RYILX vs. AFBIX
RYILX (Rydex Inverse High Yield Strategy Fund) and AFBIX (Access Flex Bear High Yield ProFund) are both Inverse Bonds funds. Over the past 10 years, RYILX returned -2.64%/yr vs -4.09%/yr for AFBIX. Their correlation of 0.92 suggests significant overlap in exposure. RYILX charges 1.55%/yr vs 1.78%/yr for AFBIX.
Performance
RYILX vs. AFBIX - Performance Comparison
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Returns By Period
In the year-to-date period, RYILX achieves a 2.02% return, which is significantly higher than AFBIX's -1.31% return. Over the past 10 years, RYILX has outperformed AFBIX with an annualized return of -2.64%, while AFBIX has yielded a comparatively lower -4.09% annualized return.
RYILX
- 1D
- 0.15%
- 1M
- 0.49%
- 6M
- 1.98%
- YTD
- 2.02%
- 1Y
- 0.15%
- 3Y*
- -2.02%
- 5Y*
- 0.07%
- 10Y*
- -2.64%
AFBIX
- 1D
- 0.04%
- 1M
- -0.26%
- 6M
- -0.88%
- YTD
- -1.31%
- 1Y
- -3.56%
- 3Y*
- -4.82%
- 5Y*
- -1.95%
- 10Y*
- -4.09%
RYILX vs. AFBIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYILX Rydex Inverse High Yield Strategy Fund | 2.02% | -4.36% | 0.83% | -5.00% | 8.71% | -3.58% | -5.89% | -11.11% | 1.00% | -5.87% |
AFBIX Access Flex Bear High Yield ProFund | -1.31% | -5.24% | -3.07% | -6.30% | 8.01% | -4.55% | -6.63% | -12.62% | -0.42% | -4.51% |
Correlation
The correlation between RYILX and AFBIX is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Apr 16, 2007 | 0.92 |
The correlation between RYILX and AFBIX has been stable across timeframes, ranging from 0.86 to 0.96 - a consistent structural relationship.
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Return for Risk
RYILX vs. AFBIX — Risk / Return Rank
RYILX
AFBIX
RYILX vs. AFBIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex Inverse High Yield Strategy Fund (RYILX) and Access Flex Bear High Yield ProFund (AFBIX). 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.
| RYILX | AFBIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.01 | ||
| Sortino ratioReturn per unit of downside risk | +1.40 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 0.86 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 0.14 | -0.86 | +1.01 |
| Martin ratioReturn relative to average drawdown | 0.28 | -1.43 | +1.71 |
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Drawdowns
RYILX vs. AFBIX - Drawdown Comparison
The maximum RYILX drawdown since its inception was -77.21%, smaller than the maximum AFBIX drawdown of -82.12%. Use the drawdown chart below to compare losses from any high point for RYILX and AFBIX.
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Drawdown Indicators
| RYILX | AFBIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.21% | -82.12% | +4.91% |
Max Drawdown (1Y)Largest decline over 1 year | -4.01% | -3.97% | -0.04% |
Max Drawdown (3Y)Largest decline over 3 years | -12.72% | -17.80% | +5.08% |
Max Drawdown (5Y)Largest decline over 5 years | -15.44% | -21.74% | +6.30% |
Max Drawdown (10Y)Largest decline over 10 years | -26.23% | -34.75% | +8.52% |
Current DrawdownCurrent decline from peak | -76.67% | -82.09% | +5.42% |
Average DrawdownAverage peak-to-trough decline | -58.19% | -57.90% | -0.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.06% | 2.39% | -0.33% |
Volatility
RYILX vs. AFBIX - Volatility Comparison
Rydex Inverse High Yield Strategy Fund (RYILX) has a higher volatility of 1.70% compared to Access Flex Bear High Yield ProFund (AFBIX) at 0.95%. This indicates that RYILX's price experiences larger fluctuations and is considered to be riskier than AFBIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYILX | AFBIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.70% | 0.95% | +0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 4.26% | 3.13% | +1.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.97% | 3.84% | +1.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.56% | 7.29% | +0.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.14% | 7.89% | +0.25% |
RYILX vs. AFBIX - Expense Ratio Comparison
RYILX has a 1.55% expense ratio, which is lower than AFBIX's 1.78% expense ratio.
Dividends
RYILX vs. AFBIX - Dividend Comparison
Neither RYILX nor AFBIX has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
AFBIX Access Flex Bear High Yield ProFund | 0.00% | 0.00% | 0.00% | 0.00% | 0.03% | 0.00% | 0.00% |
RYILX Rydex Inverse High Yield Strategy Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 2.45% | 7.79% |
Frequently Asked Questions
RYILX and AFBIX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RYILX has higher volatility (1.70%) compared to AFBIX (0.95%). In terms of maximum drawdown, RYILX dropped -77.21% vs AFBIX's -82.12%.
RYILX currently has the higher Sharpe Ratio (0.12 vs -0.89), 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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