RYIUX vs. BRPIX
RYIUX (Rydex Inverse Russell 2000 2x Strategy Fund) and BRPIX (ProFunds Bear Fund) are both Inverse Equities funds. Over the past 10 years, RYIUX returned -28.44%/yr vs -14.31%/yr for BRPIX. Their correlation of 0.85 suggests significant overlap in exposure. RYIUX charges 2.05%/yr vs 1.64%/yr for BRPIX.
Performance
RYIUX vs. BRPIX - Performance Comparison
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Returns By Period
In the year-to-date period, RYIUX achieves a -33.34% return, which is significantly lower than BRPIX's -7.68% return. Over the past 10 years, RYIUX has underperformed BRPIX with an annualized return of -28.44%, while BRPIX has yielded a comparatively higher -14.31% annualized return.
RYIUX
- 1D
- -4.08%
- 1M
- -7.96%
- YTD
- -33.34%
- 6M
- -29.16%
- 1Y
- -52.70%
- 3Y*
- -30.23%
- 5Y*
- -19.31%
- 10Y*
- -28.44%
BRPIX
- 1D
- -1.06%
- 1M
- -0.36%
- YTD
- -7.68%
- 6M
- -7.14%
- 1Y
- -17.56%
- 3Y*
- -14.92%
- 5Y*
- -11.37%
- 10Y*
- -14.31%
RYIUX vs. BRPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYIUX Rydex Inverse Russell 2000 2x Strategy Fund | -33.34% | -25.58% | -19.49% | -26.57% | 28.23% | -35.72% | -59.89% | -38.69% | 18.98% | -26.63% |
BRPIX ProFunds Bear Fund | -7.68% | -12.27% | -20.40% | -15.39% | 17.31% | -24.68% | -25.63% | -23.18% | 4.03% | -18.03% |
Correlation
The correlation between RYIUX and BRPIX is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2007 | 0.85 |
The correlation between RYIUX and BRPIX has been stable across timeframes, ranging from 0.77 to 0.85 - a consistent structural relationship.
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Return for Risk
RYIUX vs. BRPIX — Risk / Return Rank
RYIUX
BRPIX
RYIUX vs. BRPIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex Inverse Russell 2000 2x Strategy Fund (RYIUX) and ProFunds Bear Fund (BRPIX). 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.
| RYIUX | BRPIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.05 | ||
| Sortino ratioReturn per unit of downside risk | -0.20 | ||
| Omega ratioGain probability vs. loss probability | 0.76 | 0.78 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | -1.00 | -0.93 | -0.07 |
| Martin ratioReturn relative to average drawdown | -1.61 | -1.63 | +0.02 |
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Drawdowns
RYIUX vs. BRPIX - Drawdown Comparison
The maximum RYIUX drawdown since its inception was -99.94%, roughly equal to the maximum BRPIX drawdown of -96.76%. Use the drawdown chart below to compare losses from any high point for RYIUX and BRPIX.
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Drawdown Indicators
| RYIUX | BRPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.94% | -96.76% | -3.18% |
Max Drawdown (1Y)Largest decline over 1 year | -51.61% | -17.86% | -33.75% |
Max Drawdown (3Y)Largest decline over 3 years | -74.37% | -44.49% | -29.88% |
Max Drawdown (5Y)Largest decline over 5 years | -76.65% | -50.06% | -26.59% |
Max Drawdown (10Y)Largest decline over 10 years | -96.85% | -79.74% | -17.11% |
Current DrawdownCurrent decline from peak | -99.94% | -96.33% | -3.61% |
Average DrawdownAverage peak-to-trough decline | -87.12% | -62.17% | -24.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 32.61% | 10.65% | +21.96% |
Volatility
RYIUX vs. BRPIX - Volatility Comparison
Rydex Inverse Russell 2000 2x Strategy Fund (RYIUX) has a higher volatility of 13.50% compared to ProFunds Bear Fund (BRPIX) at 4.70%. This indicates that RYIUX's price experiences larger fluctuations and is considered to be riskier than BRPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYIUX | BRPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.50% | 4.70% | +8.80% |
Volatility (6M)Calculated over the trailing 6-month period | 28.75% | 10.00% | +18.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.33% | 12.53% | +26.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.31% | 17.27% | +28.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 47.09% | 17.92% | +29.17% |
RYIUX vs. BRPIX - Expense Ratio Comparison
RYIUX has a 2.05% expense ratio, which is higher than BRPIX's 1.64% expense ratio.
Dividends
RYIUX vs. BRPIX - Dividend Comparison
RYIUX's dividend yield for the trailing twelve months is around 5.65%, more than BRPIX's 4.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
BRPIX ProFunds Bear Fund | 4.71% | 4.35% | 0.00% | 5.58% | 0.00% | 0.00% | 0.06% | 0.27% |
RYIUX Rydex Inverse Russell 2000 2x Strategy Fund | 5.65% | 3.77% | 4.61% | 2.71% | 0.00% | 0.00% | 0.00% | 0.49% |
Frequently Asked Questions
RYIUX and BRPIX have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RYIUX has higher volatility (13.50%) compared to BRPIX (4.70%). In terms of maximum drawdown, RYIUX dropped -99.94% vs BRPIX's -96.76%.
RYIUX currently has the higher Sharpe Ratio (-1.34 vs -1.39), 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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