RYIUX vs. RYTPX
RYIUX (Rydex Inverse Russell 2000 2x Strategy Fund) and RYTPX (Rydex Inverse S&P 500 2x Strategy Fund) are both Inverse Equities funds from Rydex Funds. Over the past 10 years, RYIUX returned -27.36%/yr vs -16.47%/yr for RYTPX. Their correlation of 0.82 means they have usually moved in the same direction. RYIUX charges 2.05%/yr vs 2.16%/yr for RYTPX.
Performance
RYIUX vs. RYTPX - 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 RYTPX's -13.45% return. Over the past 10 years, RYIUX has underperformed RYTPX with an annualized return of -27.36%, while RYTPX has yielded a comparatively higher -16.47% 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%
RYTPX
- 1D
- -3.26%
- 1M
- 1.59%
- 6M
- -11.47%
- YTD
- -13.45%
- 1Y
- -26.44%
- 3Y*
- -24.84%
- 5Y*
- -20.33%
- 10Y*
- -16.47%
- ALL TIME*
- -21.79%
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. RYTPX - 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% |
RYTPX Rydex Inverse S&P 500 2x Strategy Fund | -13.45% | -27.24% | -29.24% | -31.96% | 29.31% | -43.38% | -50.05% | -41.84% | 4.42% | -32.54% |
Correlation
The correlation between RYIUX and RYTPX is 0.79, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.79 |
Correlation (3Y) Balances recent behavior with more history. | 0.78 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.82 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.80 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2007 | 0.82 |
The correlation between RYIUX and RYTPX has been stable across timeframes, ranging from 0.78 to 0.82 - a consistent structural relationship.
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Return for Risk
RYIUX vs. RYTPX — Risk / Return Rank
RYIUX
RYTPX
RYIUX vs. RYTPX - 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 S&P 500 2x Strategy Fund (RYTPX). 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 | RYTPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.27 | ||
| Sortino ratioReturn per unit of downside risk | -0.53 | ||
| Omega ratioGain probability vs. loss probability | 0.80 | 0.86 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | -0.89 | -0.78 | -0.11 |
| Martin ratioReturn relative to average drawdown | -1.36 | -1.31 | -0.05 |
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Drawdowns
RYIUX vs. RYTPX - Drawdown Comparison
The maximum RYIUX drawdown since its inception was -99.94%, roughly equal to the maximum RYTPX drawdown of -99.92%. Use the drawdown chart below to compare losses from any high point for RYIUX and RYTPX.
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Drawdown Indicators
| RYIUX | RYTPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.94% | -99.92% | -0.02% |
Max Drawdown (1Y)Largest decline over 1 year | -51.52% | -29.99% | -21.53% |
Max Drawdown (3Y)Largest decline over 3 years | -75.11% | -68.03% | -7.08% |
Max Drawdown (5Y)Largest decline over 5 years | -77.33% | -75.66% | -1.67% |
Max Drawdown (10Y)Largest decline over 10 years | -96.42% | -96.13% | -0.29% |
Current DrawdownCurrent decline from peak | -99.94% | -99.92% | -0.02% |
Average DrawdownAverage peak-to-trough decline | -87.19% | -82.40% | -4.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 33.67% | 17.99% | +15.68% |
Volatility
RYIUX vs. RYTPX - Volatility Comparison
Rydex Inverse Russell 2000 2x Strategy Fund (RYIUX) has a higher volatility of 7.63% compared to Rydex Inverse S&P 500 2x Strategy Fund (RYTPX) at 6.85%. This indicates that RYIUX's price experiences larger fluctuations and is considered to be riskier than RYTPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYIUX | RYTPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.63% | 6.85% | +0.78% |
Volatility (6M)Calculated over the trailing 6-month period | 28.33% | 20.21% | +8.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.75% | 25.68% | +13.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.05% | 33.98% | +11.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.93% | 238.76% | -191.83% |
RYIUX vs. RYTPX - Expense Ratio Comparison
RYIUX has a 2.05% expense ratio, which is lower than RYTPX's 2.16% expense ratio.
Dividends
RYIUX vs. RYTPX - Dividend Comparison
RYIUX's dividend yield for the trailing twelve months is around 5.51%, less than RYTPX's 5.95% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
RYIUX Rydex Inverse Russell 2000 2x Strategy Fund | 5.51% | 3.77% | 4.61% | 2.71% | 0.00% | 0.00% | 0.00% | 0.49% |
RYTPX Rydex Inverse S&P 500 2x Strategy Fund | 5.95% | 5.15% | 6.90% | 3.35% | 0.00% | 0.00% | 0.00% | 0.23% |
Frequently Asked Questions
RYIUX and RYTPX have a correlation of 0.79, 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 RYTPX (6.85%). In terms of maximum drawdown, RYIUX dropped -99.94% vs RYTPX's -99.92%.
RYTPX currently has the higher Sharpe Ratio (-0.92 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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