RYEIX vs. RMLPX
RYEIX (Rydex Energy Fund) and RMLPX (Recurrent MLP & Infrastructure Fund) are both mutual funds - RYEIX is a Energy Equities fund managed by Rydex Funds, while RMLPX is a Infrastructure Equities fund managed by Recurrent. Over the past 5 years, RYEIX returned 19.43%/yr vs 27.53%/yr for RMLPX. Their correlation of 0.90 means they have usually moved in the same direction. RYEIX charges 1.36%/yr vs 1.25%/yr for RMLPX.
Performance
RYEIX vs. RMLPX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, RYEIX achieves a 31.71% return, which is significantly lower than RMLPX's 39.36% return.
RYEIX
- 1D
- 1.42%
- 1M
- 7.58%
- 6M
- 16.11%
- YTD
- 31.71%
- 1Y
- 42.97%
- 3Y*
- 11.28%
- 5Y*
- 19.43%
- 10Y*
- 6.75%
- ALL TIME*
- 5.35%
RMLPX
- 1D
- 0.60%
- 1M
- 7.98%
- 6M
- 27.09%
- YTD
- 39.36%
- 1Y
- 45.90%
- 3Y*
- 28.04%
- 5Y*
- 27.53%
- 10Y*
- —
- ALL TIME*
- 14.04%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
RYEIX Rydex Energy Fund | $0.00 | $0.00 | $0.00 |
RYEIX vs. RMLPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
RYEIX Rydex Energy Fund | 31.71% | 6.96% | 0.49% | 1.87% | 49.54% | 50.70% | -34.24% | 6.50% | -25.31% |
RMLPX Recurrent MLP & Infrastructure Fund | 39.36% | 8.98% | 30.03% | 16.79% | 35.03% | 42.56% | -28.37% | 15.33% | -15.93% |
Correlation
The correlation between RYEIX and RMLPX is 0.88, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.88 |
Correlation (3Y) Balances recent behavior with more history. | 0.88 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.92 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2018 | 0.90 |
The correlation between RYEIX and RMLPX has been stable across timeframes, ranging from 0.88 to 0.92 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
RYEIX vs. RMLPX — Risk / Return Rank
RYEIX
RMLPX
RYEIX vs. RMLPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex Energy Fund (RYEIX) and Recurrent MLP & Infrastructure Fund (RMLPX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| RYEIX | RMLPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.62 | ||
| Sortino ratioReturn per unit of downside risk | -0.84 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.43 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 3.02 | 4.88 | -1.85 |
| Martin ratioReturn relative to average drawdown | 8.75 | 13.01 | -4.26 |
Loading charts...
Drawdowns
RYEIX vs. RMLPX - Drawdown Comparison
The maximum RYEIX drawdown since its inception was -83.50%, which is greater than RMLPX's maximum drawdown of -66.95%. Use the drawdown chart below to compare losses from any high point for RYEIX and RMLPX.
Loading charts...
Drawdown Indicators
| RYEIX | RMLPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.50% | -66.95% | -16.55% |
Max Drawdown (1Y)Largest decline over 1 year | -12.99% | -9.09% | -3.90% |
Max Drawdown (3Y)Largest decline over 3 years | -26.94% | -18.75% | -8.19% |
Max Drawdown (5Y)Largest decline over 5 years | -26.94% | -22.83% | -4.11% |
Max Drawdown (10Y)Largest decline over 10 years | -74.93% | — | — |
Current DrawdownCurrent decline from peak | -5.80% | -2.18% | -3.62% |
Average DrawdownAverage peak-to-trough decline | -28.50% | -10.14% | -18.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.50% | 3.40% | +1.10% |
Volatility
RYEIX vs. RMLPX - Volatility Comparison
Rydex Energy Fund (RYEIX) and Recurrent MLP & Infrastructure Fund (RMLPX) have volatilities of 5.87% and 6.09%, 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 charts...
Volatility by Period
| RYEIX | RMLPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.87% | 6.09% | -0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 15.55% | 14.14% | +1.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.09% | 17.19% | +2.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.13% | 21.25% | +4.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.70% | 27.92% | +3.78% |
RYEIX vs. RMLPX - Expense Ratio Comparison
RYEIX has a 1.36% expense ratio, which is higher than RMLPX's 1.25% expense ratio.
Dividends
RYEIX vs. RMLPX - Dividend Comparison
RYEIX's dividend yield for the trailing twelve months is around 1.90%, less than RMLPX's 4.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RMLPX Recurrent MLP & Infrastructure Fund | 4.67% | 6.38% | 7.63% | 6.49% | 7.08% | 8.89% | 13.48% | 7.25% | 5.85% | 0.00% | 0.00% | 0.00% |
RYEIX Rydex Energy Fund | 1.90% | 2.51% | 3.84% | 2.68% | 2.55% | 0.50% | 2.38% | 0.78% | 0.81% | 0.71% | 0.62% | 0.43% |
Frequently Asked Questions
RYEIX and RMLPX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RMLPX has higher volatility (6.09%) compared to RYEIX (5.87%). In terms of maximum drawdown, RYEIX dropped -83.50% vs RMLPX's -66.95%.
RMLPX currently has the higher Sharpe Ratio (2.58 vs 1.96), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for RYEIX and RMLPX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer