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RYIIX vs. RYURX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RYIIX vs. RYURX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rydex Internet Fund (RYIIX) and Rydex Inverse S&P 500 Strategy Fund (RYURX). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RYIIX vs. RYURX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

RYIIX
RYIIX Risk / Return Rank: 1111
Overall Rank
RYIIX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
RYIIX Sortino Ratio Rank: 1111
Sortino Ratio Rank
RYIIX Omega Ratio Rank: 1111
Omega Ratio Rank
RYIIX Calmar Ratio Rank: 1010
Calmar Ratio Rank
RYIIX Martin Ratio Rank: 99
Martin Ratio Rank

RYURX
RYURX Risk / Return Rank: 00
Overall Rank
RYURX Sharpe Ratio Rank: 00
Sharpe Ratio Rank
RYURX Sortino Ratio Rank: 00
Sortino Ratio Rank
RYURX Omega Ratio Rank: 00
Omega Ratio Rank
RYURX Calmar Ratio Rank: 00
Calmar Ratio Rank
RYURX Martin Ratio Rank: 00
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.

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.


RYIIXRYURXDifference
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

RYIIX vs. RYURX - Sharpe Ratio Comparison

The current RYIIX Sharpe Ratio is 0.62, which is higher than the RYURX Sharpe Ratio of -1.08. The chart below compares the historical Sharpe Ratios of RYIIX and RYURX, 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

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


RYIIXRYURXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-3.63%

-96.69%

+93.06%

Average Drawdown

Average peak-to-trough decline

-35.02%

-69.00%

+33.98%

Ulcer Index

Depth 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


RYIIXRYURXDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

Find the right allocation for RYIIX and RYURX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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