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RYILX vs. RYPMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RYILX vs. RYPMX - Performance Comparison

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

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RYILX vs. RYPMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
RYPMX
Rydex Precious Metals Fund
1.40%148.94%10.14%4.24%-10.57%-8.96%34.25%52.91%-16.56%7.04%

Returns By Period

In the year-to-date period, RYILX achieves a 4.04% return, which is significantly higher than RYPMX's 1.40% return. Over the past 10 years, RYILX has underperformed RYPMX with an annualized return of -2.91%, while RYPMX has yielded a comparatively higher 16.79% 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%

RYPMX

1D
-1.05%
1M
-26.51%
YTD
1.40%
6M
16.87%
1Y
95.65%
3Y*
37.97%
5Y*
20.57%
10Y*
16.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RYILX vs. RYPMX - Expense Ratio Comparison

RYILX has a 1.55% expense ratio, which is higher than RYPMX's 1.26% expense ratio.


Return for Risk

RYILX vs. RYPMX — Risk / Return Rank

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

RYILX
RYILX Risk / Return Rank: 44
Overall Rank
RYILX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
RYILX Sortino Ratio Rank: 33
Sortino Ratio Rank
RYILX Omega Ratio Rank: 33
Omega Ratio Rank
RYILX Calmar Ratio Rank: 55
Calmar Ratio Rank
RYILX Martin Ratio Rank: 66
Martin Ratio Rank

RYPMX
RYPMX Risk / Return Rank: 9090
Overall Rank
RYPMX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
RYPMX Sortino Ratio Rank: 8787
Sortino Ratio Rank
RYPMX Omega Ratio Rank: 8585
Omega Ratio Rank
RYPMX Calmar Ratio Rank: 9494
Calmar Ratio Rank
RYPMX Martin Ratio Rank: 9292
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. RYPMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rydex Inverse High Yield Strategy Fund (RYILX) and Rydex Precious Metals Fund (RYPMX). 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.


RYILXRYPMXDifference

Sharpe ratio

Return per unit of total volatility

-0.11

2.12

-2.23

Sortino ratio

Return per unit of downside risk

-0.11

2.36

-2.47

Omega ratio

Gain probability vs. loss probability

0.98

1.35

-0.36

Calmar ratio

Return relative to maximum drawdown

-0.08

3.05

-3.13

Martin ratio

Return relative to average drawdown

-0.11

11.29

-11.40

RYILX vs. RYPMX - Sharpe Ratio Comparison

The current RYILX Sharpe Ratio is -0.11, which is lower than the RYPMX Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of RYILX and RYPMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RYILXRYPMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.11

2.12

-2.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

0.57

-0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.36

0.45

-0.81

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.74

0.07

-0.81

Correlation

The correlation between RYILX and RYPMX is -0.30. 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. RYPMX - Dividend Comparison

RYILX has not paid dividends to shareholders, while RYPMX's dividend yield for the trailing twelve months is around 2.96%.


TTM20252024202320222021202020192018201720162015
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%0.00%
RYPMX
Rydex Precious Metals Fund
2.96%3.01%0.00%3.51%7.15%6.39%1.06%2.08%1.35%5.53%4.04%0.58%

Drawdowns

RYILX vs. RYPMX - Drawdown Comparison

The maximum RYILX drawdown since its inception was -77.21%, roughly equal to the maximum RYPMX drawdown of -81.25%. Use the drawdown chart below to compare losses from any high point for RYILX and RYPMX.


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Drawdown Indicators


RYILXRYPMXDifference

Max Drawdown

Largest peak-to-trough decline

-77.21%

-81.25%

+4.04%

Max Drawdown (1Y)

Largest decline over 1 year

-8.10%

-30.86%

+22.76%

Max Drawdown (5Y)

Largest decline over 5 years

-15.44%

-46.83%

+31.39%

Max Drawdown (10Y)

Largest decline over 10 years

-29.17%

-47.81%

+18.64%

Current Drawdown

Current decline from peak

-76.21%

-26.51%

-49.70%

Average Drawdown

Average peak-to-trough decline

-57.92%

-40.48%

-17.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.44%

8.33%

-1.89%

Volatility

RYILX vs. RYPMX - Volatility Comparison

The current volatility for Rydex Inverse High Yield Strategy Fund (RYILX) is 2.52%, while Rydex Precious Metals Fund (RYPMX) has a volatility of 16.06%. This indicates that RYILX experiences smaller price fluctuations and is considered to be less risky than RYPMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RYILXRYPMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.52%

16.06%

-13.54%

Volatility (6M)

Calculated over the trailing 6-month period

3.21%

37.91%

-34.70%

Volatility (1Y)

Calculated over the trailing 1-year period

6.10%

45.69%

-39.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.47%

36.30%

-28.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.13%

37.25%

-29.12%