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RYGBX vs. PHPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RYGBX vs. PHPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rydex Government Long Bond 1.2x Strategy Fund (RYGBX) and ProFunds Pharmaceuticals UltraSector Fund (PHPIX). The values are adjusted to include any dividend payments, if applicable.

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RYGBX vs. PHPIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RYGBX
Rydex Government Long Bond 1.2x Strategy Fund
-0.94%2.19%-12.81%-1.05%-40.90%-7.28%21.93%17.50%-5.20%9.93%
PHPIX
ProFunds Pharmaceuticals UltraSector Fund
-13.41%41.41%1.36%-11.28%-10.73%28.10%15.48%19.98%-14.91%10.19%

Returns By Period

In the year-to-date period, RYGBX achieves a -0.94% return, which is significantly higher than PHPIX's -13.41% return. Over the past 10 years, RYGBX has underperformed PHPIX with an annualized return of -4.31%, while PHPIX has yielded a comparatively higher 5.08% annualized return.


RYGBX

1D
1.48%
1M
-5.12%
YTD
-0.94%
6M
-2.05%
1Y
-3.15%
3Y*
-6.54%
5Y*
-9.91%
10Y*
-4.31%

PHPIX

1D
-1.54%
1M
-15.65%
YTD
-13.41%
6M
8.28%
1Y
20.02%
3Y*
7.16%
5Y*
5.13%
10Y*
5.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RYGBX vs. PHPIX - Expense Ratio Comparison

RYGBX has a 0.99% expense ratio, which is lower than PHPIX's 1.78% expense ratio.


Return for Risk

RYGBX vs. PHPIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RYGBX
RYGBX Risk / Return Rank: 55
Overall Rank
RYGBX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
RYGBX Sortino Ratio Rank: 33
Sortino Ratio Rank
RYGBX Omega Ratio Rank: 44
Omega Ratio Rank
RYGBX Calmar Ratio Rank: 66
Calmar Ratio Rank
RYGBX Martin Ratio Rank: 66
Martin Ratio Rank

PHPIX
PHPIX Risk / Return Rank: 3232
Overall Rank
PHPIX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
PHPIX Sortino Ratio Rank: 3636
Sortino Ratio Rank
PHPIX Omega Ratio Rank: 2727
Omega Ratio Rank
PHPIX Calmar Ratio Rank: 3838
Calmar Ratio Rank
PHPIX Martin Ratio Rank: 2727
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

RYGBX vs. PHPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rydex Government Long Bond 1.2x Strategy Fund (RYGBX) and ProFunds Pharmaceuticals UltraSector Fund (PHPIX). 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.


RYGBXPHPIXDifference

Sharpe ratio

Return per unit of total volatility

-0.13

0.75

-0.89

Sortino ratio

Return per unit of downside risk

-0.09

1.20

-1.29

Omega ratio

Gain probability vs. loss probability

0.99

1.15

-0.16

Calmar ratio

Return relative to maximum drawdown

-0.02

1.02

-1.05

Martin ratio

Return relative to average drawdown

-0.04

2.91

-2.95

RYGBX vs. PHPIX - Sharpe Ratio Comparison

The current RYGBX Sharpe Ratio is -0.13, which is lower than the PHPIX Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of RYGBX and PHPIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RYGBXPHPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.13

0.75

-0.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.50

0.19

-0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.22

0.19

-0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.11

-0.03

Correlation

The correlation between RYGBX and PHPIX is -0.15. 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

RYGBX vs. PHPIX - Dividend Comparison

RYGBX's dividend yield for the trailing twelve months is around 3.50%, more than PHPIX's 1.03% yield.


TTM20252024202320222021202020192018201720162015
RYGBX
Rydex Government Long Bond 1.2x Strategy Fund
3.50%3.59%2.89%2.70%1.69%0.71%46.47%5.00%1.51%1.45%5.62%2.07%
PHPIX
ProFunds Pharmaceuticals UltraSector Fund
1.03%0.89%1.06%0.48%0.00%11.83%0.38%0.00%4.17%0.00%0.00%0.08%

Drawdowns

RYGBX vs. PHPIX - Drawdown Comparison

The maximum RYGBX drawdown since its inception was -62.42%, smaller than the maximum PHPIX drawdown of -77.37%. Use the drawdown chart below to compare losses from any high point for RYGBX and PHPIX.


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Drawdown Indicators


RYGBXPHPIXDifference

Max Drawdown

Largest peak-to-trough decline

-62.42%

-77.37%

+14.95%

Max Drawdown (1Y)

Largest decline over 1 year

-11.73%

-19.35%

+7.62%

Max Drawdown (5Y)

Largest decline over 5 years

-55.36%

-39.21%

-16.15%

Max Drawdown (10Y)

Largest decline over 10 years

-62.42%

-45.46%

-16.96%

Current Drawdown

Current decline from peak

-58.78%

-17.65%

-41.13%

Average Drawdown

Average peak-to-trough decline

-19.30%

-31.88%

+12.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.14%

8.40%

-2.26%

Volatility

RYGBX vs. PHPIX - Volatility Comparison

The current volatility for Rydex Government Long Bond 1.2x Strategy Fund (RYGBX) is 4.35%, while ProFunds Pharmaceuticals UltraSector Fund (PHPIX) has a volatility of 11.33%. This indicates that RYGBX experiences smaller price fluctuations and is considered to be less risky than PHPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RYGBXPHPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.35%

11.33%

-6.98%

Volatility (6M)

Calculated over the trailing 6-month period

7.75%

22.92%

-15.17%

Volatility (1Y)

Calculated over the trailing 1-year period

13.50%

35.40%

-21.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.83%

27.47%

-7.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.36%

27.53%

-8.17%