PortfoliosLab logoPortfoliosLab logo
RYEIX vs. FNARX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RYEIX vs. FNARX - Performance Comparison

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

Loading graphics...

RYEIX vs. FNARX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RYEIX
Rydex Energy Fund
37.40%6.96%0.49%1.87%49.54%50.70%-34.24%6.50%-25.31%-6.17%
FNARX
Fidelity Natural Resources Fund
28.78%28.67%3.76%6.41%41.01%39.34%-20.86%19.09%-24.28%-0.11%

Returns By Period

In the year-to-date period, RYEIX achieves a 37.40% return, which is significantly higher than FNARX's 28.78% return. Over the past 10 years, RYEIX has underperformed FNARX with an annualized return of 8.05%, while FNARX has yielded a comparatively higher 12.63% annualized 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%

FNARX

1D
-0.38%
1M
3.25%
YTD
28.78%
6M
33.09%
1Y
51.16%
3Y*
21.69%
5Y*
25.38%
10Y*
12.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


RYEIX vs. FNARX - Expense Ratio Comparison

RYEIX has a 1.36% expense ratio, which is higher than FNARX's 0.82% expense ratio.


Return for Risk

RYEIX vs. FNARX — Risk / Return Rank

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

RYEIX
RYEIX Risk / Return Rank: 8585
Overall Rank
RYEIX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
RYEIX Sortino Ratio Rank: 8686
Sortino Ratio Rank
RYEIX Omega Ratio Rank: 8383
Omega Ratio Rank
RYEIX Calmar Ratio Rank: 8686
Calmar Ratio Rank
RYEIX Martin Ratio Rank: 8080
Martin Ratio Rank

FNARX
FNARX Risk / Return Rank: 9494
Overall Rank
FNARX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
FNARX Sortino Ratio Rank: 9494
Sortino Ratio Rank
FNARX Omega Ratio Rank: 9393
Omega Ratio Rank
FNARX Calmar Ratio Rank: 9494
Calmar Ratio Rank
FNARX Martin Ratio Rank: 9696
Martin Ratio Rank
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. FNARX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rydex Energy Fund (RYEIX) and Fidelity Natural Resources Fund (FNARX). 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.


RYEIXFNARXDifference

Sharpe ratio

Return per unit of total volatility

1.80

2.40

-0.60

Sortino ratio

Return per unit of downside risk

2.29

2.93

-0.64

Omega ratio

Gain probability vs. loss probability

1.34

1.45

-0.11

Calmar ratio

Return relative to maximum drawdown

2.19

2.97

-0.79

Martin ratio

Return relative to average drawdown

7.78

13.95

-6.17

RYEIX vs. FNARX - Sharpe Ratio Comparison

The current RYEIX Sharpe Ratio is 1.80, which is comparable to the FNARX Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of RYEIX and FNARX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


RYEIXFNARXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.80

2.40

-0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

1.01

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

0.47

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.31

-0.13

Correlation

The correlation between RYEIX and FNARX is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

RYEIX vs. FNARX - Dividend Comparison

RYEIX's dividend yield for the trailing twelve months is around 1.83%, more than FNARX's 1.47% yield.


TTM20252024202320222021202020192018201720162015
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%
FNARX
Fidelity Natural Resources Fund
1.47%1.89%1.51%1.60%2.42%1.46%1.79%1.42%1.17%1.38%0.62%0.78%

Drawdowns

RYEIX vs. FNARX - Drawdown Comparison

The maximum RYEIX drawdown since its inception was -83.50%, which is greater than FNARX's maximum drawdown of -71.04%. Use the drawdown chart below to compare losses from any high point for RYEIX and FNARX.


Loading graphics...

Drawdown Indicators


RYEIXFNARXDifference

Max Drawdown

Largest peak-to-trough decline

-83.50%

-71.04%

-12.46%

Max Drawdown (1Y)

Largest decline over 1 year

-20.09%

-16.94%

-3.15%

Max Drawdown (5Y)

Largest decline over 5 years

-26.94%

-29.93%

+2.99%

Max Drawdown (10Y)

Largest decline over 10 years

-74.93%

-64.10%

-10.83%

Current Drawdown

Current decline from peak

-1.73%

-0.38%

-1.35%

Average Drawdown

Average peak-to-trough decline

-28.77%

-20.15%

-8.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.65%

3.61%

+2.04%

Volatility

RYEIX vs. FNARX - Volatility Comparison

Rydex Energy Fund (RYEIX) and Fidelity Natural Resources Fund (FNARX) have volatilities of 5.16% and 5.02%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


RYEIXFNARXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.16%

5.02%

+0.14%

Volatility (6M)

Calculated over the trailing 6-month period

14.08%

14.01%

+0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

25.16%

21.77%

+3.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.72%

25.17%

+1.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.88%

27.08%

+4.80%