RYEIX vs. RYAIX
Compare and contrast key facts about Rydex Energy Fund (RYEIX) and Rydex Inverse NASDAQ-100 Strategy Fund (RYAIX).
RYEIX is managed by Rydex Funds. It was launched on Apr 20, 1998. RYAIX is managed by Rydex Funds. It was launched on Sep 2, 1998.
Performance
RYEIX vs. RYAIX - Performance Comparison
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RYEIX vs. RYAIX - 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% | -6.17% |
RYAIX Rydex Inverse NASDAQ-100 Strategy Fund | 10.70% | -15.63% | -15.64% | -31.71% | 35.92% | -24.88% | -40.98% | -27.65% | -2.63% | -24.47% |
Returns By Period
In the year-to-date period, RYEIX achieves a 37.40% return, which is significantly higher than RYAIX's 10.70% return. Over the past 10 years, RYEIX has outperformed RYAIX with an annualized return of 8.05%, while RYAIX has yielded a comparatively lower -16.89% 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%
RYAIX
- 1D
- 0.78%
- 1M
- 8.79%
- YTD
- 10.70%
- 6M
- 9.08%
- 1Y
- -14.68%
- 3Y*
- -13.58%
- 5Y*
- -10.67%
- 10Y*
- -16.89%
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RYEIX vs. RYAIX - Expense Ratio Comparison
RYEIX has a 1.36% expense ratio, which is lower than RYAIX's 1.55% expense ratio.
Return for Risk
RYEIX vs. RYAIX — Risk / Return Rank
RYEIX
RYAIX
RYEIX vs. RYAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex Energy Fund (RYEIX) and Rydex Inverse NASDAQ-100 Strategy Fund (RYAIX). 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 | RYAIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.80 | -0.65 | +2.46 |
Sortino ratioReturn per unit of downside risk | 2.29 | -0.79 | +3.08 |
Omega ratioGain probability vs. loss probability | 1.34 | 0.89 | +0.45 |
Calmar ratioReturn relative to maximum drawdown | 2.19 | -0.36 | +2.55 |
Martin ratioReturn relative to average drawdown | 7.78 | -0.45 | +8.24 |
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 | RYAIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.80 | -0.65 | +2.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | -0.47 | +1.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | -0.75 | +1.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | -0.16 | +0.34 |
Correlation
The correlation between RYEIX and RYAIX is -0.41. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
RYEIX vs. RYAIX - Dividend Comparison
RYEIX's dividend yield for the trailing twelve months is around 1.83%, less than RYAIX's 2.01% 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% |
RYAIX Rydex Inverse NASDAQ-100 Strategy Fund | 2.01% | 2.23% | 5.67% | 4.81% | 0.00% | 0.00% | 0.09% | 0.72% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
RYEIX vs. RYAIX - Drawdown Comparison
The maximum RYEIX drawdown since its inception was -83.50%, smaller than the maximum RYAIX drawdown of -98.75%. Use the drawdown chart below to compare losses from any high point for RYEIX and RYAIX.
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Drawdown Indicators
| RYEIX | RYAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.50% | -98.75% | +15.25% |
Max Drawdown (1Y)Largest decline over 1 year | -20.09% | -33.93% | +13.84% |
Max Drawdown (5Y)Largest decline over 5 years | -26.94% | -54.73% | +27.79% |
Max Drawdown (10Y)Largest decline over 10 years | -74.93% | -87.23% | +12.30% |
Current DrawdownCurrent decline from peak | -1.73% | -98.56% | +96.83% |
Average DrawdownAverage peak-to-trough decline | -28.77% | -73.13% | +44.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.65% | 27.19% | -21.54% |
Volatility
RYEIX vs. RYAIX - Volatility Comparison
Rydex Energy Fund (RYEIX) and Rydex Inverse NASDAQ-100 Strategy Fund (RYAIX) have volatilities of 5.16% and 5.34%, 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.
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Volatility by Period
| RYEIX | RYAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.16% | 5.34% | -0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 14.08% | 12.33% | +1.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.16% | 22.52% | +2.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.72% | 22.82% | +3.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.88% | 22.58% | +9.30% |