RYEIX vs. DHIVX

Last updated Apr 1, 2026

Compare and contrast key facts about Rydex Energy Fund (RYEIX) and Centre Global Infrastructure Fund (DHIVX).

RYEIX is managed by Rydex Funds. It was launched on Apr 20, 1998. DHIVX is managed by Centre Funds. It was launched on Jan 28, 2018.

Performance

RYEIX vs. DHIVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rydex Energy Fund (RYEIX) and Centre Global Infrastructure Fund (DHIVX). The values are adjusted to include any dividend payments, if applicable.

RYEIX vs. DHIVX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
RYEIX Rydex Energy Fund	37.40%	6.96%	0.49%	1.87%	49.54%	50.70%	-34.24%	6.50%	-20.35%
DHIVX Centre Global Infrastructure Fund	11.31%	16.30%	20.25%	5.34%	-3.28%	7.51%	-7.17%	25.27%	-4.07%

Returns By Period

In the year-to-date period, RYEIX achieves a 37.40% return, which is significantly higher than DHIVX's 11.31% return.

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%

DHIVX

• 1D: -0.20%
• 1M: -3.31%
• YTD: 11.31%
• 6M: 9.38%
• 1Y: 19.01%
• 3Y*: 17.13%
• 5Y*: 10.01%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

RYEIX vs. DHIVX - Expense Ratio Comparison

RYEIX has a 1.36% expense ratio, which is lower than DHIVX's 1.57% expense ratio.

DHIVX

Centre Global Infrastructure Fund

RYEIX

Rydex Energy Fund

Return for Risk

RYEIX vs. DHIVX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RYEIX

RYEIX Risk / Return Rank: 85
RYEIX Sharpe Ratio Rank: 89
RYEIX Sortino Ratio Rank: 86
RYEIX Omega Ratio Rank: 83
RYEIX Calmar Ratio Rank: 86
RYEIX Martin Ratio Rank: 80

DHIVX

DHIVX Risk / Return Rank: 86
DHIVX Sharpe Ratio Rank: 85
DHIVX Sortino Ratio Rank: 82
DHIVX Omega Ratio Rank: 82
DHIVX Calmar Ratio Rank: 90
DHIVX Martin Ratio Rank: 89

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

RYEIX vs. DHIVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rydex Energy Fund (RYEIX) and Centre Global Infrastructure Fund (DHIVX). 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	DHIVX	Difference
Sharpe ratio Return per unit of total volatility	1.80	1.63	+0.17
Sortino ratio Return per unit of downside risk	2.29	2.11	+0.18
Omega ratio Gain probability vs. loss probability	1.34	1.33	+0.01
Calmar ratio Return relative to maximum drawdown	2.19	2.54	-0.35
Martin ratio Return relative to average drawdown	7.78	9.91	-2.13
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RYEIX vs. DHIVX - Sharpe Ratio Comparison

The current RYEIX Sharpe Ratio is 1.80, which is comparable to the DHIVX Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of RYEIX and DHIVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	RYEIX	DHIVX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.80	1.63	+0.17
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.81	0.82	-0.02
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.25	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.18	0.57	-0.39

Correlation

The correlation between RYEIX and DHIVX is 0.58, 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. DHIVX - Dividend Comparison

RYEIX's dividend yield for the trailing twelve months is around 1.83%, less than DHIVX's 3.21% 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%
DHIVX Centre Global Infrastructure Fund	3.21%	3.66%	2.54%	1.60%	1.85%	1.70%	2.43%	2.31%	2.45%	0.00%	0.00%	0.00%

Drawdowns

RYEIX vs. DHIVX - Drawdown Comparison

The maximum RYEIX drawdown since its inception was -83.50%, which is greater than DHIVX's maximum drawdown of -36.18%. Use the drawdown chart below to compare losses from any high point for RYEIX and DHIVX.

Drawdown Indicators

	RYEIX	DHIVX	Difference
Max Drawdown Largest peak-to-trough decline	-83.50%	-36.18%	-47.32%
Max Drawdown (1Y) Largest decline over 1 year	-20.09%	-7.73%	-12.36%
Max Drawdown (5Y) Largest decline over 5 years	-26.94%	-20.41%	-6.53%
Max Drawdown (10Y) Largest decline over 10 years	-74.93%	—	—
Current Drawdown Current decline from peak	-1.73%	-3.31%	+1.58%
Average Drawdown Average peak-to-trough decline	-28.77%	-5.65%	-23.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.65%	1.98%	+3.67%

Volatility

RYEIX vs. DHIVX - Volatility Comparison

Rydex Energy Fund (RYEIX) has a higher volatility of 5.16% compared to Centre Global Infrastructure Fund (DHIVX) at 2.72%. This indicates that RYEIX's price experiences larger fluctuations and is considered to be riskier than DHIVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RYEIX	DHIVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.16%	2.72%	+2.44%
Volatility (6M) Calculated over the trailing 6-month period	14.08%	6.98%	+7.10%
Volatility (1Y) Calculated over the trailing 1-year period	25.16%	11.79%	+13.37%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.72%	12.26%	+14.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	31.88%	14.74%	+17.14%