RYCZX vs. DRCVX
RYCZX (Rydex Inverse Dow 2x Strategy Fund) and DRCVX (Comstock Capital Value Fund) are both Inverse Equities funds. Over the past 10 years, RYCZX returned -25.60%/yr vs -3.72%/yr for DRCVX. Their 0.58 correlation means they have sometimes moved together and sometimes differently. RYCZX charges 2.70%/yr vs 0.00%/yr for DRCVX.
Performance
RYCZX vs. DRCVX - Performance Comparison
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Returns By Period
In the year-to-date period, RYCZX achieves a -15.64% return, which is significantly lower than DRCVX's 3.17% return. Over the past 10 years, RYCZX has underperformed DRCVX with an annualized return of -25.60%, while DRCVX has yielded a comparatively higher -3.72% annualized return.
RYCZX
- 1D
- -2.34%
- 1M
- 2.78%
- 6M
- -12.90%
- YTD
- -15.64%
- 1Y
- -29.67%
- 3Y*
- -20.73%
- 5Y*
- -16.29%
- 10Y*
- -25.60%
- ALL TIME*
- -23.06%
DRCVX
- 1D
- 0.00%
- 1M
- -0.44%
- 6M
- 2.93%
- YTD
- 3.17%
- 1Y
- 6.88%
- 3Y*
- 6.82%
- 5Y*
- 5.26%
- 10Y*
- -3.72%
- ALL TIME*
- -0.82%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
RYCZX vs. DRCVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYCZX Rydex Inverse Dow 2x Strategy Fund | -15.64% | -22.14% | -16.97% | -19.05% | 5.48% | -36.32% | -45.37% | -36.65% | 0.75% | -39.59% |
DRCVX Comstock Capital Value Fund | 3.17% | 11.55% | 2.02% | 6.55% | 4.13% | -2.16% | -5.36% | -25.76% | 7.76% | -20.58% |
Correlation
The correlation between RYCZX and DRCVX is -0.50, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.50 |
Correlation (3Y) Balances recent behavior with more history. | -0.59 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.59 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.06 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2005 | 0.58 |
The correlation between RYCZX and DRCVX shifts across timeframes, from -0.59 (3 years) to 0.58 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
RYCZX vs. DRCVX — Risk / Return Rank
RYCZX
DRCVX
RYCZX vs. DRCVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex Inverse Dow 2x Strategy Fund (RYCZX) and Comstock Capital Value Fund (DRCVX). 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.
| RYCZX | DRCVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.35 | ||
| Sortino ratioReturn per unit of downside risk | -5.14 | ||
| Omega ratioGain probability vs. loss probability | 0.83 | 1.52 | -0.69 |
| Calmar ratioReturn relative to maximum drawdown | -0.84 | 7.17 | -8.01 |
| Martin ratioReturn relative to average drawdown | -1.42 | 25.00 | -26.43 |
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Drawdowns
RYCZX vs. DRCVX - Drawdown Comparison
The maximum RYCZX drawdown since its inception was -99.80%, roughly equal to the maximum DRCVX drawdown of -97.47%. Use the drawdown chart below to compare losses from any high point for RYCZX and DRCVX.
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Drawdown Indicators
| RYCZX | DRCVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.80% | -97.47% | -2.33% |
Max Drawdown (1Y)Largest decline over 1 year | -32.00% | -0.89% | -31.11% |
Max Drawdown (3Y)Largest decline over 3 years | -60.61% | -3.82% | -56.79% |
Max Drawdown (5Y)Largest decline over 5 years | -68.62% | -4.08% | -64.54% |
Max Drawdown (10Y)Largest decline over 10 years | -95.14% | -49.21% | -45.93% |
Current DrawdownCurrent decline from peak | -99.79% | -96.61% | -3.18% |
Average DrawdownAverage peak-to-trough decline | -78.99% | -66.00% | -12.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.84% | 0.26% | +18.58% |
Volatility
RYCZX vs. DRCVX - Volatility Comparison
Rydex Inverse Dow 2x Strategy Fund (RYCZX) has a higher volatility of 7.38% compared to Comstock Capital Value Fund (DRCVX) at 0.74%. This indicates that RYCZX's price experiences larger fluctuations and is considered to be riskier than DRCVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYCZX | DRCVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.38% | 0.74% | +6.64% |
Volatility (6M)Calculated over the trailing 6-month period | 19.78% | 1.95% | +17.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.10% | 2.81% | +22.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.66% | 4.59% | +25.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.21% | 9.42% | +25.79% |
RYCZX vs. DRCVX - Expense Ratio Comparison
RYCZX has a 2.70% expense ratio, which is higher than DRCVX's 0.00% expense ratio.
Dividends
RYCZX vs. DRCVX - Dividend Comparison
RYCZX's dividend yield for the trailing twelve months is around 6.97%, more than DRCVX's 1.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
DRCVX Comstock Capital Value Fund | 1.90% | 1.96% | 0.00% | 1.71% | 0.00% | 0.00% | 0.00% | 0.00% |
RYCZX Rydex Inverse Dow 2x Strategy Fund | 6.97% | 5.88% | 4.32% | 1.00% | 0.00% | 0.00% | 0.05% | 0.24% |
Frequently Asked Questions
RYCZX and DRCVX have a correlation of -0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RYCZX has higher volatility (7.38%) compared to DRCVX (0.74%). In terms of maximum drawdown, RYCZX dropped -99.80% vs DRCVX's -97.47%.
DRCVX currently has the higher Sharpe Ratio (2.28 vs -1.07), 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.
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