RYCYX vs. RYEUX
Compare and contrast key facts about Rydex Dow 2x Strategy Fund (RYCYX) and Rydex Europe 1.25x Strategy Fund (RYEUX).
RYCYX is managed by Rydex Funds. It was launched on Feb 19, 2004. RYEUX is managed by Rydex Funds. It was launched on May 7, 2000.
Performance
RYCYX vs. RYEUX - Performance Comparison
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RYCYX vs. RYEUX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYCYX Rydex Dow 2x Strategy Fund | -12.73% | 18.63% | 19.61% | 22.59% | -20.44% | 39.43% | 1.17% | 46.39% | -14.47% | 56.42% |
RYEUX Rydex Europe 1.25x Strategy Fund | -5.46% | 32.95% | -2.61% | 19.53% | -12.87% | 18.73% | 0.35% | 29.80% | -18.72% | 28.14% |
Returns By Period
In the year-to-date period, RYCYX achieves a -12.73% return, which is significantly lower than RYEUX's -5.46% return. Over the past 10 years, RYCYX has outperformed RYEUX with an annualized return of 15.27%, while RYEUX has yielded a comparatively lower 7.62% annualized return.
RYCYX
- 1D
- 0.21%
- 1M
- -15.03%
- YTD
- -12.73%
- 6M
- -7.76%
- 1Y
- 7.95%
- 3Y*
- 15.16%
- 5Y*
- 7.78%
- 10Y*
- 15.27%
RYEUX
- 1D
- 0.54%
- 1M
- -14.25%
- YTD
- -5.46%
- 6M
- 0.04%
- 1Y
- 9.74%
- 3Y*
- 9.26%
- 5Y*
- 7.95%
- 10Y*
- 7.62%
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RYCYX vs. RYEUX - Expense Ratio Comparison
RYCYX has a 2.61% expense ratio, which is higher than RYEUX's 1.69% expense ratio.
Return for Risk
RYCYX vs. RYEUX — Risk / Return Rank
RYCYX
RYEUX
RYCYX vs. RYEUX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex Dow 2x Strategy Fund (RYCYX) and Rydex Europe 1.25x Strategy Fund (RYEUX). 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 | RYEUX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.30 | 0.41 | -0.11 |
Sortino ratioReturn per unit of downside risk | 0.67 | 0.69 | -0.02 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.09 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 0.30 | 0.55 | -0.25 |
Martin ratioReturn relative to average drawdown | 1.04 | 1.94 | -0.90 |
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 | RYEUX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.30 | 0.41 | -0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.39 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.34 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.03 | +0.25 |
Correlation
The correlation between RYCYX and RYEUX is 0.76, 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. RYEUX - Dividend Comparison
RYCYX's dividend yield for the trailing twelve months is around 2.06%, less than RYEUX's 6.30% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYCYX Rydex Dow 2x Strategy Fund | 2.06% | 1.80% | 4.14% | 0.48% | 2.55% | 4.76% | 0.00% | 3.81% | 0.00% | 5.81% | 0.65% | 7.34% |
RYEUX Rydex Europe 1.25x Strategy Fund | 6.30% | 5.95% | 12.32% | 0.67% | 0.00% | 0.00% | 5.03% | 0.46% | 8.58% | 0.25% | 0.91% | 0.15% |
Drawdowns
RYCYX vs. RYEUX - Drawdown Comparison
The maximum RYCYX drawdown since its inception was -82.36%, which is greater than RYEUX's maximum drawdown of -76.19%. Use the drawdown chart below to compare losses from any high point for RYCYX and RYEUX.
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Drawdown Indicators
| RYCYX | RYEUX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.36% | -76.19% | -6.17% |
Max Drawdown (1Y)Largest decline over 1 year | -21.04% | -15.24% | -5.80% |
Max Drawdown (5Y)Largest decline over 5 years | -40.72% | -33.39% | -7.33% |
Max Drawdown (10Y)Largest decline over 10 years | -63.19% | -42.08% | -21.11% |
Current DrawdownCurrent decline from peak | -19.32% | -14.57% | -4.75% |
Average DrawdownAverage peak-to-trough decline | -18.23% | -37.55% | +19.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.04% | 4.30% | +1.74% |
Volatility
RYCYX vs. RYEUX - Volatility Comparison
The current volatility for Rydex Dow 2x Strategy Fund (RYCYX) is 8.17%, while Rydex Europe 1.25x Strategy Fund (RYEUX) has a volatility of 8.89%. This indicates that RYCYX experiences smaller price fluctuations and is considered to be less risky than RYEUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYCYX | RYEUX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.17% | 8.89% | -0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 17.91% | 13.65% | +4.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.39% | 21.55% | +11.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.41% | 20.69% | +8.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.12% | 22.46% | +12.66% |