RYCIX vs. RYRRX
Compare and contrast key facts about Rydex Consumer Products Fund (RYCIX) and Rydex Russell 2000 Fund (RYRRX).
RYCIX is managed by Rydex Funds. It was launched on Jul 5, 1998. RYRRX is managed by Rydex Funds. It was launched on May 31, 2006.
Performance
RYCIX vs. RYRRX - Performance Comparison
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RYCIX vs. RYRRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYCIX Rydex Consumer Products Fund | 1.90% | -2.99% | 4.97% | -2.81% | -0.42% | 11.09% | 8.26% | 22.81% | -11.80% | 11.94% |
RYRRX Rydex Russell 2000 Fund | 0.29% | 10.88% | 9.72% | 15.17% | -21.70% | 13.23% | 17.81% | 23.57% | -12.58% | 12.88% |
Returns By Period
In the year-to-date period, RYCIX achieves a 1.90% return, which is significantly higher than RYRRX's 0.29% return. Over the past 10 years, RYCIX has underperformed RYRRX with an annualized return of 3.83%, while RYRRX has yielded a comparatively higher 8.03% annualized return.
RYCIX
- 1D
- 0.32%
- 1M
- -9.09%
- YTD
- 1.90%
- 6M
- -0.97%
- 1Y
- -5.15%
- 3Y*
- 0.06%
- 5Y*
- 1.28%
- 10Y*
- 3.83%
RYRRX
- 1D
- 3.45%
- 1M
- -6.04%
- YTD
- 0.29%
- 6M
- 1.75%
- 1Y
- 23.38%
- 3Y*
- 11.12%
- 5Y*
- 1.79%
- 10Y*
- 8.03%
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RYCIX vs. RYRRX - Expense Ratio Comparison
RYCIX has a 1.39% expense ratio, which is lower than RYRRX's 1.60% expense ratio.
Return for Risk
RYCIX vs. RYRRX — Risk / Return Rank
RYCIX
RYRRX
RYCIX vs. RYRRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex Consumer Products Fund (RYCIX) and Rydex Russell 2000 Fund (RYRRX). 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.
| RYCIX | RYRRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.36 | 1.01 | -1.37 |
Sortino ratioReturn per unit of downside risk | -0.41 | 1.53 | -1.94 |
Omega ratioGain probability vs. loss probability | 0.95 | 1.20 | -0.24 |
Calmar ratioReturn relative to maximum drawdown | -0.34 | 1.64 | -1.98 |
Martin ratioReturn relative to average drawdown | -0.75 | 5.98 | -6.73 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RYCIX | RYRRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.36 | 1.01 | -1.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.09 | 0.08 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | 0.34 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.23 | +0.15 |
Correlation
The correlation between RYCIX and RYRRX is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
RYCIX vs. RYRRX - Dividend Comparison
RYCIX's dividend yield for the trailing twelve months is around 17.31%, more than RYRRX's 0.65% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYCIX Rydex Consumer Products Fund | 17.31% | 17.64% | 6.59% | 11.37% | 7.18% | 14.76% | 8.33% | 2.64% | 7.21% | 8.01% | 1.39% | 2.08% |
RYRRX Rydex Russell 2000 Fund | 0.65% | 0.65% | 1.02% | 0.19% | 0.00% | 12.84% | 0.00% | 1.46% | 0.00% | 4.82% | 0.00% | 2.66% |
Drawdowns
RYCIX vs. RYRRX - Drawdown Comparison
The maximum RYCIX drawdown since its inception was -38.96%, smaller than the maximum RYRRX drawdown of -60.36%. Use the drawdown chart below to compare losses from any high point for RYCIX and RYRRX.
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Drawdown Indicators
| RYCIX | RYRRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.96% | -60.36% | +21.40% |
Max Drawdown (1Y)Largest decline over 1 year | -11.48% | -13.91% | +2.43% |
Max Drawdown (5Y)Largest decline over 5 years | -15.66% | -33.02% | +17.36% |
Max Drawdown (10Y)Largest decline over 10 years | -28.44% | -42.84% | +14.40% |
Current DrawdownCurrent decline from peak | -10.63% | -8.37% | -2.26% |
Average DrawdownAverage peak-to-trough decline | -7.30% | -12.32% | +5.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.23% | 3.81% | +1.42% |
Volatility
RYCIX vs. RYRRX - Volatility Comparison
The current volatility for Rydex Consumer Products Fund (RYCIX) is 3.95%, while Rydex Russell 2000 Fund (RYRRX) has a volatility of 7.50%. This indicates that RYCIX experiences smaller price fluctuations and is considered to be less risky than RYRRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYCIX | RYRRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.95% | 7.50% | -3.55% |
Volatility (6M)Calculated over the trailing 6-month period | 9.12% | 14.47% | -5.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.72% | 23.29% | -9.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.48% | 22.59% | -8.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.29% | 23.41% | -8.12% |