RYCYX vs. RMQHX
Compare and contrast key facts about Rydex Dow 2x Strategy Fund (RYCYX) and Rydex Monthly Rebalance NASDAQ-100 2x Strategy H (RMQHX).
RYCYX is managed by Rydex Funds. It was launched on Feb 19, 2004. RMQHX is a passively managed fund by Guggenheim that tracks the performance of the NASDAQ-100. It was launched on Nov 28, 2014.
Performance
RYCYX vs. RMQHX - Performance Comparison
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RYCYX vs. RMQHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYCYX Rydex Dow 2x Strategy Fund | -8.41% | 18.63% | 19.61% | 22.59% | -20.44% | 39.43% | 1.17% | 46.39% | -14.47% | 56.42% |
RMQHX Rydex Monthly Rebalance NASDAQ-100 2x Strategy H | -12.99% | 33.90% | 44.74% | 115.89% | -59.96% | 56.33% | 101.06% | 80.70% | -7.28% | 69.79% |
Returns By Period
In the year-to-date period, RYCYX achieves a -8.41% return, which is significantly higher than RMQHX's -12.99% return. Over the past 10 years, RYCYX has underperformed RMQHX with an annualized return of 15.83%, while RMQHX has yielded a comparatively higher 31.05% annualized return.
RYCYX
- 1D
- 4.95%
- 1M
- -10.68%
- YTD
- -8.41%
- 6M
- -3.35%
- 1Y
- 13.40%
- 3Y*
- 17.02%
- 5Y*
- 8.61%
- 10Y*
- 15.83%
RMQHX
- 1D
- 7.46%
- 1M
- -10.36%
- YTD
- -12.99%
- 6M
- -11.17%
- 1Y
- 39.17%
- 3Y*
- 37.08%
- 5Y*
- 16.36%
- 10Y*
- 31.05%
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RYCYX vs. RMQHX - Expense Ratio Comparison
RYCYX has a 2.61% expense ratio, which is higher than RMQHX's 1.27% expense ratio.
Return for Risk
RYCYX vs. RMQHX — Risk / Return Rank
RYCYX
RMQHX
RYCYX vs. RMQHX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex Dow 2x Strategy Fund (RYCYX) and Rydex Monthly Rebalance NASDAQ-100 2x Strategy H (RMQHX). 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.
| RYCYX | RMQHX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.40 | 0.87 | -0.47 |
Sortino ratioReturn per unit of downside risk | 0.80 | 1.54 | -0.74 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.22 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.74 | 1.64 | -0.91 |
Martin ratioReturn relative to average drawdown | 2.54 | 5.65 | -3.11 |
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
| RYCYX | RMQHX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.40 | 0.87 | -0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 0.36 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.67 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.64 | -0.35 |
Correlation
The correlation between RYCYX and RMQHX is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
RYCYX vs. RMQHX - Dividend Comparison
RYCYX's dividend yield for the trailing twelve months is around 1.96%, less than RMQHX's 39.96% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYCYX Rydex Dow 2x Strategy Fund | 1.96% | 1.80% | 4.14% | 0.48% | 2.55% | 4.76% | 0.00% | 3.81% | 0.00% | 5.81% | 0.65% | 7.34% |
RMQHX Rydex Monthly Rebalance NASDAQ-100 2x Strategy H | 39.96% | 34.77% | 25.22% | 3.66% | 0.00% | 2.13% | 5.17% | 0.10% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
RYCYX vs. RMQHX - Drawdown Comparison
The maximum RYCYX drawdown since its inception was -82.36%, which is greater than RMQHX's maximum drawdown of -63.21%. Use the drawdown chart below to compare losses from any high point for RYCYX and RMQHX.
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Drawdown Indicators
| RYCYX | RMQHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.36% | -63.21% | -19.15% |
Max Drawdown (1Y)Largest decline over 1 year | -21.04% | -25.11% | +4.07% |
Max Drawdown (5Y)Largest decline over 5 years | -40.72% | -63.21% | +22.49% |
Max Drawdown (10Y)Largest decline over 10 years | -63.19% | -63.21% | +0.02% |
Current DrawdownCurrent decline from peak | -15.33% | -19.37% | +4.04% |
Average DrawdownAverage peak-to-trough decline | -18.23% | -13.01% | -5.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.12% | 7.31% | -1.19% |
Volatility
RYCYX vs. RMQHX - Volatility Comparison
The current volatility for Rydex Dow 2x Strategy Fund (RYCYX) is 9.91%, while Rydex Monthly Rebalance NASDAQ-100 2x Strategy H (RMQHX) has a volatility of 13.71%. This indicates that RYCYX experiences smaller price fluctuations and is considered to be less risky than RMQHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYCYX | RMQHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.91% | 13.71% | -3.80% |
Volatility (6M)Calculated over the trailing 6-month period | 18.56% | 26.24% | -7.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.68% | 47.80% | -14.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.49% | 46.30% | -16.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.15% | 46.36% | -11.21% |