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RYCKX vs. RYAIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RYCKX vs. RYAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rydex S&P MidCap 400 Pure Growth Fund (RYCKX) and Rydex Inverse NASDAQ-100 Strategy Fund (RYAIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RYCKX achieves a 20.27% return, which is significantly higher than RYAIX's -17.50% return. Over the past 10 years, RYCKX has outperformed RYAIX with an annualized return of 8.17%, while RYAIX has yielded a comparatively lower -19.29% annualized return.


RYCKX

1D
0.61%
1M
6.36%
YTD
20.27%
6M
19.77%
1Y
29.41%
3Y*
17.75%
5Y*
6.37%
10Y*
8.17%

RYAIX

1D
-0.46%
1M
-9.69%
YTD
-17.50%
6M
-16.04%
1Y
-27.23%
3Y*
-19.27%
5Y*
-15.08%
10Y*
-19.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RYCKX vs. RYAIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RYCKX
Rydex S&P MidCap 400 Pure Growth Fund
20.27%6.61%15.10%13.97%-23.05%11.26%29.72%14.60%-15.17%18.02%
RYAIX
Rydex Inverse NASDAQ-100 Strategy Fund
-17.50%-15.63%-15.64%-31.71%35.92%-24.88%-40.98%-27.65%-2.63%-24.47%

Correlation

The correlation between RYCKX and RYAIX is -0.69, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.69

Correlation (3Y)
Calculated over the trailing 3-year period

-0.66

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

-0.74

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

-0.74

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2005

-0.80

The correlation between RYCKX and RYAIX shifts across timeframes, from -0.80 (all time) to -0.66 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

RYCKX vs. RYAIX — Risk / Return Rank

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

RYCKX
RYCKX Risk / Return Rank: 4444
Overall Rank
RYCKX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
RYCKX Sortino Ratio Rank: 3434
Sortino Ratio Rank
RYCKX Omega Ratio Rank: 3131
Omega Ratio Rank
RYCKX Calmar Ratio Rank: 5959
Calmar Ratio Rank
RYCKX Martin Ratio Rank: 5959
Martin Ratio Rank

RYAIX
RYAIX Risk / Return Rank: 00
Overall Rank
RYAIX Sharpe Ratio Rank: 00
Sharpe Ratio Rank
RYAIX Sortino Ratio Rank: 00
Sortino Ratio Rank
RYAIX Omega Ratio Rank: 00
Omega Ratio Rank
RYAIX Calmar Ratio Rank: 00
Calmar Ratio Rank
RYAIX Martin Ratio Rank: 00
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.

RYCKX vs. RYAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rydex S&P MidCap 400 Pure Growth Fund (RYCKX) 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.


RYCKXRYAIXDifference
Sharpe ratioReturn per unit of total volatility

+3.41

Sortino ratioReturn per unit of downside risk

+5.01

Omega ratioGain probability vs. loss probability

1.29

0.73

+0.56

Calmar ratioReturn relative to maximum drawdown

2.95

-1.01

+3.96

Martin ratioReturn relative to average drawdown

11.86

-2.23

+14.09

RYCKX vs. RYAIX - Sharpe Ratio Comparison

The current RYCKX Sharpe Ratio is 1.69, which is higher than the RYAIX Sharpe Ratio of -1.73. The chart below compares the historical Sharpe Ratios of RYCKX and RYAIX, 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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Sharpe Ratios by Period


RYCKXRYAIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.69

-1.73

+3.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

-0.66

+0.94

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

-0.85

+1.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

-0.17

+0.52

Drawdowns

RYCKX vs. RYAIX - Drawdown Comparison

The maximum RYCKX drawdown since its inception was -52.60%, smaller than the maximum RYAIX drawdown of -98.93%. Use the drawdown chart below to compare losses from any high point for RYCKX and RYAIX.


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Drawdown Indicators


RYCKXRYAIXDifference

Max Drawdown

Largest peak-to-trough decline

-52.60%

-98.93%

+46.33%

Max Drawdown (1Y)

Largest decline over 1 year

-10.50%

-27.64%

+17.14%

Max Drawdown (3Y)

Largest decline over 3 years

-27.14%

-50.13%

+22.99%

Max Drawdown (5Y)

Largest decline over 5 years

-35.98%

-61.15%

+25.17%

Max Drawdown (10Y)

Largest decline over 10 years

-44.75%

-89.04%

+44.29%

Current Drawdown

Current decline from peak

0.00%

-98.93%

+98.93%

Average Drawdown

Average peak-to-trough decline

-9.52%

-73.29%

+63.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.60%

12.65%

-10.05%

Volatility

RYCKX vs. RYAIX - Volatility Comparison

Rydex S&P MidCap 400 Pure Growth Fund (RYCKX) has a higher volatility of 6.42% compared to Rydex Inverse NASDAQ-100 Strategy Fund (RYAIX) at 4.52%. This indicates that RYCKX's price experiences larger fluctuations and is considered to be riskier 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


RYCKXRYAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.42%

4.52%

+1.90%

Volatility (6M)

Calculated over the trailing 6-month period

14.65%

12.35%

+2.30%

Volatility (1Y)

Calculated over the trailing 1-year period

18.34%

16.17%

+2.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.78%

22.86%

-0.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.06%

22.66%

+0.40%

RYCKX vs. RYAIX - Expense Ratio Comparison

RYCKX has a 2.26% expense ratio, which is higher than RYAIX's 1.55% expense ratio.


Dividends

RYCKX vs. RYAIX - Dividend Comparison

RYCKX has not paid dividends to shareholders, while RYAIX's dividend yield for the trailing twelve months is around 2.70%.


PositionTTM20252024202320222021202020192018201720162015
RYAIX
Rydex Inverse NASDAQ-100 Strategy Fund
2.70%2.23%5.67%4.81%0.00%0.00%0.09%0.72%0.00%0.00%0.00%0.00%
RYCKX
Rydex S&P MidCap 400 Pure Growth Fund
0.00%0.00%20.92%0.00%14.34%13.66%1.29%0.00%18.93%7.60%1.72%5.90%

Frequently Asked Questions


RYCKX and RYAIX have a correlation of -0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RYCKX has higher volatility (6.42%) compared to RYAIX (4.52%). In terms of maximum drawdown, RYCKX dropped -52.60% vs RYAIX's -98.93%.

RYCKX currently has the higher Sharpe Ratio (1.69 vs -1.73), 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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