RYAIX vs. DRCVX
RYAIX (Rydex Inverse NASDAQ-100 Strategy Fund) and DRCVX (Comstock Capital Value Fund) are both Inverse Equities funds. Over the past 10 years, RYAIX returned -18.03%/yr vs -3.72%/yr for DRCVX. Their 0.65 correlation means they have sometimes moved together and sometimes differently. RYAIX charges 1.55%/yr vs 0.00%/yr for DRCVX.
Performance
RYAIX vs. DRCVX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, RYAIX achieves a -9.23% return, which is significantly lower than DRCVX's 3.17% return. Over the past 10 years, RYAIX has underperformed DRCVX with an annualized return of -18.03%, while DRCVX has yielded a comparatively higher -3.72% annualized return.
RYAIX
- 1D
- -3.29%
- 1M
- 5.63%
- 6M
- -8.48%
- YTD
- -9.23%
- 1Y
- -16.78%
- 3Y*
- -14.70%
- 5Y*
- -11.60%
- 10Y*
- -18.03%
- ALL TIME*
- -14.55%
DRCVX
- 1D
- 0.00%
- 1M
- -0.44%
- 6M
- 2.93%
- YTD
- 3.17%
- 1Y
- 6.88%
- 3Y*
- 6.82%
- 5Y*
- 5.26%
- 10Y*
- -3.72%
- ALL TIME*
- -0.82%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
RYAIX vs. DRCVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYAIX Rydex Inverse NASDAQ-100 Strategy Fund | -9.23% | -15.63% | -15.64% | -31.71% | 35.92% | -24.88% | -40.98% | -27.65% | -2.63% | -24.47% |
DRCVX Comstock Capital Value Fund | 3.17% | 11.55% | 2.02% | 6.55% | 4.13% | -2.16% | -5.36% | -25.76% | 7.76% | -20.58% |
Correlation
The correlation between RYAIX and DRCVX is -0.36, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.36 |
Correlation (3Y) Balances recent behavior with more history. | -0.44 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.48 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.07 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 1999 | 0.65 |
The correlation between RYAIX and DRCVX shifts across timeframes, from -0.48 (5 years) to 0.65 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
RYAIX vs. DRCVX — Risk / Return Rank
RYAIX
DRCVX
RYAIX vs. DRCVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex Inverse NASDAQ-100 Strategy Fund (RYAIX) and Comstock Capital Value Fund (DRCVX). 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.
| RYAIX | DRCVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.03 | ||
| Sortino ratioReturn per unit of downside risk | -4.64 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.52 | -0.63 |
| Calmar ratioReturn relative to maximum drawdown | -0.57 | 7.17 | -7.75 |
| Martin ratioReturn relative to average drawdown | -1.12 | 25.00 | -26.13 |
Loading charts...
Drawdowns
RYAIX vs. DRCVX - Drawdown Comparison
The maximum RYAIX drawdown since its inception was -98.93%, roughly equal to the maximum DRCVX drawdown of -97.47%. Use the drawdown chart below to compare losses from any high point for RYAIX and DRCVX.
Loading charts...
Drawdown Indicators
| RYAIX | DRCVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.93% | -97.47% | -1.46% |
Max Drawdown (1Y)Largest decline over 1 year | -25.47% | -0.89% | -24.58% |
Max Drawdown (3Y)Largest decline over 3 years | -50.13% | -3.82% | -46.31% |
Max Drawdown (5Y)Largest decline over 5 years | -61.15% | -4.08% | -57.07% |
Max Drawdown (10Y)Largest decline over 10 years | -87.73% | -49.21% | -38.52% |
Current DrawdownCurrent decline from peak | -98.82% | -96.61% | -2.21% |
Average DrawdownAverage peak-to-trough decline | -73.43% | -66.00% | -7.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.97% | 0.26% | +12.71% |
Volatility
RYAIX vs. DRCVX - Volatility Comparison
Rydex Inverse NASDAQ-100 Strategy Fund (RYAIX) has a higher volatility of 7.09% compared to Comstock Capital Value Fund (DRCVX) at 0.74%. This indicates that RYAIX's price experiences larger fluctuations and is considered to be riskier than DRCVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| RYAIX | DRCVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.09% | 0.74% | +6.35% |
Volatility (6M)Calculated over the trailing 6-month period | 16.22% | 1.95% | +14.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.55% | 2.81% | +16.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.36% | 4.59% | +18.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.86% | 9.42% | +13.44% |
RYAIX vs. DRCVX - Expense Ratio Comparison
RYAIX has a 1.55% expense ratio, which is higher than DRCVX's 0.00% expense ratio.
Dividends
RYAIX vs. DRCVX - Dividend Comparison
RYAIX's dividend yield for the trailing twelve months is around 2.46%, more than DRCVX's 1.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
DRCVX Comstock Capital Value Fund | 1.90% | 1.96% | 0.00% | 1.71% | 0.00% | 0.00% | 0.00% | 0.00% |
RYAIX Rydex Inverse NASDAQ-100 Strategy Fund | 2.46% | 2.23% | 5.67% | 4.81% | 0.00% | 0.00% | 0.09% | 0.72% |
Frequently Asked Questions
RYAIX and DRCVX have a correlation of -0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RYAIX has higher volatility (7.09%) compared to DRCVX (0.74%). In terms of maximum drawdown, RYAIX dropped -98.93% vs DRCVX's -97.47%.
DRCVX currently has the higher Sharpe Ratio (2.28 vs -0.75), 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.
Find the right allocation for RYAIX and DRCVX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer