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RYCYX vs. RYLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RYCYX vs. RYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rydex Dow 2x Strategy Fund (RYCYX) and Global X Russell 2000 Covered Call ETF (RYLD). The values are adjusted to include any dividend payments, if applicable.

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RYCYX vs. RYLD - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
RYCYX
Rydex Dow 2x Strategy Fund
-12.73%18.63%19.61%22.59%-20.44%39.43%1.17%14.34%
RYLD
Global X Russell 2000 Covered Call ETF
0.70%5.65%10.13%0.27%-13.03%22.13%-0.44%8.92%

Returns By Period

In the year-to-date period, RYCYX achieves a -12.73% return, which is significantly lower than RYLD's 0.70% 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%

RYLD

1D
2.12%
1M
-3.64%
YTD
0.70%
6M
5.49%
1Y
11.70%
3Y*
6.08%
5Y*
2.21%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RYCYX vs. RYLD - Expense Ratio Comparison

RYCYX has a 2.61% expense ratio, which is higher than RYLD's 0.60% expense ratio.


Return for Risk

RYCYX vs. RYLD — Risk / Return Rank

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

RYCYX
RYCYX Risk / Return Rank: 1313
Overall Rank
RYCYX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
RYCYX Sortino Ratio Rank: 1414
Sortino Ratio Rank
RYCYX Omega Ratio Rank: 1414
Omega Ratio Rank
RYCYX Calmar Ratio Rank: 1212
Calmar Ratio Rank
RYCYX Martin Ratio Rank: 1212
Martin Ratio Rank

RYLD
RYLD Risk / Return Rank: 4545
Overall Rank
RYLD Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
RYLD Sortino Ratio Rank: 4343
Sortino Ratio Rank
RYLD Omega Ratio Rank: 5252
Omega Ratio Rank
RYLD Calmar Ratio Rank: 3939
Calmar Ratio Rank
RYLD Martin Ratio Rank: 5050
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.

RYCYX vs. RYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rydex Dow 2x Strategy Fund (RYCYX) and Global X Russell 2000 Covered Call ETF (RYLD). 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.


RYCYXRYLDDifference

Sharpe ratio

Return per unit of total volatility

0.30

0.72

-0.41

Sortino ratio

Return per unit of downside risk

0.67

1.13

-0.46

Omega ratio

Gain probability vs. loss probability

1.09

1.19

-0.09

Calmar ratio

Return relative to maximum drawdown

0.30

0.92

-0.62

Martin ratio

Return relative to average drawdown

1.04

4.48

-3.44

RYCYX vs. RYLD - Sharpe Ratio Comparison

The current RYCYX Sharpe Ratio is 0.30, which is lower than the RYLD Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of RYCYX and RYLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RYCYXRYLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.30

0.72

-0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.16

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.26

+0.03

Correlation

The correlation between RYCYX and RYLD 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. RYLD - Dividend Comparison

RYCYX's dividend yield for the trailing twelve months is around 2.06%, less than RYLD's 12.14% yield.


TTM20252024202320222021202020192018201720162015
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%
RYLD
Global X Russell 2000 Covered Call ETF
12.14%12.00%12.03%12.64%13.49%12.35%10.76%6.43%0.00%0.00%0.00%0.00%

Drawdowns

RYCYX vs. RYLD - Drawdown Comparison

The maximum RYCYX drawdown since its inception was -82.36%, which is greater than RYLD's maximum drawdown of -41.53%. Use the drawdown chart below to compare losses from any high point for RYCYX and RYLD.


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Drawdown Indicators


RYCYXRYLDDifference

Max Drawdown

Largest peak-to-trough decline

-82.36%

-41.53%

-40.83%

Max Drawdown (1Y)

Largest decline over 1 year

-21.04%

-12.33%

-8.71%

Max Drawdown (5Y)

Largest decline over 5 years

-40.72%

-21.33%

-19.39%

Max Drawdown (10Y)

Largest decline over 10 years

-63.19%

Current Drawdown

Current decline from peak

-19.32%

-4.31%

-15.01%

Average Drawdown

Average peak-to-trough decline

-18.23%

-9.04%

-9.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.04%

2.53%

+3.51%

Volatility

RYCYX vs. RYLD - Volatility Comparison

Rydex Dow 2x Strategy Fund (RYCYX) has a higher volatility of 8.17% compared to Global X Russell 2000 Covered Call ETF (RYLD) at 5.25%. This indicates that RYCYX's price experiences larger fluctuations and is considered to be riskier than RYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RYCYXRYLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.17%

5.25%

+2.92%

Volatility (6M)

Calculated over the trailing 6-month period

17.91%

9.08%

+8.83%

Volatility (1Y)

Calculated over the trailing 1-year period

33.39%

16.39%

+17.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.41%

14.20%

+15.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.12%

17.38%

+17.74%