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RYAIX vs. RYUIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RYAIX vs. RYUIX - Performance Comparison

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

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RYAIX vs. RYUIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RYAIX
Rydex Inverse NASDAQ-100 Strategy Fund
10.70%-15.63%-15.64%-31.71%35.92%-24.88%-40.98%-27.65%-2.63%-24.47%
RYUIX
Rydex Utilities Fund
7.22%17.90%20.25%-6.78%1.32%15.08%-4.56%19.38%4.07%11.36%

Returns By Period

In the year-to-date period, RYAIX achieves a 10.70% return, which is significantly higher than RYUIX's 7.22% return. Over the past 10 years, RYAIX has underperformed RYUIX with an annualized return of -16.89%, while RYUIX has yielded a comparatively higher 8.29% annualized return.


RYAIX

1D
0.78%
1M
8.79%
YTD
10.70%
6M
9.08%
1Y
-14.68%
3Y*
-13.58%
5Y*
-10.67%
10Y*
-16.89%

RYUIX

1D
0.49%
1M
-3.53%
YTD
7.22%
6M
5.29%
1Y
19.88%
3Y*
13.37%
5Y*
9.84%
10Y*
8.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RYAIX vs. RYUIX - Expense Ratio Comparison

RYAIX has a 1.55% expense ratio, which is higher than RYUIX's 1.39% expense ratio.


Return for Risk

RYAIX vs. RYUIX — Risk / Return Rank

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

RYAIX
RYAIX Risk / Return Rank: 22
Overall Rank
RYAIX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
RYAIX Sortino Ratio Rank: 11
Sortino Ratio Rank
RYAIX Omega Ratio Rank: 11
Omega Ratio Rank
RYAIX Calmar Ratio Rank: 22
Calmar Ratio Rank
RYAIX Martin Ratio Rank: 44
Martin Ratio Rank

RYUIX
RYUIX Risk / Return Rank: 7575
Overall Rank
RYUIX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
RYUIX Sortino Ratio Rank: 7575
Sortino Ratio Rank
RYUIX Omega Ratio Rank: 6767
Omega Ratio Rank
RYUIX Calmar Ratio Rank: 9191
Calmar Ratio Rank
RYUIX Martin Ratio Rank: 6767
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. RYUIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rydex Inverse NASDAQ-100 Strategy Fund (RYAIX) and Rydex Utilities Fund (RYUIX). 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.


RYAIXRYUIXDifference

Sharpe ratio

Return per unit of total volatility

-0.65

1.40

-2.06

Sortino ratio

Return per unit of downside risk

-0.79

1.89

-2.67

Omega ratio

Gain probability vs. loss probability

0.89

1.26

-0.37

Calmar ratio

Return relative to maximum drawdown

-0.36

2.64

-3.00

Martin ratio

Return relative to average drawdown

-0.45

6.40

-6.85

RYAIX vs. RYUIX - Sharpe Ratio Comparison

The current RYAIX Sharpe Ratio is -0.65, which is lower than the RYUIX Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of RYAIX and RYUIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RYAIXRYUIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.65

1.40

-2.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.47

0.60

-1.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.75

0.44

-1.19

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.16

0.28

-0.44

Correlation

The correlation between RYAIX and RYUIX is -0.41. 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.


Dividends

RYAIX vs. RYUIX - Dividend Comparison

RYAIX's dividend yield for the trailing twelve months is around 2.01%, more than RYUIX's 1.74% yield.


TTM20252024202320222021202020192018201720162015
RYAIX
Rydex Inverse NASDAQ-100 Strategy Fund
2.01%2.23%5.67%4.81%0.00%0.00%0.09%0.72%0.00%0.00%0.00%0.00%
RYUIX
Rydex Utilities Fund
1.74%1.87%0.67%3.16%0.81%2.61%2.17%0.91%0.00%2.61%10.04%1.62%

Drawdowns

RYAIX vs. RYUIX - Drawdown Comparison

The maximum RYAIX drawdown since its inception was -98.75%, which is greater than RYUIX's maximum drawdown of -63.29%. Use the drawdown chart below to compare losses from any high point for RYAIX and RYUIX.


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Drawdown Indicators


RYAIXRYUIXDifference

Max Drawdown

Largest peak-to-trough decline

-98.75%

-63.29%

-35.46%

Max Drawdown (1Y)

Largest decline over 1 year

-33.93%

-8.27%

-25.66%

Max Drawdown (5Y)

Largest decline over 5 years

-54.73%

-24.28%

-30.45%

Max Drawdown (10Y)

Largest decline over 10 years

-87.23%

-36.88%

-50.35%

Current Drawdown

Current decline from peak

-98.56%

-3.53%

-95.03%

Average Drawdown

Average peak-to-trough decline

-73.13%

-14.53%

-58.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.19%

3.41%

+23.78%

Volatility

RYAIX vs. RYUIX - Volatility Comparison

Rydex Inverse NASDAQ-100 Strategy Fund (RYAIX) has a higher volatility of 5.34% compared to Rydex Utilities Fund (RYUIX) at 4.91%. This indicates that RYAIX's price experiences larger fluctuations and is considered to be riskier than RYUIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RYAIXRYUIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.34%

4.91%

+0.43%

Volatility (6M)

Calculated over the trailing 6-month period

12.33%

9.58%

+2.75%

Volatility (1Y)

Calculated over the trailing 1-year period

22.52%

15.08%

+7.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.82%

16.54%

+6.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.58%

18.88%

+3.70%