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RYEIX vs. OEPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RYEIX vs. OEPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rydex Energy Fund (RYEIX) and Oil Equipment & Services UltraSector ProFund (OEPIX). The values are adjusted to include any dividend payments, if applicable.

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RYEIX vs. OEPIX - 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%
OEPIX
Oil Equipment & Services UltraSector ProFund
65.25%-1.85%-15.41%-3.76%88.50%14.90%-91.88%-4.45%-58.58%-22.70%

Returns By Period

In the year-to-date period, RYEIX achieves a 37.40% return, which is significantly lower than OEPIX's 65.25% return. Over the past 10 years, RYEIX has outperformed OEPIX with an annualized return of 8.05%, while OEPIX has yielded a comparatively lower -20.24% 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%

OEPIX

1D
-4.86%
1M
3.27%
YTD
65.25%
6M
96.48%
1Y
90.65%
3Y*
15.75%
5Y*
17.42%
10Y*
-20.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RYEIX vs. OEPIX - Expense Ratio Comparison

RYEIX has a 1.36% expense ratio, which is lower than OEPIX's 1.65% expense ratio.


Return for Risk

RYEIX vs. OEPIX — 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

OEPIX
OEPIX Risk / Return Rank: 7676
Overall Rank
OEPIX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
OEPIX Sortino Ratio Rank: 7979
Sortino Ratio Rank
OEPIX Omega Ratio Rank: 7676
Omega Ratio Rank
OEPIX Calmar Ratio Rank: 8686
Calmar Ratio Rank
OEPIX Martin Ratio Rank: 5858
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. OEPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rydex Energy Fund (RYEIX) and Oil Equipment & Services UltraSector ProFund (OEPIX). 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.


RYEIXOEPIXDifference

Sharpe ratio

Return per unit of total volatility

1.80

1.52

+0.29

Sortino ratio

Return per unit of downside risk

2.29

1.97

+0.32

Omega ratio

Gain probability vs. loss probability

1.34

1.29

+0.04

Calmar ratio

Return relative to maximum drawdown

2.19

2.18

+0.01

Martin ratio

Return relative to average drawdown

7.78

5.61

+2.18

RYEIX vs. OEPIX - Sharpe Ratio Comparison

The current RYEIX Sharpe Ratio is 1.80, which is comparable to the OEPIX Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of RYEIX and OEPIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RYEIXOEPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.80

1.52

+0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

0.30

+0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

-0.30

+0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

-0.25

+0.43

Correlation

The correlation between RYEIX and OEPIX is 0.92, 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. OEPIX - Dividend Comparison

RYEIX's dividend yield for the trailing twelve months is around 1.83%, more than OEPIX's 0.53% 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%
OEPIX
Oil Equipment & Services UltraSector ProFund
0.53%0.87%0.00%0.00%0.00%0.00%0.16%0.00%2.56%2.36%0.05%0.00%

Drawdowns

RYEIX vs. OEPIX - Drawdown Comparison

The maximum RYEIX drawdown since its inception was -83.50%, smaller than the maximum OEPIX drawdown of -99.30%. Use the drawdown chart below to compare losses from any high point for RYEIX and OEPIX.


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Drawdown Indicators


RYEIXOEPIXDifference

Max Drawdown

Largest peak-to-trough decline

-83.50%

-99.30%

+15.80%

Max Drawdown (1Y)

Largest decline over 1 year

-20.09%

-39.36%

+19.27%

Max Drawdown (5Y)

Largest decline over 5 years

-26.94%

-65.50%

+38.56%

Max Drawdown (10Y)

Largest decline over 10 years

-74.93%

-97.79%

+22.86%

Current Drawdown

Current decline from peak

-1.73%

-97.86%

+96.13%

Average Drawdown

Average peak-to-trough decline

-28.77%

-71.84%

+43.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.65%

15.28%

-9.63%

Volatility

RYEIX vs. OEPIX - Volatility Comparison

The current volatility for Rydex Energy Fund (RYEIX) is 5.16%, while Oil Equipment & Services UltraSector ProFund (OEPIX) has a volatility of 11.57%. This indicates that RYEIX experiences smaller price fluctuations and is considered to be less risky than OEPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RYEIXOEPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.16%

11.57%

-6.41%

Volatility (6M)

Calculated over the trailing 6-month period

14.08%

33.14%

-19.06%

Volatility (1Y)

Calculated over the trailing 1-year period

25.16%

60.15%

-34.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.72%

57.70%

-30.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.88%

66.61%

-34.73%