RYHIX vs. PHSTX
RYHIX (Rydex Health Care Fund) and PHSTX (Putnam Global Health Care Fund) are both Health & Biotech Equities funds. Over the past 10 years, RYHIX returned 8.66%/yr vs 8.93%/yr for PHSTX. Their correlation of 0.92 means they have usually moved in the same direction. RYHIX charges 1.35%/yr vs 1.05%/yr for PHSTX.
Performance
RYHIX vs. PHSTX - Performance Comparison
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Returns By Period
In the year-to-date period, RYHIX achieves a 7.73% return, which is significantly higher than PHSTX's 2.77% return. Both investments have delivered pretty close results over the past 10 years, with RYHIX having a 8.66% annualized return and PHSTX not far ahead at 8.93%.
RYHIX
- 1D
- 0.30%
- 1M
- -1.53%
- 6M
- 7.46%
- YTD
- 7.73%
- 1Y
- 24.65%
- 3Y*
- 9.09%
- 5Y*
- 3.22%
- 10Y*
- 8.66%
- ALL TIME*
- 7.48%
PHSTX
- 1D
- -0.75%
- 1M
- -4.27%
- 6M
- 1.98%
- YTD
- 2.77%
- 1Y
- 21.27%
- 3Y*
- 9.07%
- 5Y*
- 5.90%
- 10Y*
- 8.93%
- ALL TIME*
- 10.92%
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 |
RYHIX vs. PHSTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYHIX Rydex Health Care Fund | 7.73% | 14.42% | 0.61% | 5.84% | -11.59% | 19.27% | 18.84% | 22.77% | 1.56% | 23.48% |
PHSTX Putnam Global Health Care Fund | 2.77% | 15.20% | 1.35% | 9.11% | -4.88% | 19.60% | 15.94% | 30.26% | -0.76% | 15.30% |
Correlation
The correlation between RYHIX and PHSTX is 0.89, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.89 |
Correlation (3Y) Balances recent behavior with more history. | 0.88 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.89 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.91 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 1999 | 0.92 |
The correlation between RYHIX and PHSTX has been stable across timeframes, ranging from 0.88 to 0.92 - a consistent structural relationship.
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Return for Risk
RYHIX vs. PHSTX — Risk / Return Rank
RYHIX
PHSTX
RYHIX vs. PHSTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex Health Care Fund (RYHIX) and Putnam Global Health Care Fund (PHSTX). 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.
| RYHIX | PHSTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.23 | ||
| Sortino ratioReturn per unit of downside risk | +0.27 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.26 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.35 | 2.35 | -0.01 |
| Martin ratioReturn relative to average drawdown | 6.38 | 5.71 | +0.67 |
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Drawdowns
RYHIX vs. PHSTX - Drawdown Comparison
The maximum RYHIX drawdown since its inception was -41.27%, smaller than the maximum PHSTX drawdown of -45.51%. Use the drawdown chart below to compare losses from any high point for RYHIX and PHSTX.
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Drawdown Indicators
| RYHIX | PHSTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.27% | -45.51% | +4.24% |
Max Drawdown (1Y)Largest decline over 1 year | -11.31% | -9.71% | -1.60% |
Max Drawdown (3Y)Largest decline over 3 years | -17.46% | -20.71% | +3.25% |
Max Drawdown (5Y)Largest decline over 5 years | -22.83% | -20.71% | -2.12% |
Max Drawdown (10Y)Largest decline over 10 years | -29.03% | -25.51% | -3.52% |
Current DrawdownCurrent decline from peak | -1.94% | -4.45% | +2.51% |
Average DrawdownAverage peak-to-trough decline | -8.62% | -9.90% | +1.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.15% | 3.99% | +0.16% |
Volatility
RYHIX vs. PHSTX - Volatility Comparison
The current volatility for Rydex Health Care Fund (RYHIX) is 4.41%, while Putnam Global Health Care Fund (PHSTX) has a volatility of 4.86%. This indicates that RYHIX experiences smaller price fluctuations and is considered to be less risky than PHSTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYHIX | PHSTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.41% | 4.86% | -0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 11.71% | 11.68% | +0.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.23% | 15.11% | +0.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.03% | 14.74% | +1.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.65% | 15.82% | +1.83% |
RYHIX vs. PHSTX - Expense Ratio Comparison
RYHIX has a 1.35% expense ratio, which is higher than PHSTX's 1.05% expense ratio.
Dividends
RYHIX vs. PHSTX - Dividend Comparison
RYHIX's dividend yield for the trailing twelve months is around 2.02%, more than PHSTX's 1.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PHSTX Putnam Global Health Care Fund | 1.74% | 1.79% | 4.92% | 5.62% | 7.82% | 11.98% | 9.58% | 5.72% | 6.82% | 17.31% | 10.65% | 13.06% |
RYHIX Rydex Health Care Fund | 2.02% | 2.18% | 0.00% | 0.00% | 1.64% | 3.19% | 8.81% | 0.00% | 1.76% | 9.17% | 13.88% | 6.39% |
Frequently Asked Questions
RYHIX and PHSTX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PHSTX has higher volatility (4.86%) compared to RYHIX (4.41%). In terms of maximum drawdown, RYHIX dropped -41.27% vs PHSTX's -45.51%.
RYHIX currently has the higher Sharpe Ratio (1.75 vs 1.52), 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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