RYEUX vs. RYJSX
RYEUX (Rydex Europe 1.25x Strategy Fund) and RYJSX (Rydex Japan 2x Strategy Fund) are both Leveraged Equities funds from Rydex Funds. Over the past 10 years, RYEUX returned 9.12%/yr vs 12.76%/yr for RYJSX. Their 0.67 correlation means they have sometimes moved together and sometimes differently. RYEUX charges 1.69%/yr vs 1.49%/yr for RYJSX.
Performance
RYEUX vs. RYJSX - Performance Comparison
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Returns By Period
In the year-to-date period, RYEUX achieves a 11.74% return, which is significantly lower than RYJSX's 39.60% return. Over the past 10 years, RYEUX has underperformed RYJSX with an annualized return of 9.12%, while RYJSX has yielded a comparatively higher 12.76% annualized return.
RYEUX
- 1D
- 2.97%
- 1M
- 1.65%
- 6M
- 5.63%
- YTD
- 11.74%
- 1Y
- 30.11%
- 3Y*
- 13.49%
- 5Y*
- 9.24%
- 10Y*
- 9.12%
- ALL TIME*
- 1.44%
RYJSX
- 1D
- 12.98%
- 1M
- -12.22%
- 6M
- 22.28%
- YTD
- 39.60%
- 1Y
- 88.97%
- 3Y*
- 28.28%
- 5Y*
- 10.31%
- 10Y*
- 12.76%
- ALL TIME*
- 10.30%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
RYEUX vs. RYJSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYEUX Rydex Europe 1.25x Strategy Fund | 11.74% | 32.95% | -2.61% | 19.53% | -12.87% | 18.73% | 0.35% | 29.80% | -18.72% | 28.14% |
RYJSX Rydex Japan 2x Strategy Fund | 39.60% | 50.73% | 1.56% | 34.36% | -42.66% | -14.17% | 40.76% | 38.61% | -21.92% | 50.94% |
Correlation
The correlation between RYEUX and RYJSX is 0.61, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.61 |
Correlation (3Y) Balances recent behavior with more history. | 0.59 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.64 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.66 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2009 | 0.67 |
The correlation between RYEUX and RYJSX has been stable across timeframes, ranging from 0.59 to 0.67 - a consistent structural relationship.
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Return for Risk
RYEUX vs. RYJSX — Risk / Return Rank
RYEUX
RYJSX
RYEUX vs. RYJSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex Europe 1.25x Strategy Fund (RYEUX) and Rydex Japan 2x Strategy Fund (RYJSX). 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.
| RYEUX | RYJSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.26 | ||
| Sortino ratioReturn per unit of downside risk | -0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.26 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.71 | 2.75 | -1.04 |
| Martin ratioReturn relative to average drawdown | 5.85 | 7.78 | -1.93 |
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Drawdowns
RYEUX vs. RYJSX - Drawdown Comparison
The maximum RYEUX drawdown since its inception was -76.19%, which is greater than RYJSX's maximum drawdown of -63.60%. Use the drawdown chart below to compare losses from any high point for RYEUX and RYJSX.
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Drawdown Indicators
| RYEUX | RYJSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.19% | -63.60% | -12.59% |
Max Drawdown (1Y)Largest decline over 1 year | -15.24% | -32.17% | +16.93% |
Max Drawdown (3Y)Largest decline over 3 years | -18.54% | -40.80% | +22.26% |
Max Drawdown (5Y)Largest decline over 5 years | -33.39% | -61.07% | +27.68% |
Max Drawdown (10Y)Largest decline over 10 years | -42.08% | -63.60% | +21.52% |
Current DrawdownCurrent decline from peak | 0.00% | -23.36% | +23.36% |
Average DrawdownAverage peak-to-trough decline | -37.11% | -20.80% | -16.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.46% | 11.35% | -6.89% |
Volatility
RYEUX vs. RYJSX - Volatility Comparison
The current volatility for Rydex Europe 1.25x Strategy Fund (RYEUX) is 5.80%, while Rydex Japan 2x Strategy Fund (RYJSX) has a volatility of 21.27%. This indicates that RYEUX experiences smaller price fluctuations and is considered to be less risky than RYJSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYEUX | RYJSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.80% | 21.27% | -15.47% |
Volatility (6M)Calculated over the trailing 6-month period | 17.34% | 48.86% | -31.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.27% | 57.25% | -36.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.16% | 42.75% | -21.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.11% | 38.74% | -16.63% |
RYEUX vs. RYJSX - Expense Ratio Comparison
RYEUX has a 1.69% expense ratio, which is higher than RYJSX's 1.49% expense ratio.
Dividends
RYEUX vs. RYJSX - Dividend Comparison
RYEUX's dividend yield for the trailing twelve months is around 5.33%, more than RYJSX's 0.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYEUX Rydex Europe 1.25x Strategy Fund | 5.33% | 5.95% | 12.32% | 0.67% | 0.00% | 0.00% | 5.03% | 0.46% | 8.58% | 0.25% | 0.91% | 0.15% |
RYJSX Rydex Japan 2x Strategy Fund | 0.79% | 1.11% | 4.50% | 5.86% | 0.00% | 0.00% | 0.52% | 0.85% | 0.48% | 3.24% | 0.00% | 0.00% |
Frequently Asked Questions
RYEUX and RYJSX have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RYJSX has higher volatility (21.27%) compared to RYEUX (5.80%). In terms of maximum drawdown, RYEUX dropped -76.19% vs RYJSX's -63.60%.
RYJSX currently has the higher Sharpe Ratio (1.55 vs 1.29), 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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