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RMQHX vs. UTPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RMQHX vs. UTPIX - 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 Utilities UltraSector Fund (UTPIX). The values are adjusted to include any dividend payments, if applicable.

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RMQHX vs. UTPIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RMQHX
Rydex Monthly Rebalance NASDAQ-100 2x Strategy H
-19.03%33.90%44.74%115.89%-59.96%56.33%101.06%80.70%-7.28%69.79%
UTPIX
ProFunds Utilities UltraSector Fund
11.17%19.28%27.74%-15.46%-2.31%23.33%-8.87%34.24%2.30%15.83%

Returns By Period

In the year-to-date period, RMQHX achieves a -19.03% return, which is significantly lower than UTPIX's 11.17% return. Over the past 10 years, RMQHX has outperformed UTPIX with an annualized return of 30.11%, while UTPIX has yielded a comparatively lower 9.47% annualized return.


RMQHX

1D
-1.68%
1M
-16.37%
YTD
-19.03%
6M
-16.54%
1Y
31.59%
3Y*
33.83%
5Y*
15.52%
10Y*
30.11%

UTPIX

1D
0.95%
1M
-5.20%
YTD
11.17%
6M
7.51%
1Y
25.12%
3Y*
15.07%
5Y*
10.70%
10Y*
9.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RMQHX vs. UTPIX - Expense Ratio Comparison

RMQHX has a 1.27% expense ratio, which is lower than UTPIX's 1.73% expense ratio.


Return for Risk

RMQHX vs. UTPIX — Risk / Return Rank

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

RMQHX
RMQHX Risk / Return Rank: 3434
Overall Rank
RMQHX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
RMQHX Sortino Ratio Rank: 4040
Sortino Ratio Rank
RMQHX Omega Ratio Rank: 3939
Omega Ratio Rank
RMQHX Calmar Ratio Rank: 3434
Calmar Ratio Rank
RMQHX Martin Ratio Rank: 3030
Martin Ratio Rank

UTPIX
UTPIX Risk / Return Rank: 6060
Overall Rank
UTPIX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
UTPIX Sortino Ratio Rank: 5959
Sortino Ratio Rank
UTPIX Omega Ratio Rank: 5151
Omega Ratio Rank
UTPIX Calmar Ratio Rank: 8181
Calmar Ratio Rank
UTPIX Martin Ratio Rank: 4646
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. UTPIX - 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 Utilities UltraSector Fund (UTPIX). 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.


RMQHXUTPIXDifference

Sharpe ratio

Return per unit of total volatility

0.67

1.14

-0.47

Sortino ratio

Return per unit of downside risk

1.28

1.56

-0.28

Omega ratio

Gain probability vs. loss probability

1.18

1.21

-0.03

Calmar ratio

Return relative to maximum drawdown

0.96

1.97

-1.01

Martin ratio

Return relative to average drawdown

3.35

4.68

-1.32

RMQHX vs. UTPIX - Sharpe Ratio Comparison

The current RMQHX Sharpe Ratio is 0.67, which is lower than the UTPIX Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of RMQHX and UTPIX, 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


RMQHXUTPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

1.14

-0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.42

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.33

+0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.25

+0.38

Correlation

The correlation between RMQHX and UTPIX is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

RMQHX vs. UTPIX - Dividend Comparison

RMQHX's dividend yield for the trailing twelve months is around 42.94%, more than UTPIX's 0.70% yield.


TTM20252024202320222021202020192018201720162015
RMQHX
Rydex Monthly Rebalance NASDAQ-100 2x Strategy H
42.94%34.77%25.22%3.66%0.00%2.13%5.17%0.10%0.00%0.00%0.00%0.00%
UTPIX
ProFunds Utilities UltraSector Fund
0.70%0.77%0.00%1.74%0.97%0.20%0.58%1.72%0.66%0.74%0.83%1.41%

Drawdowns

RMQHX vs. UTPIX - Drawdown Comparison

The maximum RMQHX drawdown since its inception was -63.21%, smaller than the maximum UTPIX drawdown of -73.56%. Use the drawdown chart below to compare losses from any high point for RMQHX and UTPIX.


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Drawdown Indicators


RMQHXUTPIXDifference

Max Drawdown

Largest peak-to-trough decline

-63.21%

-73.56%

+10.35%

Max Drawdown (1Y)

Largest decline over 1 year

-25.11%

-14.45%

-10.66%

Max Drawdown (5Y)

Largest decline over 5 years

-63.21%

-38.73%

-24.48%

Max Drawdown (10Y)

Largest decline over 10 years

-63.21%

-50.82%

-12.39%

Current Drawdown

Current decline from peak

-24.97%

-5.20%

-19.77%

Average Drawdown

Average peak-to-trough decline

-13.01%

-22.00%

+8.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.21%

6.09%

+1.12%

Volatility

RMQHX vs. UTPIX - Volatility Comparison

Rydex Monthly Rebalance NASDAQ-100 2x Strategy H (RMQHX) has a higher volatility of 11.12% compared to ProFunds Utilities UltraSector Fund (UTPIX) at 7.78%. This indicates that RMQHX's price experiences larger fluctuations and is considered to be riskier than UTPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RMQHXUTPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.12%

7.78%

+3.34%

Volatility (6M)

Calculated over the trailing 6-month period

25.22%

15.71%

+9.51%

Volatility (1Y)

Calculated over the trailing 1-year period

47.33%

23.99%

+23.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.20%

25.80%

+20.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.31%

28.98%

+17.33%