RYCQX vs. DRCVX
RYCQX (Rydex Inverse Russell 2000 Strategy Fund) and DRCVX (Comstock Capital Value Fund) are both Inverse Equities funds. Over the past 10 years, RYCQX returned -12.16%/yr vs -3.86%/yr for DRCVX. Their 0.55 correlation means they have sometimes moved together and sometimes differently. RYCQX charges 2.49%/yr vs 0.00%/yr for DRCVX.
Performance
RYCQX vs. DRCVX - Performance Comparison
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Returns By Period
In the year-to-date period, RYCQX achieves a -14.23% return, which is significantly lower than DRCVX's 3.17% return. Over the past 10 years, RYCQX has underperformed DRCVX with an annualized return of -12.16%, while DRCVX has yielded a comparatively higher -3.86% annualized return.
RYCQX
- 1D
- 0.54%
- 1M
- 2.65%
- 6M
- -9.21%
- YTD
- -14.23%
- 1Y
- -24.06%
- 3Y*
- -10.03%
- 5Y*
- -6.12%
- 10Y*
- -12.16%
- ALL TIME*
- -12.58%
DRCVX
- 1D
- 0.00%
- 1M
- -0.44%
- 6M
- 2.93%
- YTD
- 3.17%
- 1Y
- 6.88%
- 3Y*
- 6.82%
- 5Y*
- 5.26%
- 10Y*
- -3.86%
- ALL TIME*
- -0.82%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
RYCQX vs. DRCVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYCQX Rydex Inverse Russell 2000 Strategy Fund | -14.23% | -9.40% | -6.15% | -10.73% | 16.50% | -18.59% | -31.59% | -20.84% | 10.41% | -14.20% |
DRCVX Comstock Capital Value Fund | 3.17% | 11.55% | 2.02% | 6.55% | 4.13% | -2.16% | -5.36% | -25.76% | 7.76% | -20.58% |
Correlation
The correlation between RYCQX and DRCVX is -0.56, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.56 |
Correlation (3Y) Balances recent behavior with more history. | -0.66 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.65 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.01 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2005 | 0.55 |
The correlation between RYCQX and DRCVX shifts across timeframes, from -0.66 (3 years) to 0.55 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
RYCQX vs. DRCVX — Risk / Return Rank
RYCQX
DRCVX
RYCQX vs. DRCVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex Inverse Russell 2000 Strategy Fund (RYCQX) and Comstock Capital Value Fund (DRCVX). 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.
| RYCQX | DRCVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.55 | ||
| Sortino ratioReturn per unit of downside risk | -5.42 | ||
| Omega ratioGain probability vs. loss probability | 0.82 | 1.55 | -0.73 |
| Calmar ratioReturn relative to maximum drawdown | -0.84 | 7.45 | -8.29 |
| Martin ratioReturn relative to average drawdown | -1.36 | 25.87 | -27.23 |
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Drawdowns
RYCQX vs. DRCVX - Drawdown Comparison
The maximum RYCQX drawdown since its inception was -96.16%, roughly equal to the maximum DRCVX drawdown of -97.47%. Use the drawdown chart below to compare losses from any high point for RYCQX and DRCVX.
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Drawdown Indicators
| RYCQX | DRCVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.16% | -97.47% | +1.31% |
Max Drawdown (1Y)Largest decline over 1 year | -25.21% | -0.89% | -24.32% |
Max Drawdown (3Y)Largest decline over 3 years | -42.85% | -3.82% | -39.03% |
Max Drawdown (5Y)Largest decline over 5 years | -42.88% | -4.08% | -38.80% |
Max Drawdown (10Y)Largest decline over 10 years | -74.27% | -49.21% | -25.06% |
Current DrawdownCurrent decline from peak | -96.02% | -96.61% | +0.59% |
Average DrawdownAverage peak-to-trough decline | -70.71% | -66.01% | -4.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.53% | 0.26% | +16.27% |
Volatility
RYCQX vs. DRCVX - Volatility Comparison
Rydex Inverse Russell 2000 Strategy Fund (RYCQX) has a higher volatility of 3.80% compared to Comstock Capital Value Fund (DRCVX) at 0.70%. This indicates that RYCQX's price experiences larger fluctuations and is considered to be riskier than DRCVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYCQX | DRCVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.80% | 0.70% | +3.10% |
Volatility (6M)Calculated over the trailing 6-month period | 14.08% | 1.94% | +12.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.34% | 2.81% | +16.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.38% | 4.59% | +18.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.82% | 9.42% | +14.40% |
RYCQX vs. DRCVX - Expense Ratio Comparison
RYCQX has a 2.49% expense ratio, which is higher than DRCVX's 0.00% expense ratio.
Dividends
RYCQX vs. DRCVX - Dividend Comparison
RYCQX's dividend yield for the trailing twelve months is around 9.17%, more than DRCVX's 1.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
DRCVX Comstock Capital Value Fund | 1.90% | 1.96% | 0.00% | 1.71% | 0.00% | 0.00% | 0.00% | 0.00% |
RYCQX Rydex Inverse Russell 2000 Strategy Fund | 9.17% | 7.87% | 7.14% | 9.87% | 0.00% | 0.00% | 0.08% | 0.86% |
Frequently Asked Questions
RYCQX and DRCVX have a correlation of -0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RYCQX has higher volatility (3.80%) compared to DRCVX (0.70%). In terms of maximum drawdown, RYCQX dropped -96.16% vs DRCVX's -97.47%.
DRCVX currently has the higher Sharpe Ratio (2.38 vs -1.16), 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.
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