RYDAX vs. RYUIX
Compare and contrast key facts about Rydex Dow Jones Industrial Average Fund (RYDAX) and Rydex Utilities Fund (RYUIX).
RYDAX is managed by Rydex Funds. It was launched on Dec 1, 2015. RYUIX is managed by Rydex Funds. It was launched on Apr 2, 2000.
Performance
RYDAX vs. RYUIX - Performance Comparison
Loading graphics...
RYDAX vs. RYUIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYDAX Rydex Dow Jones Industrial Average Fund | -5.94% | 12.98% | 13.10% | 14.36% | -8.88% | 19.11% | 7.47% | 23.13% | -5.14% | 26.19% |
RYUIX Rydex Utilities Fund | 7.22% | 17.90% | 20.25% | -6.78% | 1.32% | 15.08% | -4.56% | 19.38% | 4.07% | 11.36% |
Returns By Period
In the year-to-date period, RYDAX achieves a -5.94% return, which is significantly lower than RYUIX's 7.22% return. Over the past 10 years, RYDAX has outperformed RYUIX with an annualized return of 10.22%, while RYUIX has yielded a comparatively lower 8.29% annualized return.
RYDAX
- 1D
- -0.06%
- 1M
- -7.64%
- YTD
- -5.94%
- 6M
- -2.59%
- 1Y
- 7.67%
- 3Y*
- 10.99%
- 5Y*
- 6.69%
- 10Y*
- 10.22%
RYUIX
- 1D
- 0.49%
- 1M
- -3.53%
- YTD
- 7.22%
- 6M
- 5.29%
- 1Y
- 19.88%
- 3Y*
- 13.37%
- 5Y*
- 9.84%
- 10Y*
- 8.29%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
RYDAX vs. RYUIX - Expense Ratio Comparison
RYDAX has a 1.58% expense ratio, which is higher than RYUIX's 1.39% expense ratio.
Return for Risk
RYDAX vs. RYUIX — Risk / Return Rank
RYDAX
RYUIX
RYDAX vs. RYUIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex Dow Jones Industrial Average Fund (RYDAX) and Rydex Utilities Fund (RYUIX). 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.
| RYDAX | RYUIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.53 | 1.40 | -0.88 |
Sortino ratioReturn per unit of downside risk | 0.87 | 1.89 | -1.02 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.26 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 0.63 | 2.64 | -2.01 |
Martin ratioReturn relative to average drawdown | 2.34 | 6.40 | -4.06 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| RYDAX | RYUIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.53 | 1.40 | -0.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.60 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.44 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.28 | +0.31 |
Correlation
The correlation between RYDAX and RYUIX is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
RYDAX vs. RYUIX - Dividend Comparison
RYDAX's dividend yield for the trailing twelve months is around 0.40%, less than RYUIX's 1.74% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYDAX Rydex Dow Jones Industrial Average Fund | 0.40% | 0.38% | 1.73% | 0.75% | 3.17% | 1.22% | 4.87% | 4.02% | 1.25% | 3.70% | 0.56% | 0.00% |
RYUIX Rydex Utilities Fund | 1.74% | 1.87% | 0.67% | 3.16% | 0.81% | 2.61% | 2.17% | 0.91% | 0.00% | 2.61% | 10.04% | 1.62% |
Drawdowns
RYDAX vs. RYUIX - Drawdown Comparison
The maximum RYDAX drawdown since its inception was -37.34%, smaller than the maximum RYUIX drawdown of -63.29%. Use the drawdown chart below to compare losses from any high point for RYDAX and RYUIX.
Loading graphics...
Drawdown Indicators
| RYDAX | RYUIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.34% | -63.29% | +25.95% |
Max Drawdown (1Y)Largest decline over 1 year | -10.87% | -8.27% | -2.60% |
Max Drawdown (5Y)Largest decline over 5 years | -22.12% | -24.28% | +2.16% |
Max Drawdown (10Y)Largest decline over 10 years | -37.34% | -36.88% | -0.46% |
Current DrawdownCurrent decline from peak | -9.86% | -3.53% | -6.33% |
Average DrawdownAverage peak-to-trough decline | -4.38% | -14.53% | +10.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 3.41% | -0.46% |
Volatility
RYDAX vs. RYUIX - Volatility Comparison
The current volatility for Rydex Dow Jones Industrial Average Fund (RYDAX) is 3.99%, while Rydex Utilities Fund (RYUIX) has a volatility of 4.91%. This indicates that RYDAX experiences smaller price fluctuations and is considered to be less risky than RYUIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| RYDAX | RYUIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.99% | 4.91% | -0.92% |
Volatility (6M)Calculated over the trailing 6-month period | 8.92% | 9.58% | -0.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.68% | 15.08% | +1.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.73% | 16.54% | -1.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.56% | 18.88% | -1.32% |