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RYCIX vs. RYAIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RYCIX vs. RYAIX - Performance Comparison

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

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RYCIX vs. RYAIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RYCIX
Rydex Consumer Products Fund
1.57%-2.99%4.97%-2.81%-0.42%11.09%8.26%22.81%-11.80%11.94%
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%

Returns By Period

In the year-to-date period, RYCIX achieves a 1.57% return, which is significantly lower than RYAIX's 10.70% return. Over the past 10 years, RYCIX has outperformed RYAIX with an annualized return of 3.80%, while RYAIX has yielded a comparatively lower -16.89% annualized return.


RYCIX

1D
0.06%
1M
-10.78%
YTD
1.57%
6M
-1.17%
1Y
-5.22%
3Y*
-0.04%
5Y*
1.21%
10Y*
3.80%

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

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RYCIX vs. RYAIX - Expense Ratio Comparison

RYCIX has a 1.39% expense ratio, which is lower than RYAIX's 1.55% expense ratio.


Return for Risk

RYCIX vs. RYAIX — Risk / Return Rank

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

RYCIX
RYCIX Risk / Return Rank: 22
Overall Rank
RYCIX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
RYCIX Sortino Ratio Rank: 22
Sortino Ratio Rank
RYCIX Omega Ratio Rank: 22
Omega Ratio Rank
RYCIX Calmar Ratio Rank: 22
Calmar Ratio Rank
RYCIX Martin Ratio Rank: 33
Martin Ratio Rank

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
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.

RYCIX vs. RYAIX - Risk-Adjusted Trends Comparison

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


RYCIXRYAIXDifference

Sharpe ratio

Return per unit of total volatility

-0.31

-0.65

+0.34

Sortino ratio

Return per unit of downside risk

-0.34

-0.79

+0.45

Omega ratio

Gain probability vs. loss probability

0.96

0.89

+0.07

Calmar ratio

Return relative to maximum drawdown

-0.39

-0.36

-0.02

Martin ratio

Return relative to average drawdown

-0.86

-0.45

-0.40

RYCIX vs. RYAIX - Sharpe Ratio Comparison

The current RYCIX Sharpe Ratio is -0.31, which is higher than the RYAIX Sharpe Ratio of -0.65. The chart below compares the historical Sharpe Ratios of RYCIX and RYAIX, 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


RYCIXRYAIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.31

-0.65

+0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

-0.47

+0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

-0.75

+1.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

-0.16

+0.55

Correlation

The correlation between RYCIX and RYAIX is -0.53. 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

RYCIX vs. RYAIX - Dividend Comparison

RYCIX's dividend yield for the trailing twelve months is around 17.36%, more than RYAIX's 2.01% yield.


TTM20252024202320222021202020192018201720162015
RYCIX
Rydex Consumer Products Fund
17.36%17.64%6.59%11.37%7.18%14.76%8.33%2.64%7.21%8.01%1.39%2.08%
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%

Drawdowns

RYCIX vs. RYAIX - Drawdown Comparison

The maximum RYCIX drawdown since its inception was -38.96%, smaller than the maximum RYAIX drawdown of -98.75%. Use the drawdown chart below to compare losses from any high point for RYCIX and RYAIX.


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Drawdown Indicators


RYCIXRYAIXDifference

Max Drawdown

Largest peak-to-trough decline

-38.96%

-98.75%

+59.79%

Max Drawdown (1Y)

Largest decline over 1 year

-11.48%

-33.93%

+22.45%

Max Drawdown (5Y)

Largest decline over 5 years

-15.66%

-54.73%

+39.07%

Max Drawdown (10Y)

Largest decline over 10 years

-28.44%

-87.23%

+58.79%

Current Drawdown

Current decline from peak

-10.92%

-98.56%

+87.64%

Average Drawdown

Average peak-to-trough decline

-7.30%

-73.13%

+65.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.19%

27.19%

-22.00%

Volatility

RYCIX vs. RYAIX - Volatility Comparison

The current volatility for Rydex Consumer Products Fund (RYCIX) is 4.01%, while Rydex Inverse NASDAQ-100 Strategy Fund (RYAIX) has a volatility of 5.34%. This indicates that RYCIX experiences smaller price fluctuations and is considered to be less risky than RYAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RYCIXRYAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.01%

5.34%

-1.33%

Volatility (6M)

Calculated over the trailing 6-month period

9.11%

12.33%

-3.22%

Volatility (1Y)

Calculated over the trailing 1-year period

13.74%

22.52%

-8.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.48%

22.82%

-8.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.29%

22.58%

-7.29%