RYDAX vs. ^IXIC

In the year-to-date period, RYDAX achieves a -0.82% return, which is significantly higher than ^IXIC's -1.02% return.

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

This table presents a comparison of risk-adjusted performance metrics for Rydex Dow Jones Industrial Average Fund (RYDAX) and NASDAQ Composite (^IXIC). 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.

The current RYDAX Sharpe Ratio is 0.62, which is comparable to the ^IXIC Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of RYDAX and ^IXIC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum RYDAX drawdown since its inception was -37.34%, smaller than the maximum ^IXIC drawdown of -77.93%. Use the drawdown chart below to compare losses from any high point for RYDAX and ^IXIC.

The current volatility for Rydex Dow Jones Industrial Average Fund (RYDAX) is 4.61%, while NASDAQ Composite (^IXIC) has a volatility of 6.00%. This indicates that RYDAX experiences smaller price fluctuations and is considered to be less risky than ^IXIC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.