RYIIX vs. RYURX
RYIIX (Rydex Internet Fund) and RYURX (Rydex Inverse S&P 500 Strategy Fund) are both mutual funds - RYIIX is a Technology Equities fund managed by Rydex Funds, while RYURX is a Inverse Equities fund managed by Rydex Funds. Over the past 10 years, RYIIX returned 13.49%/yr vs -12.74%/yr for RYURX. At a correlation of -0.80, they often move in opposite directions. RYIIX charges 1.36%/yr vs 1.49%/yr for RYURX.
Performance
RYIIX vs. RYURX - Performance Comparison
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Returns By Period
In the year-to-date period, RYIIX achieves a 4.67% return, which is significantly higher than RYURX's -8.00% return. Over the past 10 years, RYIIX has outperformed RYURX with an annualized return of 13.49%, while RYURX has yielded a comparatively lower -12.74% annualized return.
RYIIX
- 1D
- -0.14%
- 1M
- 4.80%
- 6M
- 3.06%
- YTD
- 4.67%
- 1Y
- 13.46%
- 3Y*
- 19.39%
- 5Y*
- 1.98%
- 10Y*
- 13.49%
RYURX
- 1D
- -0.38%
- 1M
- -1.59%
- 6M
- -6.41%
- YTD
- -8.00%
- 1Y
- -13.80%
- 3Y*
- -11.96%
- 5Y*
- -8.52%
- 10Y*
- -12.74%
RYIIX vs. RYURX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYIIX Rydex Internet Fund | 4.67% | 18.90% | 24.07% | 47.95% | -44.54% | -3.87% | 61.14% | 30.71% | -2.89% | 34.42% |
RYURX Rydex Inverse S&P 500 Strategy Fund | -8.00% | -11.41% | -13.04% | -14.56% | 17.56% | -24.19% | -24.90% | -22.65% | 4.33% | -17.38% |
Correlation
The correlation between RYIIX and RYURX is -0.75, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.82 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.79 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2001 | -0.80 |
The correlation between RYIIX and RYURX has been stable across timeframes, ranging from -0.82 to -0.75 - a consistent structural relationship.
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Return for Risk
RYIIX vs. RYURX — Risk / Return Rank
RYIIX
RYURX
RYIIX vs. RYURX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex Internet Fund (RYIIX) and Rydex Inverse S&P 500 Strategy Fund (RYURX). 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.
| RYIIX | RYURX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.71 | ||
| Sortino ratioReturn per unit of downside risk | +2.49 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 0.83 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 0.68 | -0.84 | +1.52 |
| Martin ratioReturn relative to average drawdown | 1.77 | -1.62 | +3.38 |
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Drawdowns
RYIIX vs. RYURX - Drawdown Comparison
The maximum RYIIX drawdown since its inception was -83.88%, smaller than the maximum RYURX drawdown of -96.72%. Use the drawdown chart below to compare losses from any high point for RYIIX and RYURX.
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Drawdown Indicators
| RYIIX | RYURX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.88% | -96.72% | +12.84% |
Max Drawdown (1Y)Largest decline over 1 year | -18.10% | -16.08% | -2.02% |
Max Drawdown (3Y)Largest decline over 3 years | -24.36% | -38.48% | +14.12% |
Max Drawdown (5Y)Largest decline over 5 years | -55.10% | -44.10% | -11.00% |
Max Drawdown (10Y)Largest decline over 10 years | -57.25% | -75.17% | +17.92% |
Current DrawdownCurrent decline from peak | -3.63% | -96.69% | +93.06% |
Average DrawdownAverage peak-to-trough decline | -35.02% | -69.00% | +33.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.99% | 8.34% | -1.35% |
Volatility
RYIIX vs. RYURX - Volatility Comparison
Rydex Internet Fund (RYIIX) has a higher volatility of 6.28% compared to Rydex Inverse S&P 500 Strategy Fund (RYURX) at 4.27%. This indicates that RYIIX's price experiences larger fluctuations and is considered to be riskier than RYURX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYIIX | RYURX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.28% | 4.27% | +2.01% |
Volatility (6M)Calculated over the trailing 6-month period | 15.95% | 9.91% | +6.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.81% | 12.46% | +7.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.18% | 17.10% | +10.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.28% | 18.08% | +7.20% |
RYIIX vs. RYURX - Expense Ratio Comparison
RYIIX has a 1.36% expense ratio, which is lower than RYURX's 1.49% expense ratio.
Dividends
RYIIX vs. RYURX - Dividend Comparison
RYIIX's dividend yield for the trailing twelve months is around 1.26%, less than RYURX's 4.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYIIX Rydex Internet Fund | 1.26% | 1.32% | 0.00% | 0.00% | 0.00% | 30.47% | 0.00% | 6.89% | 15.84% | 0.00% | 0.00% | 0.40% |
RYURX Rydex Inverse S&P 500 Strategy Fund | 4.15% | 3.82% | 6.78% | 2.79% | 0.00% | 0.00% | 0.42% | 0.86% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
RYIIX and RYURX have a correlation of -0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RYIIX has higher volatility (6.28%) compared to RYURX (4.27%). In terms of maximum drawdown, RYIIX dropped -83.88% vs RYURX's -96.72%.
RYIIX currently has the higher Sharpe Ratio (0.62 vs -1.08), 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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