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RYIUX vs. RYCLX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RYIUX vs. RYCLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rydex Inverse Russell 2000 2x Strategy Fund (RYIUX) and Rydex Inverse Mid-Cap Strategy Fund (RYCLX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RYIUX achieves a -31.69% return, which is significantly lower than RYCLX's -12.87% return. Over the past 10 years, RYIUX has underperformed RYCLX with an annualized return of -27.36%, while RYCLX has yielded a comparatively higher -10.93% annualized return.


RYIUX

1D
-2.69%
1M
3.47%
6M
-24.23%
YTD
-31.69%
1Y
-48.84%
3Y*
-26.58%
5Y*
-18.79%
10Y*
-27.36%
ALL TIME*
-28.19%

RYCLX

1D
-0.88%
1M
0.19%
6M
-9.12%
YTD
-12.87%
1Y
-15.27%
3Y*
-6.53%
5Y*
-5.66%
10Y*
-10.93%
ALL TIME*
-12.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

RYIUX vs. RYCLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RYIUX
Rydex Inverse Russell 2000 2x Strategy Fund
-31.69%-25.58%-19.49%-26.57%28.23%-35.72%-59.89%-38.69%18.98%-26.63%
RYCLX
Rydex Inverse Mid-Cap Strategy Fund
-12.87%-1.04%-5.59%-8.75%8.93%-24.21%-25.53%-21.03%11.39%-14.94%

Correlation

The correlation between RYIUX and RYCLX is 0.89, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.89

Correlation (3Y)
Balances recent behavior with more history.

0.93

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.95

Correlation (10Y)
Provides a long-term view across more market conditions.

0.95

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2007

0.95

The correlation between RYIUX and RYCLX has been stable across timeframes, ranging from 0.89 to 0.95 - a consistent structural relationship.

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Return for Risk

RYIUX vs. RYCLX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

RYIUX
RYIUX Risk / Return Rank: 00
Overall Rank
RYIUX Sharpe Ratio Rank: 00
Sharpe Ratio Rank
RYIUX Sortino Ratio Rank: 00
Sortino Ratio Rank
RYIUX Omega Ratio Rank: 00
Omega Ratio Rank
RYIUX Calmar Ratio Rank: 00
Calmar Ratio Rank
RYIUX Martin Ratio Rank: 00
Martin Ratio Rank

RYCLX
RYCLX Risk / Return Rank: 00
Overall Rank
RYCLX Sharpe Ratio Rank: 00
Sharpe Ratio Rank
RYCLX Sortino Ratio Rank: 00
Sortino Ratio Rank
RYCLX Omega Ratio Rank: 11
Omega Ratio Rank
RYCLX Calmar Ratio Rank: 00
Calmar Ratio Rank
RYCLX Martin Ratio Rank: 00
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

RYIUX vs. RYCLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rydex Inverse Russell 2000 2x Strategy Fund (RYIUX) and Rydex Inverse Mid-Cap Strategy Fund (RYCLX). 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.


RYIUXRYCLXDifference
Sharpe ratioReturn per unit of total volatility

-0.36

Sortino ratioReturn per unit of downside risk

-0.74

Omega ratioGain probability vs. loss probability

0.80

0.88

-0.08

Calmar ratioReturn relative to maximum drawdown

-0.89

-0.70

-0.19

Martin ratioReturn relative to average drawdown

-1.36

-1.25

-0.11

RYIUX vs. RYCLX - Sharpe Ratio Comparison

The current RYIUX Sharpe Ratio is -1.18, which is lower than the RYCLX Sharpe Ratio of -0.82. The chart below compares the historical Sharpe Ratios of RYIUX and RYCLX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

RYIUX vs. RYCLX - Drawdown Comparison

The maximum RYIUX drawdown since its inception was -99.94%, roughly equal to the maximum RYCLX drawdown of -95.66%. Use the drawdown chart below to compare losses from any high point for RYIUX and RYCLX.


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Drawdown Indicators


RYIUXRYCLXDifference

Max Drawdown

Largest peak-to-trough decline

-99.94%

-95.66%

-4.28%

Max Drawdown (1Y)

Largest decline over 1 year

-51.52%

-18.50%

-33.02%

Max Drawdown (3Y)

Largest decline over 3 years

-75.11%

-32.43%

-42.68%

Max Drawdown (5Y)

Largest decline over 5 years

-77.33%

-34.96%

-42.37%

Max Drawdown (10Y)

Largest decline over 10 years

-96.42%

-71.12%

-25.30%

Current Drawdown

Current decline from peak

-99.94%

-95.59%

-4.35%

Average Drawdown

Average peak-to-trough decline

-87.19%

-70.36%

-16.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

33.67%

10.37%

+23.30%

Volatility

RYIUX vs. RYCLX - Volatility Comparison

Rydex Inverse Russell 2000 2x Strategy Fund (RYIUX) has a higher volatility of 7.63% compared to Rydex Inverse Mid-Cap Strategy Fund (RYCLX) at 3.81%. This indicates that RYIUX's price experiences larger fluctuations and is considered to be riskier than RYCLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RYIUXRYCLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.63%

3.81%

+3.82%

Volatility (6M)

Calculated over the trailing 6-month period

28.33%

11.69%

+16.64%

Volatility (1Y)

Calculated over the trailing 1-year period

38.75%

15.80%

+22.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.05%

20.50%

+24.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.93%

21.42%

+25.51%

RYIUX vs. RYCLX - Expense Ratio Comparison

RYIUX has a 2.05% expense ratio, which is lower than RYCLX's 2.39% expense ratio.


Dividends

RYIUX vs. RYCLX - Dividend Comparison

RYIUX's dividend yield for the trailing twelve months is around 5.51%, less than RYCLX's 37.88% yield.


PositionTTM2025202420232022202120202019
RYCLX
Rydex Inverse Mid-Cap Strategy Fund
37.88%33.01%25.75%9.12%0.00%0.00%0.76%0.89%
RYIUX
Rydex Inverse Russell 2000 2x Strategy Fund
5.51%3.77%4.61%2.71%0.00%0.00%0.00%0.49%

Frequently Asked Questions


RYIUX and RYCLX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RYIUX has higher volatility (7.63%) compared to RYCLX (3.81%). In terms of maximum drawdown, RYIUX dropped -99.94% vs RYCLX's -95.66%.

RYCLX currently has the higher Sharpe Ratio (-0.82 vs -1.18), 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.

Portfolio Optimizer

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