RYEIX vs. GRHIX
Compare and contrast key facts about Rydex Energy Fund (RYEIX) and Goehring & Rozencwajg Resources Fund (GRHIX).
RYEIX is managed by Rydex Funds. It was launched on Apr 20, 1998. GRHIX is managed by Goehring & Rozencwajg. It was launched on Dec 29, 2016.
Performance
RYEIX vs. GRHIX - Performance Comparison
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RYEIX vs. GRHIX - 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% | -7.63% |
GRHIX Goehring & Rozencwajg Resources Fund | 21.33% | 61.65% | -1.51% | 16.61% | 16.38% | 62.15% | -2.74% | 0.01% | -30.03% | -0.96% |
Returns By Period
In the year-to-date period, RYEIX achieves a 37.40% return, which is significantly higher than GRHIX's 21.33% 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%
GRHIX
- 1D
- 1.27%
- 1M
- -4.03%
- YTD
- 21.33%
- 6M
- 30.10%
- 1Y
- 89.80%
- 3Y*
- 30.90%
- 5Y*
- 26.38%
- 10Y*
- —
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RYEIX vs. GRHIX - Expense Ratio Comparison
RYEIX has a 1.36% expense ratio, which is higher than GRHIX's 0.92% expense ratio.
Return for Risk
RYEIX vs. GRHIX — Risk / Return Rank
RYEIX
GRHIX
RYEIX vs. GRHIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex Energy Fund (RYEIX) and Goehring & Rozencwajg Resources Fund (GRHIX). 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 | GRHIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.80 | 3.12 | -1.32 |
Sortino ratioReturn per unit of downside risk | 2.29 | 3.48 | -1.19 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.50 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 2.19 | 5.65 | -3.46 |
Martin ratioReturn relative to average drawdown | 7.78 | 20.93 | -13.15 |
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 | GRHIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.80 | 3.12 | -1.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 0.90 | -0.09 |
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 | 0.41 | -0.23 |
Correlation
The correlation between RYEIX and GRHIX is 0.85, 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. GRHIX - Dividend Comparison
RYEIX's dividend yield for the trailing twelve months is around 1.83%, less than GRHIX's 2.80% 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% |
GRHIX Goehring & Rozencwajg Resources Fund | 2.80% | 3.39% | 4.02% | 3.19% | 1.21% | 3.25% | 2.03% | 0.57% | 1.18% | 0.51% | 0.00% | 0.00% |
Drawdowns
RYEIX vs. GRHIX - Drawdown Comparison
The maximum RYEIX drawdown since its inception was -83.50%, which is greater than GRHIX's maximum drawdown of -70.61%. Use the drawdown chart below to compare losses from any high point for RYEIX and GRHIX.
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Drawdown Indicators
| RYEIX | GRHIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.50% | -70.61% | -12.89% |
Max Drawdown (1Y)Largest decline over 1 year | -20.09% | -16.02% | -4.07% |
Max Drawdown (5Y)Largest decline over 5 years | -26.94% | -31.47% | +4.53% |
Max Drawdown (10Y)Largest decline over 10 years | -74.93% | — | — |
Current DrawdownCurrent decline from peak | -1.73% | -4.03% | +2.30% |
Average DrawdownAverage peak-to-trough decline | -28.77% | -18.48% | -10.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.65% | 4.34% | +1.31% |
Volatility
RYEIX vs. GRHIX - Volatility Comparison
The current volatility for Rydex Energy Fund (RYEIX) is 5.16%, while Goehring & Rozencwajg Resources Fund (GRHIX) has a volatility of 8.04%. This indicates that RYEIX experiences smaller price fluctuations and is considered to be less risky than GRHIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYEIX | GRHIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.16% | 8.04% | -2.88% |
Volatility (6M)Calculated over the trailing 6-month period | 14.08% | 20.99% | -6.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.16% | 29.26% | -4.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.72% | 29.52% | -2.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.88% | 29.67% | +2.21% |