RYILX vs. RMQAX
Compare and contrast key facts about Rydex Inverse High Yield Strategy Fund (RYILX) and Rydex Monthly Rebalance NASDAQ-100 2x Strategy Fund (RMQAX).
RYILX is managed by Rydex Funds. It was launched on Apr 15, 2007. RMQAX is managed by Rydex Funds. It was launched on Nov 27, 2014.
Performance
RYILX vs. RMQAX - Performance Comparison
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RYILX vs. RMQAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYILX Rydex Inverse High Yield Strategy Fund | 4.04% | -4.36% | 0.83% | -5.00% | 8.71% | -3.58% | -5.89% | -11.11% | 1.00% | -5.87% |
RMQAX Rydex Monthly Rebalance NASDAQ-100 2x Strategy Fund | -19.02% | 33.92% | 44.76% | 115.91% | -59.93% | 56.36% | 101.06% | 80.80% | -7.28% | 69.80% |
Returns By Period
In the year-to-date period, RYILX achieves a 4.04% return, which is significantly higher than RMQAX's -19.02% return. Over the past 10 years, RYILX has underperformed RMQAX with an annualized return of -2.91%, while RMQAX has yielded a comparatively higher 30.14% annualized return.
RYILX
- 1D
- -0.31%
- 1M
- 3.51%
- YTD
- 4.04%
- 6M
- 3.68%
- 1Y
- -0.66%
- 3Y*
- -0.93%
- 5Y*
- -0.22%
- 10Y*
- -2.91%
RMQAX
- 1D
- -1.68%
- 1M
- -16.37%
- YTD
- -19.02%
- 6M
- -16.53%
- 1Y
- 31.63%
- 3Y*
- 33.85%
- 5Y*
- 15.55%
- 10Y*
- 30.14%
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RYILX vs. RMQAX - Expense Ratio Comparison
RYILX has a 1.55% expense ratio, which is higher than RMQAX's 1.32% expense ratio.
Return for Risk
RYILX vs. RMQAX — Risk / Return Rank
RYILX
RMQAX
RYILX vs. RMQAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex Inverse High Yield Strategy Fund (RYILX) and Rydex Monthly Rebalance NASDAQ-100 2x Strategy Fund (RMQAX). 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.
| RYILX | RMQAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.11 | 0.67 | -0.78 |
Sortino ratioReturn per unit of downside risk | -0.11 | 1.28 | -1.39 |
Omega ratioGain probability vs. loss probability | 0.98 | 1.18 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | -0.08 | 0.96 | -1.05 |
Martin ratioReturn relative to average drawdown | -0.11 | 3.36 | -3.46 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RYILX | RMQAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.11 | 0.67 | -0.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.03 | 0.34 | -0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.36 | 0.65 | -1.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.74 | 0.62 | -1.36 |
Correlation
The correlation between RYILX and RMQAX is -0.60. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
RYILX vs. RMQAX - Dividend Comparison
RYILX has not paid dividends to shareholders, while RMQAX's dividend yield for the trailing twelve months is around 44.79%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
RYILX Rydex Inverse High Yield Strategy Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 2.45% | 7.79% | 0.00% |
RMQAX Rydex Monthly Rebalance NASDAQ-100 2x Strategy Fund | 44.79% | 36.27% | 26.02% | 3.76% | 0.00% | 2.18% | 5.30% | 0.10% |
Drawdowns
RYILX vs. RMQAX - Drawdown Comparison
The maximum RYILX drawdown since its inception was -77.21%, which is greater than RMQAX's maximum drawdown of -63.18%. Use the drawdown chart below to compare losses from any high point for RYILX and RMQAX.
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Drawdown Indicators
| RYILX | RMQAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.21% | -63.18% | -14.03% |
Max Drawdown (1Y)Largest decline over 1 year | -8.10% | -25.11% | +17.01% |
Max Drawdown (5Y)Largest decline over 5 years | -15.44% | -63.18% | +47.74% |
Max Drawdown (10Y)Largest decline over 10 years | -29.17% | -63.18% | +34.01% |
Current DrawdownCurrent decline from peak | -76.21% | -24.96% | -51.25% |
Average DrawdownAverage peak-to-trough decline | -57.92% | -13.05% | -44.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.44% | 7.20% | -0.76% |
Volatility
RYILX vs. RMQAX - Volatility Comparison
The current volatility for Rydex Inverse High Yield Strategy Fund (RYILX) is 2.52%, while Rydex Monthly Rebalance NASDAQ-100 2x Strategy Fund (RMQAX) has a volatility of 11.12%. This indicates that RYILX experiences smaller price fluctuations and is considered to be less risky than RMQAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYILX | RMQAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.52% | 11.12% | -8.60% |
Volatility (6M)Calculated over the trailing 6-month period | 3.21% | 25.22% | -22.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.10% | 47.33% | -41.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.47% | 46.16% | -38.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.13% | 46.29% | -38.16% |