RYAIX vs. MOAT
Compare and contrast key facts about Rydex Inverse NASDAQ-100 Strategy Fund (RYAIX) and VanEck Vectors Morningstar Wide Moat ETF (MOAT).
RYAIX is managed by Rydex Funds. It was launched on Sep 2, 1998. MOAT is a passively managed fund by VanEck that tracks the performance of the Morningstar Wide Moat Focus Index. It was launched on Apr 24, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RYAIX or MOAT.
Key characteristics
| RYAIX | MOAT | |
|---|---|---|
| YTD Return | -15.73% | 13.67% |
| 1Y Return | -19.97% | 26.06% |
| 3Y Return (Ann) | -8.39% | 8.55% |
| 5Y Return (Ann) | -19.91% | 13.68% |
| 10Y Return (Ann) | -17.53% | 13.25% |
| Sharpe Ratio | -1.07 | 2.35 |
| Sortino Ratio | -1.52 | 3.21 |
| Omega Ratio | 0.82 | 1.42 |
| Calmar Ratio | -0.20 | 3.75 |
| Martin Ratio | -1.32 | 12.21 |
| Ulcer Index | 15.14% | 2.25% |
| Daily Std Dev | 18.66% | 11.70% |
| Max Drawdown | -98.44% | -33.31% |
| Current Drawdown | -98.16% | -1.55% |
Correlation
The correlation between RYAIX and MOAT is -0.76. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
RYAIX vs. MOAT - Performance Comparison
In the year-to-date period, RYAIX achieves a -15.73% return, which is significantly lower than MOAT's 13.67% return. Over the past 10 years, RYAIX has underperformed MOAT with an annualized return of -17.53%, while MOAT has yielded a comparatively higher 13.25% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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RYAIX vs. MOAT - Expense Ratio Comparison
RYAIX has a 1.55% expense ratio, which is higher than MOAT's 0.48% expense ratio.
Risk-Adjusted Performance
RYAIX vs. MOAT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex Inverse NASDAQ-100 Strategy Fund (RYAIX) and VanEck Vectors Morningstar Wide Moat ETF (MOAT). 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.
Dividends
RYAIX vs. MOAT - Dividend Comparison
RYAIX's dividend yield for the trailing twelve months is around 5.70%, more than MOAT's 0.76% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYAIX Rydex Inverse NASDAQ-100 Strategy Fund | 5.70% | 4.80% | 0.00% | 0.00% | 0.09% | 0.72% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MOAT VanEck Vectors Morningstar Wide Moat ETF | 0.76% | 0.86% | 1.25% | 1.08% | 1.45% | 1.31% | 1.79% | 1.07% | 1.17% | 2.13% | 1.34% | 0.79% |
Drawdowns
RYAIX vs. MOAT - Drawdown Comparison
The maximum RYAIX drawdown since its inception was -98.44%, which is greater than MOAT's maximum drawdown of -33.31%. Use the drawdown chart below to compare losses from any high point for RYAIX and MOAT. For additional features, visit the drawdowns tool.
Volatility
RYAIX vs. MOAT - Volatility Comparison
Rydex Inverse NASDAQ-100 Strategy Fund (RYAIX) has a higher volatility of 4.94% compared to VanEck Vectors Morningstar Wide Moat ETF (MOAT) at 2.75%. This indicates that RYAIX's price experiences larger fluctuations and is considered to be riskier than MOAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.