RYEIX vs. RYCKX
RYEIX (Rydex Energy Fund) and RYCKX (Rydex S&P MidCap 400 Pure Growth Fund) are both mutual funds - RYEIX is a Energy Equities fund managed by Rydex Funds, while RYCKX is a Mid Cap Growth Equities fund managed by Rydex Funds. Over the past 10 years, RYEIX returned 5.89%/yr vs 8.92%/yr for RYCKX. A 0.61 correlation means they provide meaningful diversification when combined. RYEIX charges 1.36%/yr vs 2.26%/yr for RYCKX.
Performance
RYEIX vs. RYCKX - Performance Comparison
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Returns By Period
In the year-to-date period, RYEIX achieves a 25.74% return, which is significantly higher than RYCKX's 21.97% return. Over the past 10 years, RYEIX has underperformed RYCKX with an annualized return of 5.89%, while RYCKX has yielded a comparatively higher 8.92% annualized return.
RYEIX
- 1D
- 1.21%
- 1M
- -8.20%
- YTD
- 25.74%
- 6M
- 25.62%
- 1Y
- 36.64%
- 3Y*
- 14.80%
- 5Y*
- 15.77%
- 10Y*
- 5.89%
RYCKX
- 1D
- 0.80%
- 1M
- 4.65%
- YTD
- 21.97%
- 6M
- 19.17%
- 1Y
- 33.08%
- 3Y*
- 17.84%
- 5Y*
- 6.05%
- 10Y*
- 8.92%
RYEIX vs. RYCKX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYEIX Rydex Energy Fund | 25.74% | 6.96% | 0.49% | 1.87% | 49.54% | 50.70% | -34.24% | 6.50% | -25.31% | -6.17% |
RYCKX Rydex S&P MidCap 400 Pure Growth Fund | 21.97% | 6.61% | 15.10% | 13.97% | -23.05% | 11.26% | 29.72% | 14.60% | -15.17% | 18.02% |
Correlation
The correlation between RYEIX and RYCKX is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2005 | 0.61 |
Over the past year, the correlation between RYEIX and RYCKX has dropped to 0.21 - well below their long-term average of 0.61, suggesting their price drivers have been diverging.
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Return for Risk
RYEIX vs. RYCKX — Risk / Return Rank
RYEIX
RYCKX
RYEIX vs. RYCKX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex Energy Fund (RYEIX) and Rydex S&P MidCap 400 Pure Growth Fund (RYCKX). 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 | RYCKX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.07 | ||
| Sortino ratioReturn per unit of downside risk | -0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.30 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.97 | 3.12 | -0.15 |
| Martin ratioReturn relative to average drawdown | 9.50 | 12.52 | -3.02 |
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Drawdowns
RYEIX vs. RYCKX - Drawdown Comparison
The maximum RYEIX drawdown since its inception was -83.50%, which is greater than RYCKX's maximum drawdown of -52.60%. Use the drawdown chart below to compare losses from any high point for RYEIX and RYCKX.
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Drawdown Indicators
| RYEIX | RYCKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.50% | -52.60% | -30.90% |
Max Drawdown (1Y)Largest decline over 1 year | -11.15% | -10.50% | -0.65% |
Max Drawdown (3Y)Largest decline over 3 years | -26.94% | -27.14% | +0.20% |
Max Drawdown (5Y)Largest decline over 5 years | -26.94% | -35.98% | +9.04% |
Max Drawdown (10Y)Largest decline over 10 years | -74.93% | -44.75% | -30.18% |
Current DrawdownCurrent decline from peak | -10.07% | 0.00% | -10.07% |
Average DrawdownAverage peak-to-trough decline | -28.57% | -9.49% | -19.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.52% | 2.62% | +0.90% |
Volatility
RYEIX vs. RYCKX - Volatility Comparison
Rydex Energy Fund (RYEIX) has a higher volatility of 6.71% compared to Rydex S&P MidCap 400 Pure Growth Fund (RYCKX) at 6.34%. This indicates that RYEIX's price experiences larger fluctuations and is considered to be riskier than RYCKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYEIX | RYCKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.71% | 6.34% | +0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 15.47% | 15.39% | +0.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.05% | 19.04% | +1.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.41% | 22.87% | +3.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.82% | 23.12% | +8.70% |
RYEIX vs. RYCKX - Expense Ratio Comparison
RYEIX has a 1.36% expense ratio, which is lower than RYCKX's 2.26% expense ratio.
Dividends
RYEIX vs. RYCKX - Dividend Comparison
RYEIX's dividend yield for the trailing twelve months is around 1.99%, while RYCKX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYCKX Rydex S&P MidCap 400 Pure Growth Fund | 0.00% | 0.00% | 20.92% | 0.00% | 14.34% | 13.66% | 1.29% | 0.00% | 18.93% | 7.60% | 1.72% | 5.90% |
RYEIX Rydex Energy Fund | 1.99% | 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 RYCKX have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RYEIX has higher volatility (6.71%) compared to RYCKX (6.34%). In terms of maximum drawdown, RYEIX dropped -83.50% vs RYCKX's -52.60%.
RYCKX currently has the higher Sharpe Ratio (1.73 vs 1.66), 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.
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