RYEUX vs. RYGBX
Compare and contrast key facts about Rydex Europe 1.25x Strategy Fund (RYEUX) and Rydex Government Long Bond 1.2x Strategy Fund (RYGBX).
RYEUX is managed by Rydex Funds. It was launched on May 7, 2000. RYGBX is managed by Rydex Funds. It was launched on Jan 2, 1994.
Performance
RYEUX vs. RYGBX - Performance Comparison
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RYEUX vs. RYGBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYEUX Rydex Europe 1.25x Strategy Fund | -1.88% | 32.95% | -2.61% | 19.53% | -12.87% | 18.73% | 0.35% | 29.80% | -18.72% | 28.14% |
RYGBX Rydex Government Long Bond 1.2x Strategy Fund | -1.11% | 2.19% | -12.81% | -1.05% | -40.90% | -7.28% | 21.93% | 17.50% | -5.20% | 9.93% |
Returns By Period
In the year-to-date period, RYEUX achieves a -1.88% return, which is significantly lower than RYGBX's -1.11% return. Over the past 10 years, RYEUX has outperformed RYGBX with an annualized return of 8.02%, while RYGBX has yielded a comparatively lower -4.33% annualized return.
RYEUX
- 1D
- 3.79%
- 1M
- -8.32%
- YTD
- -1.88%
- 6M
- 1.81%
- 1Y
- 13.84%
- 3Y*
- 10.62%
- 5Y*
- 8.39%
- 10Y*
- 8.02%
RYGBX
- 1D
- -0.17%
- 1M
- -4.16%
- YTD
- -1.11%
- 6M
- -2.44%
- 1Y
- -4.34%
- 3Y*
- -6.59%
- 5Y*
- -10.30%
- 10Y*
- -4.33%
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RYEUX vs. RYGBX - Expense Ratio Comparison
RYEUX has a 1.69% expense ratio, which is higher than RYGBX's 0.99% expense ratio.
Return for Risk
RYEUX vs. RYGBX — Risk / Return Rank
RYEUX
RYGBX
RYEUX vs. RYGBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex Europe 1.25x Strategy Fund (RYEUX) and Rydex Government Long Bond 1.2x Strategy Fund (RYGBX). 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.
| RYEUX | RYGBX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.64 | -0.25 | +0.89 |
Sortino ratioReturn per unit of downside risk | 0.99 | -0.25 | +1.24 |
Omega ratioGain probability vs. loss probability | 1.13 | 0.97 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 0.85 | -0.17 | +1.02 |
Martin ratioReturn relative to average drawdown | 3.01 | -0.32 | +3.33 |
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
| RYEUX | RYGBX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.64 | -0.25 | +0.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | -0.52 | +0.93 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | -0.22 | +0.58 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.03 | 0.08 | -0.04 |
Correlation
The correlation between RYEUX and RYGBX is -0.20. 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
RYEUX vs. RYGBX - Dividend Comparison
RYEUX's dividend yield for the trailing twelve months is around 6.07%, more than RYGBX's 3.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYEUX Rydex Europe 1.25x Strategy Fund | 6.07% | 5.95% | 12.32% | 0.67% | 0.00% | 0.00% | 5.03% | 0.46% | 8.58% | 0.25% | 0.91% | 0.15% |
RYGBX Rydex Government Long Bond 1.2x Strategy Fund | 3.51% | 3.59% | 2.89% | 2.70% | 1.69% | 0.71% | 46.47% | 5.00% | 1.51% | 1.45% | 5.62% | 2.07% |
Drawdowns
RYEUX vs. RYGBX - Drawdown Comparison
The maximum RYEUX drawdown since its inception was -76.19%, which is greater than RYGBX's maximum drawdown of -62.42%. Use the drawdown chart below to compare losses from any high point for RYEUX and RYGBX.
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Drawdown Indicators
| RYEUX | RYGBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.19% | -62.42% | -13.77% |
Max Drawdown (1Y)Largest decline over 1 year | -15.24% | -11.73% | -3.51% |
Max Drawdown (5Y)Largest decline over 5 years | -33.39% | -55.36% | +21.97% |
Max Drawdown (10Y)Largest decline over 10 years | -42.08% | -62.42% | +20.34% |
Current DrawdownCurrent decline from peak | -11.34% | -58.85% | +47.51% |
Average DrawdownAverage peak-to-trough decline | -37.55% | -19.31% | -18.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.30% | 6.15% | -1.85% |
Volatility
RYEUX vs. RYGBX - Volatility Comparison
Rydex Europe 1.25x Strategy Fund (RYEUX) has a higher volatility of 9.61% compared to Rydex Government Long Bond 1.2x Strategy Fund (RYGBX) at 4.24%. This indicates that RYEUX's price experiences larger fluctuations and is considered to be riskier than RYGBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYEUX | RYGBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.61% | 4.24% | +5.37% |
Volatility (6M)Calculated over the trailing 6-month period | 14.14% | 7.69% | +6.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.83% | 13.47% | +8.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.75% | 19.83% | +0.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.48% | 19.36% | +3.12% |