RYAIX vs. PSTIX

Last updated Jul 14, 2026

RYAIX (Rydex Inverse NASDAQ-100 Strategy Fund) and PSTIX (PIMCO StocksPLUS Short Fund) are both Inverse Equities funds. Over the past 10 years, RYAIX returned -18.93%/yr vs -10.14%/yr for PSTIX. Their correlation of 0.86 suggests significant overlap in exposure. RYAIX charges 1.55%/yr vs 0.64%/yr for PSTIX.

Performance

RYAIX vs. PSTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rydex Inverse NASDAQ-100 Strategy Fund (RYAIX) and PIMCO StocksPLUS Short Fund (PSTIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RYAIX achieves a -15.47% return, which is significantly lower than PSTIX's -7.10% return. Over the past 10 years, RYAIX has underperformed PSTIX with an annualized return of -18.93%, while PSTIX has yielded a comparatively higher -10.14% annualized return.

RYAIX

• 1D: -0.28%
• 1M: -0.68%
• 6M: -13.81%
• YTD: -15.47%
• 1Y: -22.08%
• 3Y*: -17.73%
• 5Y*: -13.04%
• 10Y*: -18.93%

PSTIX

• 1D: -0.33%
• 1M: -1.63%
• 6M: -5.52%
• YTD: -7.10%
• 1Y: -10.90%
• 3Y*: -9.59%
• 5Y*: -6.36%
• 10Y*: -10.14%

*Multi-year figures are annualized to reflect compound growth (CAGR)

RYAIX vs. PSTIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
RYAIX Rydex Inverse NASDAQ-100 Strategy Fund	-15.47%	-15.63%	-15.64%	-31.71%	35.92%	-24.88%	-40.98%	-27.65%	-2.63%	-24.47%
PSTIX PIMCO StocksPLUS Short Fund	-7.10%	-8.24%	-11.28%	-11.01%	17.41%	-21.89%	-20.83%	-20.27%	5.21%	-14.04%

Correlation

The correlation between RYAIX and PSTIX is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.93
Correlation (3Y) Calculated over the trailing 3-year period	0.92
Correlation (5Y) Calculated over the trailing 5-year period	0.93
Correlation (10Y) Calculated over the trailing 10-year period	0.90
Correlation (All Time) Calculated using the full available price history since Jan 2, 2004	0.86

The correlation between RYAIX and PSTIX has been stable across timeframes, ranging from 0.86 to 0.93 - a consistent structural relationship.

Return for Risk

RYAIX vs. PSTIX — Risk / Return Rank

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

RYAIX

RYAIX Risk / Return Rank: 0
RYAIX Sharpe Ratio Rank: 0
RYAIX Sortino Ratio Rank: 0
RYAIX Omega Ratio Rank: 0
RYAIX Calmar Ratio Rank: 0
RYAIX Martin Ratio Rank: 0

PSTIX

PSTIX Risk / Return Rank: 1
PSTIX Sharpe Ratio Rank: 1
PSTIX Sortino Ratio Rank: 1
PSTIX Omega Ratio Rank: 1
PSTIX Calmar Ratio Rank: 1
PSTIX Martin Ratio Rank: 0

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.

RYAIX vs. PSTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rydex Inverse NASDAQ-100 Strategy Fund (RYAIX) and PIMCO StocksPLUS Short Fund (PSTIX). 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	PSTIX	Difference
Sharpe ratio: Return per unit of total volatility	-1.18	-0.87	-0.31
Sortino ratio: Return per unit of downside risk	-1.72	-1.21	-0.51
Omega ratio: Gain probability vs. loss probability	0.81	0.87	-0.05
Calmar ratio: Return relative to maximum drawdown	-0.86	-0.70	-0.16
Martin ratio: Return relative to average drawdown	-1.81	-1.43	-0.38

RYAIX vs. PSTIX - Sharpe Ratio Comparison

The current RYAIX Sharpe Ratio is -1.18, which is lower than the PSTIX Sharpe Ratio of -0.87. The chart below compares the historical Sharpe Ratios of RYAIX and PSTIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

RYAIX vs. PSTIX - Drawdown Comparison

The maximum RYAIX drawdown since its inception was -98.93%, which is greater than PSTIX's maximum drawdown of -90.52%. Use the drawdown chart below to compare losses from any high point for RYAIX and PSTIX.

Drawdown Indicators

	RYAIX	PSTIX	Difference
Max Drawdown Largest peak-to-trough decline	-98.93%	-90.52%	-8.41%
Max Drawdown (1Y) Largest decline over 1 year	-25.47%	-15.05%	-10.42%
Max Drawdown (3Y) Largest decline over 3 years	-50.13%	-33.92%	-16.21%
Max Drawdown (5Y) Largest decline over 5 years	-61.15%	-37.53%	-23.62%
Max Drawdown (10Y) Largest decline over 10 years	-88.00%	-67.42%	-20.58%
Current Drawdown Current decline from peak	-98.90%	-90.42%	-8.48%
Average Drawdown Average peak-to-trough decline	-73.38%	-57.32%	-16.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.12%	7.39%	+4.73%

Volatility

RYAIX vs. PSTIX - Volatility Comparison

Rydex Inverse NASDAQ-100 Strategy Fund (RYAIX) has a higher volatility of 8.50% compared to PIMCO StocksPLUS Short Fund (PSTIX) at 4.12%. This indicates that RYAIX's price experiences larger fluctuations and is considered to be riskier than PSTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RYAIX	PSTIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.50%	4.12%	+4.38%
Volatility (6M) Calculated over the trailing 6-month period	15.27%	9.48%	+5.79%
Volatility (1Y) Calculated over the trailing 1-year period	18.53%	12.19%	+6.34%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.22%	16.56%	+6.66%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.78%	17.48%	+5.30%

RYAIX vs. PSTIX - Expense Ratio Comparison

RYAIX has a 1.55% expense ratio, which is higher than PSTIX's 0.64% expense ratio.

Dividends

RYAIX vs. PSTIX - Dividend Comparison

RYAIX's dividend yield for the trailing twelve months is around 2.64%, more than PSTIX's 0.91% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PSTIX PIMCO StocksPLUS Short Fund	0.91%	0.00%	0.00%	4.09%	1.16%	0.68%	5.06%	1.23%	1.26%	1.68%	0.00%	3.57%
RYAIX Rydex Inverse NASDAQ-100 Strategy Fund	2.64%	2.23%	5.67%	4.81%	0.00%	0.00%	0.09%	0.72%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both RYAIX and PSTIX in my portfolio?

With a correlation of 0.93, RYAIX and PSTIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, RYAIX or PSTIX?

RYAIX has higher volatility (8.50%) compared to PSTIX (4.12%). In terms of maximum drawdown, RYAIX dropped -98.93% vs PSTIX's -90.52%.

Which has better risk-adjusted returns?

PSTIX currently has the higher Sharpe Ratio (-0.87 vs -1.18), 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.