RYDAX vs. RYCIX
RYDAX (Rydex Dow Jones Industrial Average Fund) and RYCIX (Rydex Consumer Products Fund) are both mutual funds - RYDAX is a Large Cap Value Equities fund managed by Rydex Funds, while RYCIX is a Consumer Staples Equities fund managed by Rydex Funds. Over the past 10 years, RYDAX returned 11.44%/yr vs 3.75%/yr for RYCIX. A 0.61 correlation means they provide meaningful diversification when combined. RYDAX charges 1.58%/yr vs 1.39%/yr for RYCIX.
Performance
RYDAX vs. RYCIX - Performance Comparison
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Returns By Period
In the year-to-date period, RYDAX achieves a 9.59% return, which is significantly higher than RYCIX's 7.34% return. Over the past 10 years, RYDAX has outperformed RYCIX with an annualized return of 11.44%, while RYCIX has yielded a comparatively lower 3.75% annualized return.
RYDAX
- 1D
- 0.29%
- 1M
- 1.21%
- 6M
- 6.55%
- YTD
- 9.59%
- 1Y
- 19.07%
- 3Y*
- 15.32%
- 5Y*
- 8.89%
- 10Y*
- 11.44%
RYCIX
- 1D
- 0.08%
- 1M
- 0.32%
- 6M
- 2.78%
- YTD
- 7.34%
- 1Y
- 0.91%
- 3Y*
- 1.72%
- 5Y*
- 1.87%
- 10Y*
- 3.75%
RYDAX vs. RYCIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYDAX Rydex Dow Jones Industrial Average Fund | 9.59% | 12.98% | 13.10% | 14.36% | -8.88% | 19.11% | 7.47% | 23.13% | -5.14% | 26.19% |
RYCIX Rydex Consumer Products Fund | 7.34% | -2.99% | 4.97% | -2.81% | -0.42% | 11.09% | 8.26% | 22.81% | -11.80% | 11.94% |
Correlation
The correlation between RYDAX and RYCIX is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.61 |
Over the past year, the correlation between RYDAX and RYCIX has dropped to 0.26 - well below their long-term average of 0.61, suggesting their price drivers have been diverging.
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Return for Risk
RYDAX vs. RYCIX — Risk / Return Rank
RYDAX
RYCIX
RYDAX vs. RYCIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex Dow Jones Industrial Average Fund (RYDAX) and Rydex Consumer Products Fund (RYCIX). 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.
| RYDAX | RYCIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.48 | ||
| Sortino ratioReturn per unit of downside risk | +2.09 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.03 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 2.00 | 0.15 | +1.86 |
| Martin ratioReturn relative to average drawdown | 7.57 | 0.25 | +7.32 |
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Drawdowns
RYDAX vs. RYCIX - Drawdown Comparison
The maximum RYDAX drawdown since its inception was -37.34%, roughly equal to the maximum RYCIX drawdown of -38.96%. Use the drawdown chart below to compare losses from any high point for RYDAX and RYCIX.
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Drawdown Indicators
| RYDAX | RYCIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.34% | -38.96% | +1.62% |
Max Drawdown (1Y)Largest decline over 1 year | -9.86% | -11.48% | +1.62% |
Max Drawdown (3Y)Largest decline over 3 years | -16.50% | -14.03% | -2.47% |
Max Drawdown (5Y)Largest decline over 5 years | -22.12% | -15.66% | -6.46% |
Max Drawdown (10Y)Largest decline over 10 years | -37.34% | -28.44% | -8.90% |
Current DrawdownCurrent decline from peak | -0.78% | -5.85% | +5.07% |
Average DrawdownAverage peak-to-trough decline | -4.30% | -7.31% | +3.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 6.78% | -4.17% |
Volatility
RYDAX vs. RYCIX - Volatility Comparison
The current volatility for Rydex Dow Jones Industrial Average Fund (RYDAX) is 2.43%, while Rydex Consumer Products Fund (RYCIX) has a volatility of 5.33%. This indicates that RYDAX experiences smaller price fluctuations and is considered to be less risky than RYCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYDAX | RYCIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.43% | 5.33% | -2.90% |
Volatility (6M)Calculated over the trailing 6-month period | 9.71% | 10.39% | -0.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.31% | 13.28% | -0.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.87% | 14.74% | +0.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.58% | 15.35% | +2.23% |
RYDAX vs. RYCIX - Expense Ratio Comparison
RYDAX has a 1.58% expense ratio, which is higher than RYCIX's 1.39% expense ratio.
Dividends
RYDAX vs. RYCIX - Dividend Comparison
RYDAX's dividend yield for the trailing twelve months is around 0.35%, less than RYCIX's 16.43% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYCIX Rydex Consumer Products Fund | 16.43% | 17.64% | 6.59% | 11.37% | 7.18% | 14.76% | 8.33% | 2.64% | 7.21% | 8.01% | 1.39% | 2.08% |
RYDAX Rydex Dow Jones Industrial Average Fund | 0.35% | 0.38% | 1.73% | 0.75% | 3.17% | 1.22% | 4.87% | 4.02% | 1.25% | 3.70% | 0.56% | 0.00% |
Frequently Asked Questions
RYDAX and RYCIX have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RYCIX has higher volatility (5.33%) compared to RYDAX (2.43%). In terms of maximum drawdown, RYDAX dropped -37.34% vs RYCIX's -38.96%.
RYDAX currently has the higher Sharpe Ratio (1.61 vs 0.13), 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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