RYCRX vs. RYDAX
Compare and contrast key facts about Rydex Real Estate Fund (RYCRX) and Rydex Dow Jones Industrial Average Fund (RYDAX).
RYCRX is managed by Rydex Funds. It was launched on Feb 20, 2004. RYDAX is managed by Rydex Funds. It was launched on Dec 1, 2015.
Performance
RYCRX vs. RYDAX - Performance Comparison
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RYCRX vs. RYDAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYCRX Rydex Real Estate Fund | -1.26% | 2.15% | 4.92% | 9.78% | -28.10% | 33.75% | -6.05% | 23.45% | -8.28% | 5.49% |
RYDAX Rydex Dow Jones Industrial Average Fund | -3.60% | 12.98% | 13.10% | 14.36% | -8.88% | 19.11% | 7.47% | 23.13% | -5.14% | 26.19% |
Returns By Period
In the year-to-date period, RYCRX achieves a -1.26% return, which is significantly higher than RYDAX's -3.60% return. Over the past 10 years, RYCRX has underperformed RYDAX with an annualized return of 2.71%, while RYDAX has yielded a comparatively higher 10.50% annualized return.
RYCRX
- 1D
- 1.46%
- 1M
- -6.96%
- YTD
- -1.26%
- 6M
- -4.51%
- 1Y
- -0.46%
- 3Y*
- 5.09%
- 5Y*
- 0.21%
- 10Y*
- 2.71%
RYDAX
- 1D
- 2.49%
- 1M
- -5.26%
- YTD
- -3.60%
- 6M
- -0.25%
- 1Y
- 10.38%
- 3Y*
- 11.90%
- 5Y*
- 7.11%
- 10Y*
- 10.50%
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RYCRX vs. RYDAX - Expense Ratio Comparison
RYCRX has a 2.36% expense ratio, which is higher than RYDAX's 1.58% expense ratio.
Return for Risk
RYCRX vs. RYDAX — Risk / Return Rank
RYCRX
RYDAX
RYCRX vs. RYDAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex Real Estate Fund (RYCRX) and Rydex Dow Jones Industrial Average Fund (RYDAX). 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.
| RYCRX | RYDAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.03 | 0.62 | -0.64 |
Sortino ratioReturn per unit of downside risk | 0.09 | 1.00 | -0.92 |
Omega ratioGain probability vs. loss probability | 1.01 | 1.14 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 0.03 | 1.05 | -1.03 |
Martin ratioReturn relative to average drawdown | 0.08 | 3.84 | -3.75 |
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
| RYCRX | RYDAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.03 | 0.62 | -0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | 0.48 | -0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.13 | 0.60 | -0.47 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.10 | 0.61 | -0.51 |
Correlation
The correlation between RYCRX and RYDAX 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
RYCRX vs. RYDAX - Dividend Comparison
RYCRX's dividend yield for the trailing twelve months is around 4.48%, more than RYDAX's 0.39% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYCRX Rydex Real Estate Fund | 4.48% | 4.43% | 0.98% | 2.34% | 4.55% | 0.42% | 10.95% | 1.94% | 0.82% | 0.58% | 6.91% | 1.36% |
RYDAX Rydex Dow Jones Industrial Average Fund | 0.39% | 0.38% | 1.73% | 0.75% | 3.17% | 1.22% | 4.87% | 4.02% | 1.25% | 3.70% | 0.56% | 0.00% |
Drawdowns
RYCRX vs. RYDAX - Drawdown Comparison
The maximum RYCRX drawdown since its inception was -74.89%, which is greater than RYDAX's maximum drawdown of -37.34%. Use the drawdown chart below to compare losses from any high point for RYCRX and RYDAX.
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Drawdown Indicators
| RYCRX | RYDAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.89% | -37.34% | -37.55% |
Max Drawdown (1Y)Largest decline over 1 year | -13.01% | -10.87% | -2.14% |
Max Drawdown (5Y)Largest decline over 5 years | -36.88% | -22.12% | -14.76% |
Max Drawdown (10Y)Largest decline over 10 years | -45.88% | -37.34% | -8.54% |
Current DrawdownCurrent decline from peak | -16.49% | -7.62% | -8.87% |
Average DrawdownAverage peak-to-trough decline | -18.87% | -4.38% | -14.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.11% | 2.98% | +1.13% |
Volatility
RYCRX vs. RYDAX - Volatility Comparison
Rydex Real Estate Fund (RYCRX) and Rydex Dow Jones Industrial Average Fund (RYDAX) have volatilities of 4.68% and 4.90%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYCRX | RYDAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.68% | 4.90% | -0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 9.57% | 9.25% | +0.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.37% | 16.83% | +0.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.20% | 14.77% | +4.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.38% | 17.58% | +3.80% |