RYEIX vs. AWTAX
Compare and contrast key facts about Rydex Energy Fund (RYEIX) and Virtus Water Fund (AWTAX).
RYEIX is managed by Rydex Funds. It was launched on Apr 20, 1998. AWTAX is managed by Allianz. It was launched on Mar 30, 2008.
Performance
RYEIX vs. AWTAX - Performance Comparison
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RYEIX vs. AWTAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYEIX Rydex Energy Fund | 37.40% | 6.96% | 0.49% | 1.87% | 49.54% | 50.70% | -34.24% | 6.50% | -25.31% | -6.17% |
AWTAX Virtus Water Fund | -2.95% | 11.87% | 5.25% | 11.99% | -21.01% | 25.39% | 16.68% | 32.78% | -12.50% | 21.99% |
Returns By Period
In the year-to-date period, RYEIX achieves a 37.40% return, which is significantly higher than AWTAX's -2.95% return. Both investments have delivered pretty close results over the past 10 years, with RYEIX having a 8.05% annualized return and AWTAX not far behind at 7.71%.
RYEIX
- 1D
- -1.73%
- 1M
- 11.19%
- YTD
- 37.40%
- 6M
- 37.42%
- 1Y
- 44.04%
- 3Y*
- 16.65%
- 5Y*
- 21.40%
- 10Y*
- 8.05%
AWTAX
- 1D
- 0.77%
- 1M
- -10.19%
- YTD
- -2.95%
- 6M
- -4.73%
- 1Y
- 7.28%
- 3Y*
- 6.88%
- 5Y*
- 3.78%
- 10Y*
- 7.71%
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RYEIX vs. AWTAX - Expense Ratio Comparison
RYEIX has a 1.36% expense ratio, which is higher than AWTAX's 1.22% expense ratio.
Return for Risk
RYEIX vs. AWTAX — Risk / Return Rank
RYEIX
AWTAX
RYEIX vs. AWTAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex Energy Fund (RYEIX) and Virtus Water Fund (AWTAX). 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.
| RYEIX | AWTAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.80 | 0.51 | +1.29 |
Sortino ratioReturn per unit of downside risk | 2.29 | 0.81 | +1.48 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.10 | +0.23 |
Calmar ratioReturn relative to maximum drawdown | 2.19 | 0.62 | +1.56 |
Martin ratioReturn relative to average drawdown | 7.78 | 2.11 | +5.67 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RYEIX | AWTAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.80 | 0.51 | +1.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 0.22 | +0.58 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | 0.45 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | 0.31 | -0.13 |
Correlation
The correlation between RYEIX and AWTAX is 0.56, 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
RYEIX vs. AWTAX - Dividend Comparison
RYEIX's dividend yield for the trailing twelve months is around 1.83%, less than AWTAX's 12.29% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYEIX Rydex Energy Fund | 1.83% | 2.51% | 3.84% | 2.68% | 2.55% | 0.50% | 2.38% | 0.78% | 0.81% | 0.71% | 0.62% | 0.43% |
AWTAX Virtus Water Fund | 12.29% | 11.93% | 7.78% | 3.30% | 0.42% | 7.72% | 1.61% | 2.98% | 3.71% | 2.43% | 0.99% | 0.38% |
Drawdowns
RYEIX vs. AWTAX - Drawdown Comparison
The maximum RYEIX drawdown since its inception was -83.50%, which is greater than AWTAX's maximum drawdown of -54.12%. Use the drawdown chart below to compare losses from any high point for RYEIX and AWTAX.
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Drawdown Indicators
| RYEIX | AWTAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.50% | -54.12% | -29.38% |
Max Drawdown (1Y)Largest decline over 1 year | -20.09% | -10.95% | -9.14% |
Max Drawdown (5Y)Largest decline over 5 years | -26.94% | -30.85% | +3.91% |
Max Drawdown (10Y)Largest decline over 10 years | -74.93% | -32.78% | -42.15% |
Current DrawdownCurrent decline from peak | -1.73% | -10.27% | +8.54% |
Average DrawdownAverage peak-to-trough decline | -28.77% | -9.92% | -18.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.65% | 3.23% | +2.42% |
Volatility
RYEIX vs. AWTAX - Volatility Comparison
Rydex Energy Fund (RYEIX) has a higher volatility of 5.16% compared to Virtus Water Fund (AWTAX) at 4.84%. This indicates that RYEIX's price experiences larger fluctuations and is considered to be riskier than AWTAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYEIX | AWTAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.16% | 4.84% | +0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 14.08% | 8.94% | +5.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.16% | 14.71% | +10.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.72% | 17.10% | +9.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.88% | 17.26% | +14.62% |