RYILX vs. RYSIX
RYILX (Rydex Inverse High Yield Strategy Fund) and RYSIX (Rydex Electronics Fund) are both mutual funds - RYILX is a Inverse Bonds fund managed by Rydex Funds, while RYSIX is a Technology Equities fund managed by Rydex Funds. Over the past 10 years, RYILX returned -2.69%/yr vs 30.26%/yr for RYSIX. At a correlation of -0.49, they often move in opposite directions. RYILX charges 1.55%/yr vs 1.36%/yr for RYSIX.
Performance
RYILX vs. RYSIX - Performance Comparison
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Returns By Period
In the year-to-date period, RYILX achieves a 1.83% return, which is significantly lower than RYSIX's 70.62% return. Over the past 10 years, RYILX has underperformed RYSIX with an annualized return of -2.69%, while RYSIX has yielded a comparatively higher 30.26% annualized return.
RYILX
- 1D
- -0.27%
- 1M
- 0.51%
- 6M
- 1.80%
- YTD
- 1.83%
- 1Y
- -0.23%
- 3Y*
- -1.84%
- 5Y*
- -0.04%
- 10Y*
- -2.69%
RYSIX
- 1D
- -1.84%
- 1M
- -6.15%
- 6M
- 54.61%
- YTD
- 70.62%
- 1Y
- 112.36%
- 3Y*
- 44.99%
- 5Y*
- 30.31%
- 10Y*
- 30.26%
RYILX vs. RYSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYILX Rydex Inverse High Yield Strategy Fund | 1.83% | -4.36% | 0.83% | -5.00% | 8.71% | -3.58% | -5.89% | -11.11% | 1.00% | -5.87% |
RYSIX Rydex Electronics Fund | 70.62% | 42.02% | 16.66% | 55.69% | -32.46% | 38.65% | 56.73% | 59.80% | -12.42% | 31.62% |
Correlation
The correlation between RYILX and RYSIX is -0.42, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.53 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.51 |
Correlation (All Time) Calculated using the full available price history since Apr 16, 2007 | -0.49 |
The correlation between RYILX and RYSIX shifts across timeframes, from -0.53 (5 years) to -0.42 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
RYILX vs. RYSIX — Risk / Return Rank
RYILX
RYSIX
RYILX vs. RYSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex Inverse High Yield Strategy Fund (RYILX) and Rydex Electronics Fund (RYSIX). 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 | RYSIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.93 | ||
| Sortino ratioReturn per unit of downside risk | -3.18 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.42 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | -0.12 | 7.24 | -7.36 |
| Martin ratioReturn relative to average drawdown | -0.25 | 22.62 | -22.86 |
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Drawdowns
RYILX vs. RYSIX - Drawdown Comparison
The maximum RYILX drawdown since its inception was -77.21%, smaller than the maximum RYSIX drawdown of -88.66%. Use the drawdown chart below to compare losses from any high point for RYILX and RYSIX.
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Drawdown Indicators
| RYILX | RYSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.21% | -88.66% | +11.45% |
Max Drawdown (1Y)Largest decline over 1 year | -4.01% | -15.56% | +11.55% |
Max Drawdown (3Y)Largest decline over 3 years | -12.72% | -40.57% | +27.85% |
Max Drawdown (5Y)Largest decline over 5 years | -15.44% | -43.80% | +28.36% |
Max Drawdown (10Y)Largest decline over 10 years | -26.23% | -43.80% | +17.57% |
Current DrawdownCurrent decline from peak | -76.72% | -13.85% | -62.87% |
Average DrawdownAverage peak-to-trough decline | -58.20% | -49.53% | -8.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.08% | 4.97% | -2.89% |
Volatility
RYILX vs. RYSIX - Volatility Comparison
The current volatility for Rydex Inverse High Yield Strategy Fund (RYILX) is 1.58%, while Rydex Electronics Fund (RYSIX) has a volatility of 19.19%. This indicates that RYILX experiences smaller price fluctuations and is considered to be less risky than RYSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYILX | RYSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.58% | 19.19% | -17.61% |
Volatility (6M)Calculated over the trailing 6-month period | 4.31% | 33.83% | -29.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.98% | 39.70% | -34.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.57% | 37.51% | -29.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.14% | 34.27% | -26.13% |
RYILX vs. RYSIX - Expense Ratio Comparison
RYILX has a 1.55% expense ratio, which is higher than RYSIX's 1.36% expense ratio.
Dividends
RYILX vs. RYSIX - Dividend Comparison
RYILX has not paid dividends to shareholders, while RYSIX's dividend yield for the trailing twelve months is around 1.90%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
RYSIX Rydex Electronics Fund | 1.90% | 3.24% | 1.73% | 0.00% | 0.00% | 3.34% | 2.04% | 0.01% | 10.18% | 0.05% | 0.00% | 0.16% |
Frequently Asked Questions
RYILX and RYSIX have a correlation of -0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RYSIX has higher volatility (19.19%) compared to RYILX (1.58%). In terms of maximum drawdown, RYILX dropped -77.21% vs RYSIX's -88.66%.
RYSIX currently has the higher Sharpe Ratio (2.84 vs -0.10), 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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