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RYAIX vs. RYCKX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RYAIX vs. RYCKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rydex Inverse NASDAQ-100 Strategy Fund (RYAIX) and Rydex S&P MidCap 400 Pure Growth Fund (RYCKX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RYAIX achieves a -16.95% return, which is significantly lower than RYCKX's 21.97% return. Over the past 10 years, RYAIX has underperformed RYCKX with an annualized return of -19.63%, while RYCKX has yielded a comparatively higher 8.92% annualized return.


RYAIX

1D
0.21%
1M
-3.12%
YTD
-16.95%
6M
-15.72%
1Y
-26.31%
3Y*
-18.55%
5Y*
-14.02%
10Y*
-19.63%

RYCKX

1D
0.80%
1M
4.65%
YTD
21.97%
6M
19.17%
1Y
33.08%
3Y*
17.84%
5Y*
6.05%
10Y*
8.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RYAIX vs. RYCKX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RYAIX
Rydex Inverse NASDAQ-100 Strategy Fund
-16.95%-15.63%-15.64%-31.71%35.92%-24.88%-40.98%-27.65%-2.63%-24.47%
RYCKX
Rydex S&P MidCap 400 Pure Growth Fund
21.97%6.61%15.10%13.97%-23.05%11.26%29.72%14.60%-15.17%18.02%

Correlation

The correlation between RYAIX and RYCKX is -0.69, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.69

Correlation (3Y)
Calculated over the trailing 3-year period

-0.68

Correlation (5Y)
Calculated over the trailing 5-year period

-0.74

Correlation (10Y)
Calculated over the trailing 10-year period

-0.74

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2005

-0.80

The correlation between RYAIX and RYCKX shifts across timeframes, from -0.80 (all time) to -0.68 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

RYAIX vs. RYCKX — Risk / Return Rank

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

RYAIX
RYAIX Risk / Return Rank: 00
Overall Rank
RYAIX Sharpe Ratio Rank: 00
Sharpe Ratio Rank
RYAIX Sortino Ratio Rank: 00
Sortino Ratio Rank
RYAIX Omega Ratio Rank: 00
Omega Ratio Rank
RYAIX Calmar Ratio Rank: 00
Calmar Ratio Rank
RYAIX Martin Ratio Rank: 00
Martin Ratio Rank

RYCKX
RYCKX Risk / Return Rank: 5151
Overall Rank
RYCKX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
RYCKX Sortino Ratio Rank: 4040
Sortino Ratio Rank
RYCKX Omega Ratio Rank: 3636
Omega Ratio Rank
RYCKX Calmar Ratio Rank: 7171
Calmar Ratio Rank
RYCKX Martin Ratio Rank: 6969
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.

RYAIX vs. RYCKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rydex Inverse NASDAQ-100 Strategy Fund (RYAIX) and Rydex S&P MidCap 400 Pure Growth Fund (RYCKX). 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.


RYAIXRYCKXDifference
Sharpe ratioReturn per unit of total volatility

-3.25

Sortino ratioReturn per unit of downside risk

-4.74

Omega ratioGain probability vs. loss probability

0.75

1.30

-0.55

Calmar ratioReturn relative to maximum drawdown

-1.01

3.12

-4.14

Martin ratioReturn relative to average drawdown

-2.10

12.52

-14.62

RYAIX vs. RYCKX - Sharpe Ratio Comparison

The current RYAIX Sharpe Ratio is -1.53, which is lower than the RYCKX Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of RYAIX and RYCKX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

RYAIX vs. RYCKX - Drawdown Comparison

The maximum RYAIX drawdown since its inception was -98.93%, which is greater than RYCKX's maximum drawdown of -52.60%. Use the drawdown chart below to compare losses from any high point for RYAIX and RYCKX.


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Drawdown Indicators


RYAIXRYCKXDifference

Max Drawdown

Largest peak-to-trough decline

-98.93%

-52.60%

-46.33%

Max Drawdown (1Y)

Largest decline over 1 year

-25.69%

-10.50%

-15.19%

Max Drawdown (3Y)

Largest decline over 3 years

-50.13%

-27.14%

-22.99%

Max Drawdown (5Y)

Largest decline over 5 years

-61.15%

-35.98%

-25.17%

Max Drawdown (10Y)

Largest decline over 10 years

-89.04%

-44.75%

-44.29%

Current Drawdown

Current decline from peak

-98.92%

0.00%

-98.92%

Average Drawdown

Average peak-to-trough decline

-73.33%

-9.49%

-63.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.68%

2.62%

+11.06%

Volatility

RYAIX vs. RYCKX - Volatility Comparison

Rydex Inverse NASDAQ-100 Strategy Fund (RYAIX) has a higher volatility of 8.29% compared to Rydex S&P MidCap 400 Pure Growth Fund (RYCKX) at 6.34%. This indicates that RYAIX's price experiences larger fluctuations and is considered to be riskier than RYCKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RYAIXRYCKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.29%

6.34%

+1.95%

Volatility (6M)

Calculated over the trailing 6-month period

14.30%

15.39%

-1.09%

Volatility (1Y)

Calculated over the trailing 1-year period

17.81%

19.04%

-1.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.10%

22.87%

+0.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.79%

23.12%

-0.33%

RYAIX vs. RYCKX - Expense Ratio Comparison

RYAIX has a 1.55% expense ratio, which is lower than RYCKX's 2.26% expense ratio.


Dividends

RYAIX vs. RYCKX - Dividend Comparison

RYAIX's dividend yield for the trailing twelve months is around 2.68%, while RYCKX has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
RYAIX
Rydex Inverse NASDAQ-100 Strategy Fund
2.68%2.23%5.67%4.81%0.00%0.00%0.09%0.72%0.00%0.00%0.00%0.00%
RYCKX
Rydex S&P MidCap 400 Pure Growth Fund
0.00%0.00%20.92%0.00%14.34%13.66%1.29%0.00%18.93%7.60%1.72%5.90%

Frequently Asked Questions


RYAIX and RYCKX have a correlation of -0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RYAIX has higher volatility (8.29%) compared to RYCKX (6.34%). In terms of maximum drawdown, RYAIX dropped -98.93% vs RYCKX's -52.60%.

RYCKX currently has the higher Sharpe Ratio (1.73 vs -1.53), 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.

Portfolio Optimizer

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