RYAIX vs. RYCIX
RYAIX (Rydex Inverse NASDAQ-100 Strategy Fund) and RYCIX (Rydex Consumer Products Fund) are both mutual funds - RYAIX is a Inverse Equities fund managed by Rydex Funds, while RYCIX is a Consumer Staples Equities fund managed by Rydex Funds. Over the past 10 years, RYAIX returned -18.93%/yr vs 3.91%/yr for RYCIX. At a correlation of -0.52, they often move in opposite directions. RYAIX charges 1.55%/yr vs 1.39%/yr for RYCIX.
Performance
RYAIX vs. RYCIX - Performance Comparison
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Returns By Period
In the year-to-date period, RYAIX achieves a -15.47% return, which is significantly lower than RYCIX's 8.50% return. Over the past 10 years, RYAIX has underperformed RYCIX with an annualized return of -18.93%, while RYCIX has yielded a comparatively higher 3.91% 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%
RYCIX
- 1D
- 1.05%
- 1M
- 1.00%
- 6M
- 6.90%
- YTD
- 8.50%
- 1Y
- 1.54%
- 3Y*
- 2.37%
- 5Y*
- 2.09%
- 10Y*
- 3.91%
RYAIX vs. RYCIX - 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% |
RYCIX Rydex Consumer Products Fund | 8.50% | -2.99% | 4.97% | -2.81% | -0.42% | 11.09% | 8.26% | 22.81% | -11.80% | 11.94% |
Correlation
The correlation between RYAIX and RYCIX is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.36 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 1999 | -0.52 |
The correlation between RYAIX and RYCIX shifts across timeframes, from -0.52 (all time) to 0.13 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
RYAIX vs. RYCIX — Risk / Return Rank
RYAIX
RYCIX
RYAIX vs. RYCIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex Inverse NASDAQ-100 Strategy Fund (RYAIX) and Rydex Consumer Products Fund (RYCIX). 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 | RYCIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.27 | ||
| Sortino ratioReturn per unit of downside risk | -1.94 | ||
| Omega ratioGain probability vs. loss probability | 0.81 | 1.02 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | -0.86 | 0.10 | -0.96 |
| Martin ratioReturn relative to average drawdown | -1.81 | 0.16 | -1.97 |
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Drawdowns
RYAIX vs. RYCIX - Drawdown Comparison
The maximum RYAIX drawdown since its inception was -98.93%, which is greater than RYCIX's maximum drawdown of -38.96%. Use the drawdown chart below to compare losses from any high point for RYAIX and RYCIX.
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Drawdown Indicators
| RYAIX | RYCIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.93% | -38.96% | -59.97% |
Max Drawdown (1Y)Largest decline over 1 year | -25.47% | -11.48% | -13.99% |
Max Drawdown (3Y)Largest decline over 3 years | -50.13% | -14.03% | -36.10% |
Max Drawdown (5Y)Largest decline over 5 years | -61.15% | -15.66% | -45.49% |
Max Drawdown (10Y)Largest decline over 10 years | -88.00% | -28.44% | -59.56% |
Current DrawdownCurrent decline from peak | -98.90% | -4.83% | -94.07% |
Average DrawdownAverage peak-to-trough decline | -73.38% | -7.31% | -66.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.12% | 6.75% | +5.37% |
Volatility
RYAIX vs. RYCIX - Volatility Comparison
Rydex Inverse NASDAQ-100 Strategy Fund (RYAIX) has a higher volatility of 8.50% compared to Rydex Consumer Products Fund (RYCIX) at 5.42%. This indicates that RYAIX's price experiences larger fluctuations and is considered to be riskier than RYCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYAIX | RYCIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.50% | 5.42% | +3.08% |
Volatility (6M)Calculated over the trailing 6-month period | 15.27% | 10.60% | +4.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.53% | 13.24% | +5.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.22% | 14.72% | +8.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.78% | 15.34% | +7.44% |
RYAIX vs. RYCIX - Expense Ratio Comparison
RYAIX has a 1.55% expense ratio, which is higher than RYCIX's 1.39% expense ratio.
Dividends
RYAIX vs. RYCIX - Dividend Comparison
RYAIX's dividend yield for the trailing twelve months is around 2.64%, less than RYCIX's 16.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
RYCIX Rydex Consumer Products Fund | 16.25% | 17.64% | 6.59% | 11.37% | 7.18% | 14.76% | 8.33% | 2.64% | 7.21% | 8.01% | 1.39% | 2.08% |
Frequently Asked Questions
RYAIX and RYCIX have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RYAIX has higher volatility (8.50%) compared to RYCIX (5.42%). In terms of maximum drawdown, RYAIX dropped -98.93% vs RYCIX's -38.96%.
RYCIX currently has the higher Sharpe Ratio (0.08 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.
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