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RYAIX vs. SHPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RYAIX vs. SHPIX - Performance Comparison

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

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RYAIX vs. SHPIX - 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%
SHPIX
ProFunds Short Small Cap ProFund
2.74%-9.61%-8.36%-11.01%16.39%-19.78%-31.60%-20.89%9.96%-14.49%

Returns By Period

In the year-to-date period, RYAIX achieves a 10.70% return, which is significantly higher than SHPIX's 2.74% return. Over the past 10 years, RYAIX has underperformed SHPIX with an annualized return of -16.89%, while SHPIX has yielded a comparatively higher -11.86% 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%

SHPIX

1D
1.48%
1M
8.78%
YTD
2.74%
6M
1.16%
1Y
-16.75%
3Y*
-8.22%
5Y*
-3.92%
10Y*
-11.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RYAIX vs. SHPIX - Expense Ratio Comparison

RYAIX has a 1.55% expense ratio, which is lower than SHPIX's 1.78% expense ratio.


Return for Risk

RYAIX vs. SHPIX — 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

SHPIX
SHPIX Risk / Return Rank: 22
Overall Rank
SHPIX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
SHPIX Sortino Ratio Rank: 11
Sortino Ratio Rank
SHPIX Omega Ratio Rank: 11
Omega Ratio Rank
SHPIX Calmar Ratio Rank: 22
Calmar Ratio Rank
SHPIX Martin Ratio Rank: 44
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. SHPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rydex Inverse NASDAQ-100 Strategy Fund (RYAIX) and ProFunds Short Small Cap ProFund (SHPIX). 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.


RYAIXSHPIXDifference

Sharpe ratio

Return per unit of total volatility

-0.65

-0.71

+0.05

Sortino ratio

Return per unit of downside risk

-0.79

-0.90

+0.11

Omega ratio

Gain probability vs. loss probability

0.89

0.89

0.00

Calmar ratio

Return relative to maximum drawdown

-0.36

-0.42

+0.05

Martin ratio

Return relative to average drawdown

-0.45

-0.57

+0.12

RYAIX vs. SHPIX - Sharpe Ratio Comparison

The current RYAIX Sharpe Ratio is -0.65, which is comparable to the SHPIX Sharpe Ratio of -0.71. The chart below compares the historical Sharpe Ratios of RYAIX and SHPIX, 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


RYAIXSHPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.65

-0.71

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.47

-0.02

-0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.75

-0.09

-0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.16

-0.15

-0.01

Correlation

The correlation between RYAIX and SHPIX is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

RYAIX vs. SHPIX - Dividend Comparison

RYAIX's dividend yield for the trailing twelve months is around 2.01%, less than SHPIX's 14.75% yield.


TTM2025202420232022202120202019
RYAIX
Rydex Inverse NASDAQ-100 Strategy Fund
2.01%2.23%5.67%4.81%0.00%0.00%0.09%0.72%
SHPIX
ProFunds Short Small Cap ProFund
14.75%5.70%0.00%17.01%0.00%0.00%0.00%0.85%

Drawdowns

RYAIX vs. SHPIX - Drawdown Comparison

The maximum RYAIX drawdown since its inception was -98.75%, roughly equal to the maximum SHPIX drawdown of -99.27%. Use the drawdown chart below to compare losses from any high point for RYAIX and SHPIX.


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Drawdown Indicators


RYAIXSHPIXDifference

Max Drawdown

Largest peak-to-trough decline

-98.75%

-99.27%

+0.52%

Max Drawdown (1Y)

Largest decline over 1 year

-33.93%

-34.74%

+0.81%

Max Drawdown (5Y)

Largest decline over 5 years

-54.73%

-83.16%

+28.43%

Max Drawdown (10Y)

Largest decline over 10 years

-87.23%

-93.19%

+5.96%

Current Drawdown

Current decline from peak

-98.56%

-97.02%

-1.54%

Average Drawdown

Average peak-to-trough decline

-73.13%

-77.77%

+4.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.19%

25.32%

+1.87%

Volatility

RYAIX vs. SHPIX - Volatility Comparison

The current volatility for Rydex Inverse NASDAQ-100 Strategy Fund (RYAIX) is 5.34%, while ProFunds Short Small Cap ProFund (SHPIX) has a volatility of 6.54%. This indicates that RYAIX experiences smaller price fluctuations and is considered to be less risky than SHPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RYAIXSHPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.34%

6.54%

-1.20%

Volatility (6M)

Calculated over the trailing 6-month period

12.33%

14.07%

-1.74%

Volatility (1Y)

Calculated over the trailing 1-year period

22.52%

23.12%

-0.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.82%

193.64%

-170.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.58%

137.90%

-115.32%