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RYCRX vs. RYAIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RYCRX vs. RYAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rydex Real Estate Fund (RYCRX) 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, RYCRX achieves a 11.23% return, which is significantly higher than RYAIX's -14.53% return. Over the past 10 years, RYCRX has outperformed RYAIX with an annualized return of 3.07%, while RYAIX has yielded a comparatively lower -18.82% annualized return.


RYCRX

1D
0.46%
1M
1.26%
6M
7.57%
YTD
11.23%
1Y
12.85%
3Y*
7.33%
5Y*
0.57%
10Y*
3.07%

RYAIX

1D
0.30%
1M
1.66%
6M
-13.69%
YTD
-14.53%
1Y
-20.79%
3Y*
-16.65%
5Y*
-13.01%
10Y*
-18.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RYCRX vs. RYAIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RYCRX
Rydex Real Estate Fund
11.23%2.15%4.92%9.78%-28.10%33.75%-6.05%23.45%-8.28%5.49%
RYAIX
Rydex Inverse NASDAQ-100 Strategy Fund
-14.53%-15.63%-15.64%-31.71%35.92%-24.88%-40.98%-27.65%-2.63%-24.47%

Correlation

The correlation between RYCRX and RYAIX is -0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.10

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

-0.29

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

-0.47

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

-0.44

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2005

-0.56

Over the past year, the inverse relationship between RYCRX and RYAIX has weakened: their correlation has moved from -0.56 to -0.10, meaning they move in opposite directions less often than they have historically.

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Return for Risk

RYCRX vs. RYAIX — Risk / Return Rank

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

RYCRX
RYCRX Risk / Return Rank: 2121
Overall Rank
RYCRX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
RYCRX Sortino Ratio Rank: 1919
Sortino Ratio Rank
RYCRX Omega Ratio Rank: 1717
Omega Ratio Rank
RYCRX Calmar Ratio Rank: 2828
Calmar Ratio Rank
RYCRX Martin Ratio Rank: 2020
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.

RYCRX vs. RYAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rydex Real Estate Fund (RYCRX) 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.


RYCRXRYAIXDifference
Sharpe ratioReturn per unit of total volatility

+2.10

Sortino ratioReturn per unit of downside risk

+3.09

Omega ratioGain probability vs. loss probability

1.18

0.82

+0.35

Calmar ratioReturn relative to maximum drawdown

1.61

-0.82

+2.43

Martin ratioReturn relative to average drawdown

4.05

-1.69

+5.74

RYCRX vs. RYAIX - Sharpe Ratio Comparison

The current RYCRX Sharpe Ratio is 0.97, which is higher than the RYAIX Sharpe Ratio of -1.12. The chart below compares the historical Sharpe Ratios of RYCRX 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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Drawdowns

RYCRX vs. RYAIX - Drawdown Comparison

The maximum RYCRX drawdown since its inception was -74.89%, smaller than the maximum RYAIX drawdown of -98.93%. Use the drawdown chart below to compare losses from any high point for RYCRX and RYAIX.


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Drawdown Indicators


RYCRXRYAIXDifference

Max Drawdown

Largest peak-to-trough decline

-74.89%

-98.93%

+24.04%

Max Drawdown (1Y)

Largest decline over 1 year

-8.76%

-25.47%

+16.71%

Max Drawdown (3Y)

Largest decline over 3 years

-18.78%

-50.13%

+31.35%

Max Drawdown (5Y)

Largest decline over 5 years

-36.88%

-61.15%

+24.27%

Max Drawdown (10Y)

Largest decline over 10 years

-45.88%

-87.96%

+42.08%

Current Drawdown

Current decline from peak

-5.93%

-98.89%

+92.96%

Average Drawdown

Average peak-to-trough decline

-18.74%

-73.39%

+54.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.47%

12.37%

-8.90%

Volatility

RYCRX vs. RYAIX - Volatility Comparison

The current volatility for Rydex Real Estate Fund (RYCRX) is 4.75%, while Rydex Inverse NASDAQ-100 Strategy Fund (RYAIX) has a volatility of 7.84%. This indicates that RYCRX 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.


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Volatility by Period


RYCRXRYAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.75%

7.84%

-3.09%

Volatility (6M)

Calculated over the trailing 6-month period

10.63%

15.39%

-4.76%

Volatility (1Y)

Calculated over the trailing 1-year period

14.58%

18.66%

-4.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.25%

23.24%

-3.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.43%

22.80%

-1.37%

RYCRX vs. RYAIX - Expense Ratio Comparison

RYCRX has a 2.36% expense ratio, which is higher than RYAIX's 1.55% expense ratio.


Dividends

RYCRX vs. RYAIX - Dividend Comparison

RYCRX's dividend yield for the trailing twelve months is around 3.98%, more than RYAIX's 2.61% yield.


PositionTTM20252024202320222021202020192018201720162015
RYAIX
Rydex Inverse NASDAQ-100 Strategy Fund
2.61%2.23%5.67%4.81%0.00%0.00%0.09%0.72%0.00%0.00%0.00%0.00%
RYCRX
Rydex Real Estate Fund
3.98%4.43%0.98%2.34%4.55%0.42%10.95%1.94%0.82%0.58%6.91%1.36%

Frequently Asked Questions


RYCRX and RYAIX have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RYAIX has higher volatility (7.84%) compared to RYCRX (4.75%). In terms of maximum drawdown, RYCRX dropped -74.89% vs RYAIX's -98.93%.

RYCRX currently has the higher Sharpe Ratio (0.97 vs -1.12), 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

Find the right allocation for RYCRX 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.

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