RYIUX vs. RYPMX
RYIUX (Rydex Inverse Russell 2000 2x Strategy Fund) and RYPMX (Rydex Precious Metals Fund) are both mutual funds - RYIUX is a Inverse Equities fund managed by Rydex Funds, while RYPMX is a Precious Metals fund managed by Rydex Funds. Over the past 10 years, RYIUX returned -27.36%/yr vs 10.27%/yr for RYPMX. Their -0.31 correlation means they have often moved in opposite directions in the past. RYIUX charges 2.05%/yr vs 1.26%/yr for RYPMX.
Performance
RYIUX vs. RYPMX - Performance Comparison
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Returns By Period
In the year-to-date period, RYIUX achieves a -31.69% return, which is significantly lower than RYPMX's -8.85% return. Over the past 10 years, RYIUX has underperformed RYPMX with an annualized return of -27.36%, while RYPMX has yielded a comparatively higher 10.27% 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%
RYPMX
- 1D
- 4.28%
- 1M
- -3.84%
- 6M
- -18.14%
- YTD
- -8.85%
- 1Y
- 50.90%
- 3Y*
- 34.72%
- 5Y*
- 16.73%
- 10Y*
- 10.27%
- ALL TIME*
- 2.55%
Liquidity Comparison
| Position | Avg. 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. RYPMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
RYPMX Rydex Precious Metals Fund | -8.85% | 148.94% | 10.14% | 4.24% | -10.57% | -8.96% | 34.25% | 52.91% | -16.56% | 7.04% |
Correlation
The correlation between RYIUX and RYPMX is -0.46, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.46 |
Correlation (3Y) Balances recent behavior with more history. | -0.37 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.36 |
Correlation (10Y) Provides a long-term view across more market conditions. | -0.25 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2007 | -0.31 |
The correlation between RYIUX and RYPMX shifts across timeframes, from -0.46 (1 year) to -0.25 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
RYIUX vs. RYPMX — Risk / Return Rank
RYIUX
RYPMX
RYIUX vs. RYPMX - 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 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.
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 | RYPMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.27 | ||
| Sortino ratioReturn per unit of downside risk | -3.35 | ||
| Omega ratioGain probability vs. loss probability | 0.80 | 1.21 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | -0.89 | 1.36 | -2.25 |
| Martin ratioReturn relative to average drawdown | -1.36 | 3.00 | -4.36 |
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Drawdowns
RYIUX vs. RYPMX - Drawdown Comparison
The maximum RYIUX drawdown since its inception was -99.94%, which is greater than RYPMX's maximum drawdown of -81.25%. Use the drawdown chart below to compare losses from any high point for RYIUX and RYPMX.
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Drawdown Indicators
| RYIUX | RYPMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.94% | -81.25% | -18.69% |
Max Drawdown (1Y)Largest decline over 1 year | -51.52% | -38.89% | -12.63% |
Max Drawdown (3Y)Largest decline over 3 years | -75.11% | -38.89% | -36.22% |
Max Drawdown (5Y)Largest decline over 5 years | -77.33% | -46.46% | -30.87% |
Max Drawdown (10Y)Largest decline over 10 years | -96.42% | -47.81% | -48.61% |
Current DrawdownCurrent decline from peak | -99.94% | -33.94% | -66.00% |
Average DrawdownAverage peak-to-trough decline | -87.19% | -40.33% | -46.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 33.67% | 17.55% | +16.12% |
Volatility
RYIUX vs. RYPMX - Volatility Comparison
The current volatility for Rydex Inverse Russell 2000 2x Strategy Fund (RYIUX) is 7.63%, while Rydex Precious Metals Fund (RYPMX) has a volatility of 12.52%. This indicates that RYIUX 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
| RYIUX | RYPMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.63% | 12.52% | -4.89% |
Volatility (6M)Calculated over the trailing 6-month period | 28.33% | 40.14% | -11.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.75% | 48.86% | -10.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.05% | 37.70% | +7.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.93% | 37.23% | +9.70% |
RYIUX vs. RYPMX - Expense Ratio Comparison
RYIUX has a 2.05% expense ratio, which is higher than RYPMX's 1.26% expense ratio.
Dividends
RYIUX vs. RYPMX - Dividend Comparison
RYIUX's dividend yield for the trailing twelve months is around 5.51%, more than RYPMX's 3.30% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYIUX Rydex Inverse Russell 2000 2x Strategy Fund | 5.51% | 3.77% | 4.61% | 2.71% | 0.00% | 0.00% | 0.00% | 0.49% | 0.00% | 0.00% | 0.00% | 0.00% |
RYPMX Rydex Precious Metals Fund | 3.30% | 3.01% | 0.00% | 3.51% | 7.15% | 6.39% | 1.06% | 2.08% | 1.35% | 5.53% | 4.04% | 0.58% |
Frequently Asked Questions
RYIUX and RYPMX have a correlation of -0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RYPMX has higher volatility (12.52%) compared to RYIUX (7.63%). In terms of maximum drawdown, RYIUX dropped -99.94% vs RYPMX's -81.25%.
RYPMX currently has the higher Sharpe Ratio (1.08 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.
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