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RYGBX vs. RYMEX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RYGBX vs. RYMEX - 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 Rydex Commodities Strategy Fund (RYMEX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RYGBX achieves a -6.07% return, which is significantly lower than RYMEX's 37.87% return. Over the past 10 years, RYGBX has underperformed RYMEX with an annualized return of -5.63%, while RYMEX has yielded a comparatively higher 8.65% annualized return.


RYGBX

1D
-0.82%
1M
-4.90%
6M
-4.91%
YTD
-6.07%
1Y
-5.14%
3Y*
-5.38%
5Y*
-13.27%
10Y*
-5.63%
ALL TIME*
1.17%

RYMEX

1D
0.72%
1M
13.12%
6M
30.17%
YTD
37.87%
1Y
41.19%
3Y*
13.33%
5Y*
13.74%
10Y*
8.65%
ALL TIME*
-3.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

RYGBX vs. RYMEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RYGBX
Rydex Government Long Bond 1.2x Strategy Fund
-6.07%2.19%-12.81%-1.05%-40.90%-7.28%21.93%17.50%-5.20%9.93%
RYMEX
Rydex Commodities Strategy Fund
37.87%4.70%8.24%-6.14%23.72%39.03%-22.99%15.48%-14.96%4.67%

Correlation

The correlation between RYGBX and RYMEX is -0.41, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.41

Correlation (3Y)
Balances recent behavior with more history.

-0.22

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.17

Correlation (10Y)
Provides a long-term view across more market conditions.

-0.18

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2006

-0.21

Over the past year, the inverse relationship between RYGBX and RYMEX has strengthened: their correlation has moved from -0.21 to -0.41, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

RYGBX vs. RYMEX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

RYGBX
RYGBX Risk / Return Rank: 22
Overall Rank
RYGBX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
RYGBX Sortino Ratio Rank: 22
Sortino Ratio Rank
RYGBX Omega Ratio Rank: 22
Omega Ratio Rank
RYGBX Calmar Ratio Rank: 22
Calmar Ratio Rank
RYGBX Martin Ratio Rank: 11
Martin Ratio Rank

RYMEX
RYMEX Risk / Return Rank: 5252
Overall Rank
RYMEX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
RYMEX Sortino Ratio Rank: 5151
Sortino Ratio Rank
RYMEX Omega Ratio Rank: 5252
Omega Ratio Rank
RYMEX Calmar Ratio Rank: 5555
Calmar Ratio Rank
RYMEX Martin Ratio Rank: 4444
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

RYGBX vs. RYMEX - 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 Rydex Commodities Strategy Fund (RYMEX). 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.


RYGBXRYMEXDifference
Sharpe ratioReturn per unit of total volatility

-1.90

Sortino ratioReturn per unit of downside risk

-2.54

Omega ratioGain probability vs. loss probability

0.95

1.28

-0.32

Calmar ratioReturn relative to maximum drawdown

-0.35

2.10

-2.45

Martin ratioReturn relative to average drawdown

-0.76

6.68

-7.45

RYGBX vs. RYMEX - Sharpe Ratio Comparison

The current RYGBX Sharpe Ratio is -0.34, which is lower than the RYMEX Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of RYGBX and RYMEX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

RYGBX vs. RYMEX - Drawdown Comparison

The maximum RYGBX drawdown since its inception was -62.42%, smaller than the maximum RYMEX drawdown of -91.81%. Use the drawdown chart below to compare losses from any high point for RYGBX and RYMEX.


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Drawdown Indicators


RYGBXRYMEXDifference

Max Drawdown

Largest peak-to-trough decline

-62.42%

-91.81%

+29.39%

Max Drawdown (1Y)

Largest decline over 1 year

-10.47%

-18.68%

+8.21%

Max Drawdown (3Y)

Largest decline over 3 years

-19.21%

-18.68%

-0.53%

Max Drawdown (5Y)

Largest decline over 5 years

-55.36%

-30.45%

-24.91%

Max Drawdown (10Y)

Largest decline over 10 years

-62.42%

-59.20%

-3.22%

Current Drawdown

Current decline from peak

-60.92%

-66.31%

+5.39%

Average Drawdown

Average peak-to-trough decline

-19.71%

-66.07%

+46.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.79%

5.90%

-1.11%

Volatility

RYGBX vs. RYMEX - Volatility Comparison

The current volatility for Rydex Government Long Bond 1.2x Strategy Fund (RYGBX) is 2.93%, while Rydex Commodities Strategy Fund (RYMEX) has a volatility of 8.18%. This indicates that RYGBX experiences smaller price fluctuations and is considered to be less risky than RYMEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RYGBXRYMEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.93%

8.18%

-5.25%

Volatility (6M)

Calculated over the trailing 6-month period

7.96%

23.18%

-15.22%

Volatility (1Y)

Calculated over the trailing 1-year period

10.87%

25.14%

-14.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.53%

23.09%

-3.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.18%

22.36%

-3.18%

RYGBX vs. RYMEX - Expense Ratio Comparison

RYGBX has a 0.99% expense ratio, which is lower than RYMEX's 1.60% expense ratio.


Dividends

RYGBX vs. RYMEX - Dividend Comparison

RYGBX's dividend yield for the trailing twelve months is around 3.75%, more than RYMEX's 1.73% yield.


PositionTTM20252024202320222021202020192018201720162015
RYGBX
Rydex Government Long Bond 1.2x Strategy Fund
3.75%3.59%2.89%2.70%1.69%0.71%46.47%5.00%1.51%1.45%5.62%2.07%
RYMEX
Rydex Commodities Strategy Fund
1.73%2.38%0.00%4.98%17.15%2.97%109.50%0.74%44.23%1.49%0.00%0.00%

Frequently Asked Questions


RYGBX and RYMEX have a correlation of -0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RYMEX has higher volatility (8.18%) compared to RYGBX (2.93%). In terms of maximum drawdown, RYGBX dropped -62.42% vs RYMEX's -91.81%.

RYMEX currently has the higher Sharpe Ratio (1.57 vs -0.34), 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.

Portfolio Optimizer

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