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RYCIX vs. RYPMX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RYCIX vs. RYPMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rydex Consumer Products Fund (RYCIX) and Rydex Precious Metals Fund (RYPMX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RYCIX achieves a 4.61% return, which is significantly higher than RYPMX's 0.29% return. Over the past 10 years, RYCIX has underperformed RYPMX with an annualized return of 3.94%, while RYPMX has yielded a comparatively higher 13.68% annualized return.


RYCIX

1D
-0.06%
1M
-0.72%
YTD
4.61%
6M
3.74%
1Y
-1.40%
3Y*
0.89%
5Y*
1.72%
10Y*
3.94%

RYPMX

1D
-2.33%
1M
-2.35%
YTD
0.29%
6M
-4.51%
1Y
67.82%
3Y*
40.27%
5Y*
19.09%
10Y*
13.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RYCIX vs. RYPMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RYCIX
Rydex Consumer Products Fund
4.61%-2.99%4.97%-2.81%-0.42%11.09%8.26%22.81%-11.80%11.94%
RYPMX
Rydex Precious Metals Fund
0.29%148.94%10.14%4.24%-10.57%-8.96%34.25%52.91%-16.56%7.04%

Correlation

The correlation between RYCIX and RYPMX 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

0.16

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

0.22

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

0.18

Correlation (All Time)
Calculated using the full available price history since Jan 4, 1999

0.18

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Return for Risk

RYCIX vs. RYPMX — 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: 22
Martin Ratio Rank

RYPMX
RYPMX Risk / Return Rank: 2525
Overall Rank
RYPMX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
RYPMX Sortino Ratio Rank: 2121
Sortino Ratio Rank
RYPMX Omega Ratio Rank: 2626
Omega Ratio Rank
RYPMX Calmar Ratio Rank: 2828
Calmar Ratio Rank
RYPMX Martin Ratio Rank: 2222
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. RYPMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rydex Consumer Products Fund (RYCIX) and Rydex Precious Metals Fund (RYPMX). 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.


RYCIXRYPMXDifference
Sharpe ratioReturn per unit of total volatility

-1.46

Sortino ratioReturn per unit of downside risk

-1.80

Omega ratioGain probability vs. loss probability

1.00

1.25

-0.25

Calmar ratioReturn relative to maximum drawdown

-0.08

1.87

-1.96

Martin ratioReturn relative to average drawdown

-0.14

4.97

-5.12

RYCIX vs. RYPMX - Sharpe Ratio Comparison

The current RYCIX Sharpe Ratio is -0.08, which is lower than the RYPMX Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of RYCIX and RYPMX, 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

RYCIX vs. RYPMX - Drawdown Comparison

The maximum RYCIX drawdown since its inception was -38.96%, smaller than the maximum RYPMX drawdown of -81.25%. Use the drawdown chart below to compare losses from any high point for RYCIX and RYPMX.


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Drawdown Indicators


RYCIXRYPMXDifference

Max Drawdown

Largest peak-to-trough decline

-38.96%

-81.25%

+42.29%

Max Drawdown (1Y)

Largest decline over 1 year

-11.48%

-35.22%

+23.74%

Max Drawdown (3Y)

Largest decline over 3 years

-14.03%

-35.22%

+21.19%

Max Drawdown (5Y)

Largest decline over 5 years

-15.66%

-46.46%

+30.80%

Max Drawdown (10Y)

Largest decline over 10 years

-28.44%

-47.81%

+19.37%

Current Drawdown

Current decline from peak

-8.25%

-27.31%

+19.06%

Average Drawdown

Average peak-to-trough decline

-7.31%

-40.35%

+33.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.62%

13.25%

-6.63%

Volatility

RYCIX vs. RYPMX - Volatility Comparison

The current volatility for Rydex Consumer Products Fund (RYCIX) is 4.82%, while Rydex Precious Metals Fund (RYPMX) has a volatility of 17.05%. This indicates that RYCIX experiences smaller price fluctuations and is considered to be less risky than RYPMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RYCIXRYPMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.82%

17.05%

-12.23%

Volatility (6M)

Calculated over the trailing 6-month period

9.84%

39.84%

-30.00%

Volatility (1Y)

Calculated over the trailing 1-year period

12.73%

47.68%

-34.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.62%

37.33%

-22.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.34%

37.24%

-21.90%

RYCIX vs. RYPMX - Expense Ratio Comparison

RYCIX has a 1.39% expense ratio, which is higher than RYPMX's 1.26% expense ratio.


Dividends

RYCIX vs. RYPMX - Dividend Comparison

RYCIX's dividend yield for the trailing twelve months is around 16.86%, more than RYPMX's 3.00% yield.


PositionTTM20252024202320222021202020192018201720162015
RYCIX
Rydex Consumer Products Fund
16.86%17.64%6.59%11.37%7.18%14.76%8.33%2.64%7.21%8.01%1.39%2.08%
RYPMX
Rydex Precious Metals Fund
3.00%3.01%0.00%3.51%7.15%6.39%1.06%2.08%1.35%5.53%4.04%0.58%

Frequently Asked Questions


RYCIX and RYPMX 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.

RYPMX has higher volatility (17.05%) compared to RYCIX (4.82%). In terms of maximum drawdown, RYCIX dropped -38.96% vs RYPMX's -81.25%.

RYPMX currently has the higher Sharpe Ratio (1.39 vs -0.08), 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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