RYILX vs. RYDAX
Compare and contrast key facts about Rydex Inverse High Yield Strategy Fund (RYILX) and Rydex Dow Jones Industrial Average Fund (RYDAX).
RYILX is managed by Rydex Funds. It was launched on Apr 15, 2007. RYDAX is managed by Rydex Funds. It was launched on Dec 1, 2015.
Performance
RYILX vs. RYDAX - Performance Comparison
Loading graphics...
RYILX vs. RYDAX - 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% |
RYDAX Rydex Dow Jones Industrial Average Fund | -5.94% | 12.98% | 13.10% | 14.36% | -8.88% | 19.11% | 7.47% | 23.13% | -5.14% | 26.19% |
Returns By Period
In the year-to-date period, RYILX achieves a 4.04% return, which is significantly higher than RYDAX's -5.94% return. Over the past 10 years, RYILX has underperformed RYDAX with an annualized return of -2.91%, while RYDAX has yielded a comparatively higher 10.22% 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%
RYDAX
- 1D
- -0.06%
- 1M
- -7.64%
- YTD
- -5.94%
- 6M
- -2.59%
- 1Y
- 7.67%
- 3Y*
- 10.99%
- 5Y*
- 6.69%
- 10Y*
- 10.22%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
RYILX vs. RYDAX - Expense Ratio Comparison
RYILX has a 1.55% expense ratio, which is lower than RYDAX's 1.58% expense ratio.
Return for Risk
RYILX vs. RYDAX — Risk / Return Rank
RYILX
RYDAX
RYILX vs. RYDAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex Inverse High Yield Strategy Fund (RYILX) and Rydex Dow Jones Industrial Average Fund (RYDAX). 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 | RYDAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.11 | 0.53 | -0.64 |
Sortino ratioReturn per unit of downside risk | -0.11 | 0.87 | -0.98 |
Omega ratioGain probability vs. loss probability | 0.98 | 1.12 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | -0.08 | 0.63 | -0.72 |
Martin ratioReturn relative to average drawdown | -0.11 | 2.34 | -2.44 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| RYILX | RYDAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.11 | 0.53 | -0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.03 | 0.46 | -0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.36 | 0.58 | -0.94 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.74 | 0.59 | -1.33 |
Correlation
The correlation between RYILX and RYDAX is -0.61. 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. RYDAX - Dividend Comparison
RYILX has not paid dividends to shareholders, while RYDAX's dividend yield for the trailing twelve months is around 0.40%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
RYILX Rydex Inverse High Yield Strategy Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 2.45% | 7.79% | 0.00% | 0.00% | 0.00% | 0.00% |
RYDAX Rydex Dow Jones Industrial Average Fund | 0.40% | 0.38% | 1.73% | 0.75% | 3.17% | 1.22% | 4.87% | 4.02% | 1.25% | 3.70% | 0.56% |
Drawdowns
RYILX vs. RYDAX - Drawdown Comparison
The maximum RYILX drawdown since its inception was -77.21%, which is greater than RYDAX's maximum drawdown of -37.34%. Use the drawdown chart below to compare losses from any high point for RYILX and RYDAX.
Loading graphics...
Drawdown Indicators
| RYILX | RYDAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.21% | -37.34% | -39.87% |
Max Drawdown (1Y)Largest decline over 1 year | -8.10% | -10.87% | +2.77% |
Max Drawdown (5Y)Largest decline over 5 years | -15.44% | -22.12% | +6.68% |
Max Drawdown (10Y)Largest decline over 10 years | -29.17% | -37.34% | +8.17% |
Current DrawdownCurrent decline from peak | -76.21% | -9.86% | -66.35% |
Average DrawdownAverage peak-to-trough decline | -57.92% | -4.38% | -53.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.44% | 2.95% | +3.49% |
Volatility
RYILX vs. RYDAX - Volatility Comparison
The current volatility for Rydex Inverse High Yield Strategy Fund (RYILX) is 2.52%, while Rydex Dow Jones Industrial Average Fund (RYDAX) has a volatility of 3.99%. This indicates that RYILX experiences smaller price fluctuations and is considered to be less risky than RYDAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| RYILX | RYDAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.52% | 3.99% | -1.47% |
Volatility (6M)Calculated over the trailing 6-month period | 3.21% | 8.92% | -5.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.10% | 16.68% | -10.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.47% | 14.73% | -7.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.13% | 17.56% | -9.43% |