RYCIX vs. RYAIX
RYCIX (Rydex Consumer Products Fund) and RYAIX (Rydex Inverse NASDAQ-100 Strategy Fund) are both mutual funds - RYCIX is a Consumer Staples Equities fund managed by Rydex Funds, while RYAIX is a Inverse Equities fund managed by Rydex Funds. Over the past 10 years, RYCIX returned 3.88%/yr vs -18.76%/yr for RYAIX. At a correlation of -0.52, they often move in opposite directions. RYCIX charges 1.39%/yr vs 1.55%/yr for RYAIX.
Performance
RYCIX vs. RYAIX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, RYCIX achieves a 8.75% return, which is significantly higher than RYAIX's -13.86% return. Over the past 10 years, RYCIX has outperformed RYAIX with an annualized return of 3.88%, while RYAIX has yielded a comparatively lower -18.76% annualized return.
RYCIX
- 1D
- 0.23%
- 1M
- 1.23%
- 6M
- 6.25%
- YTD
- 8.75%
- 1Y
- 1.87%
- 3Y*
- 2.16%
- 5Y*
- 2.22%
- 10Y*
- 3.88%
RYAIX
- 1D
- 1.90%
- 1M
- 1.21%
- 6M
- -12.34%
- YTD
- -13.86%
- 1Y
- -20.35%
- 3Y*
- -16.43%
- 5Y*
- -12.62%
- 10Y*
- -18.76%
RYCIX vs. RYAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYCIX Rydex Consumer Products Fund | 8.75% | -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 | -13.86% | -15.63% | -15.64% | -31.71% | 35.92% | -24.88% | -40.98% | -27.65% | -2.63% | -24.47% |
Correlation
The correlation between RYCIX and RYAIX is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.05 |
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 RYCIX and RYAIX shifts across timeframes, from -0.52 (all time) to 0.14 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
RYCIX vs. RYAIX — Risk / Return Rank
RYCIX
RYAIX
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.
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.
| RYCIX | RYAIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.24 | ||
| Sortino ratioReturn per unit of downside risk | +1.89 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 0.83 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 0.16 | -0.81 | +0.97 |
| Martin ratioReturn relative to average drawdown | 0.26 | -1.69 | +1.95 |
Loading charts...
Drawdowns
RYCIX vs. RYAIX - Drawdown Comparison
The maximum RYCIX drawdown since its inception was -38.96%, smaller than the maximum RYAIX drawdown of -98.93%. Use the drawdown chart below to compare losses from any high point for RYCIX and RYAIX.
Loading charts...
Drawdown Indicators
| RYCIX | RYAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.96% | -98.93% | +59.97% |
Max Drawdown (1Y)Largest decline over 1 year | -11.48% | -25.47% | +13.99% |
Max Drawdown (3Y)Largest decline over 3 years | -14.03% | -50.13% | +36.10% |
Max Drawdown (5Y)Largest decline over 5 years | -15.66% | -61.15% | +45.49% |
Max Drawdown (10Y)Largest decline over 10 years | -28.44% | -88.00% | +59.56% |
Current DrawdownCurrent decline from peak | -4.62% | -98.88% | +94.26% |
Average DrawdownAverage peak-to-trough decline | -7.31% | -73.38% | +66.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.76% | 12.20% | -5.44% |
Volatility
RYCIX vs. RYAIX - Volatility Comparison
The current volatility for Rydex Consumer Products Fund (RYCIX) is 5.18%, while Rydex Inverse NASDAQ-100 Strategy Fund (RYAIX) has a volatility of 8.47%. 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.
Loading charts...
Volatility by Period
| RYCIX | RYAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.18% | 8.47% | -3.29% |
Volatility (6M)Calculated over the trailing 6-month period | 10.35% | 15.38% | -5.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.24% | 18.67% | -5.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.73% | 23.24% | -8.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.35% | 22.80% | -7.45% |
RYCIX vs. RYAIX - Expense Ratio Comparison
RYCIX has a 1.39% expense ratio, which is lower than RYAIX's 1.55% expense ratio.
Dividends
RYCIX vs. RYAIX - Dividend Comparison
RYCIX's dividend yield for the trailing twelve months is around 16.22%, more than RYAIX's 2.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYAIX Rydex Inverse NASDAQ-100 Strategy Fund | 2.59% | 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 | 16.22% | 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
RYCIX and RYAIX have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RYAIX has higher volatility (8.47%) compared to RYCIX (5.18%). In terms of maximum drawdown, RYCIX dropped -38.96% vs RYAIX's -98.93%.
RYCIX currently has the higher Sharpe Ratio (0.13 vs -1.11), 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.
Find the right allocation for RYCIX and RYAIX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer