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RYILX vs. AFBIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RYILX vs. AFBIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rydex Inverse High Yield Strategy Fund (RYILX) and Access Flex Bear High Yield ProFund (AFBIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RYILX achieves a 1.68% return, which is significantly higher than AFBIX's -1.16% return. Over the past 10 years, RYILX has outperformed AFBIX with an annualized return of -2.97%, while AFBIX has yielded a comparatively lower -4.38% annualized return.


RYILX

1D
-0.55%
1M
-0.40%
YTD
1.68%
6M
1.61%
1Y
-1.38%
3Y*
-1.92%
5Y*
-0.22%
10Y*
-2.97%

AFBIX

1D
-0.37%
1M
-0.69%
YTD
-1.16%
6M
-1.34%
1Y
-4.03%
3Y*
-4.64%
5Y*
-2.14%
10Y*
-4.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RYILX vs. AFBIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RYILX
Rydex Inverse High Yield Strategy Fund
1.68%-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
-1.16%-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 0.87, 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

0.87

Correlation (3Y)
Calculated over the trailing 3-year period

0.94

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 0.87 to 0.96 - a consistent structural relationship.

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Return for Risk

RYILX vs. AFBIX — Risk / Return Rank

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

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

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

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.


RYILXAFBIXDifference
Sharpe ratioReturn per unit of total volatility

+0.82

Sortino ratioReturn per unit of downside risk

+1.11

Omega ratioGain probability vs. loss probability

0.95

0.83

+0.12

Calmar ratioReturn relative to maximum drawdown

-0.37

-1.07

+0.70

Martin ratioReturn relative to average drawdown

-0.61

-1.69

+1.07

RYILX vs. AFBIX - Sharpe Ratio Comparison

The current RYILX Sharpe Ratio is -0.30, which is higher than the AFBIX Sharpe Ratio of -1.11. The chart below compares the historical Sharpe Ratios of RYILX and AFBIX, 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

RYILX vs. AFBIX - Drawdown Comparison

The maximum RYILX drawdown since its inception was -77.21%, smaller than the maximum AFBIX drawdown of -82.07%. Use the drawdown chart below to compare losses from any high point for RYILX and AFBIX.


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Drawdown Indicators


RYILXAFBIXDifference

Max Drawdown

Largest peak-to-trough decline

-77.21%

-82.07%

+4.86%

Max Drawdown (1Y)

Largest decline over 1 year

-4.01%

-3.89%

-0.12%

Max Drawdown (3Y)

Largest decline over 3 years

-12.72%

-17.55%

+4.83%

Max Drawdown (5Y)

Largest decline over 5 years

-15.44%

-21.51%

+6.07%

Max Drawdown (10Y)

Largest decline over 10 years

-27.90%

-36.55%

+8.65%

Current Drawdown

Current decline from peak

-76.75%

-82.06%

+5.31%

Average Drawdown

Average peak-to-trough decline

-58.13%

-57.83%

-0.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.53%

2.86%

-0.33%

Volatility

RYILX vs. AFBIX - Volatility Comparison

Rydex Inverse High Yield Strategy Fund (RYILX) has a higher volatility of 1.90% compared to Access Flex Bear High Yield ProFund (AFBIX) at 1.28%. 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


RYILXAFBIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.90%

1.28%

+0.62%

Volatility (6M)

Calculated over the trailing 6-month period

4.21%

3.14%

+1.07%

Volatility (1Y)

Calculated over the trailing 1-year period

5.03%

3.90%

+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

8.16%

7.91%

+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.


PositionTTM202520242023202220212020
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 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RYILX has higher volatility (1.90%) compared to AFBIX (1.28%). In terms of maximum drawdown, RYILX dropped -77.21% vs AFBIX's -82.07%.

RYILX currently has the higher Sharpe Ratio (-0.30 vs -1.11), 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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