3Y*
37.08%
5Y*
16.36%
10Y*
31.05%

IDPIX

1D
4.88%
1M
-14.15%
YTD
5.48%
6M
5.99%
1Y
30.52%
3Y*
20.70%
5Y*
8.75%
10Y*
13.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RMQHX vs. IDPIX - Expense Ratio Comparison

RMQHX has a 1.27% expense ratio, which is lower than IDPIX's 1.75% expense ratio.


Return for Risk

RMQHX vs. IDPIX — Risk / Return Rank

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

RMQHX
RMQHX Risk / Return Rank: 4646
Overall Rank
RMQHX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
RMQHX Sortino Ratio Rank: 4747
Sortino Ratio Rank
RMQHX Omega Ratio Rank: 4444
Omega Ratio Rank
RMQHX Calmar Ratio Rank: 5757
Calmar Ratio Rank
RMQHX Martin Ratio Rank: 4646
Martin Ratio Rank

IDPIX
IDPIX Risk / Return Rank: 5858
Overall Rank
IDPIX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
IDPIX Sortino Ratio Rank: 5555
Sortino Ratio Rank
IDPIX Omega Ratio Rank: 5050
Omega Ratio Rank
IDPIX Calmar Ratio Rank: 6868
Calmar Ratio Rank
IDPIX Martin Ratio Rank: 6363
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.

RMQHX vs. IDPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rydex Monthly Rebalance NASDAQ-100 2x Strategy H (RMQHX) and ProFunds Industrial Ultra Sector Fund (IDPIX). 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.


RMQHXIDPIXDifference

Sharpe ratio

Return per unit of total volatility

0.87

1.09

-0.22

Sortino ratio

Return per unit of downside risk

1.54

1.62

-0.08

Omega ratio

Gain probability vs. loss probability

1.22

1.23

-0.01

Calmar ratio

Return relative to maximum drawdown

1.64

1.78

-0.14

Martin ratio

Return relative to average drawdown

5.65

6.74

-1.09

RMQHX vs. IDPIX - Sharpe Ratio Comparison

The current RMQHX Sharpe Ratio is 0.87, which is comparable to the IDPIX Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of RMQHX and IDPIX, 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


RMQHXIDPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

1.09

-0.22

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

0.47

+0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.34

+0.31

Correlation

The correlation between RMQHX and IDPIX is 0.70, 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

RMQHX vs. IDPIX - Dividend Comparison

RMQHX's dividend yield for the trailing twelve months is around 39.96%, more than IDPIX's 1.67% yield.


TTM20252024202320222021202020192018201720162015
RMQHX
Rydex Monthly Rebalance NASDAQ-100 2x Strategy H
39.96%34.77%25.22%3.66%0.00%2.13%5.17%0.10%0.00%0.00%0.00%0.00%
IDPIX
ProFunds Industrial Ultra Sector Fund
1.67%1.76%0.00%0.00%0.00%4.04%0.00%0.00%0.00%0.00%0.00%0.62%

Drawdowns

RMQHX vs. IDPIX - Drawdown Comparison

The maximum RMQHX drawdown since its inception was -63.21%, smaller than the maximum IDPIX drawdown of -79.54%. Use the drawdown chart below to compare losses from any high point for RMQHX and IDPIX.


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Drawdown Indicators


RMQHXIDPIXDifference

Max Drawdown

Largest peak-to-trough decline

-63.21%

-79.54%

+16.33%

Max Drawdown (1Y)

Largest decline over 1 year

-25.11%

-18.50%

-6.61%

Max Drawdown (5Y)

Largest decline over 5 years

-63.21%

-37.93%

-25.28%

Max Drawdown (10Y)

Largest decline over 10 years

-63.21%

-55.09%

-8.12%

Current Drawdown

Current decline from peak

-19.37%

-14.15%

-5.22%

Average Drawdown

Average peak-to-trough decline

-13.01%

-15.04%

+2.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.31%

4.89%

+2.42%

Volatility

RMQHX vs. IDPIX - Volatility Comparison

Rydex Monthly Rebalance NASDAQ-100 2x Strategy H (RMQHX) has a higher volatility of 13.71% compared to ProFunds Industrial Ultra Sector Fund (IDPIX) at 9.68%. This indicates that RMQHX's price experiences larger fluctuations and is considered to be riskier than IDPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RMQHXIDPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.71%

9.68%

+4.03%

Volatility (6M)

Calculated over the trailing 6-month period

26.24%

17.51%

+8.73%

Volatility (1Y)

Calculated over the trailing 1-year period

47.80%

29.19%

+18.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.30%

26.65%

+19.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.36%

29.59%

+16.77%