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RYJSX vs. BIPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RYJSX vs. BIPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rydex Japan 2x Strategy Fund (RYJSX) and ProFunds Biotechnology UltraSector Fund (BIPIX). The values are adjusted to include any dividend payments, if applicable.

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RYJSX vs. BIPIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RYJSX
Rydex Japan 2x Strategy Fund
-4.73%50.73%1.56%34.36%-42.66%-14.17%40.76%38.61%-21.92%50.94%
BIPIX
ProFunds Biotechnology UltraSector Fund
-5.32%47.99%-5.81%9.55%-13.43%5.00%19.94%23.65%-12.15%34.71%

Returns By Period

In the year-to-date period, RYJSX achieves a -4.73% return, which is significantly higher than BIPIX's -5.32% return. Over the past 10 years, RYJSX has outperformed BIPIX with an annualized return of 10.80%, while BIPIX has yielded a comparatively lower 8.28% annualized return.


RYJSX

1D
-0.40%
1M
-28.49%
YTD
-4.73%
6M
4.00%
1Y
57.80%
3Y*
18.93%
5Y*
-0.39%
10Y*
10.80%

BIPIX

1D
-0.99%
1M
-10.46%
YTD
-5.32%
6M
26.06%
1Y
66.71%
3Y*
16.68%
5Y*
4.74%
10Y*
8.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RYJSX vs. BIPIX - Expense Ratio Comparison

Both RYJSX and BIPIX have an expense ratio of 1.49%.


Return for Risk

RYJSX vs. BIPIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RYJSX
RYJSX Risk / Return Rank: 6161
Overall Rank
RYJSX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
RYJSX Sortino Ratio Rank: 6868
Sortino Ratio Rank
RYJSX Omega Ratio Rank: 5353
Omega Ratio Rank
RYJSX Calmar Ratio Rank: 6868
Calmar Ratio Rank
RYJSX Martin Ratio Rank: 5555
Martin Ratio Rank

BIPIX
BIPIX Risk / Return Rank: 7676
Overall Rank
BIPIX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
BIPIX Sortino Ratio Rank: 7676
Sortino Ratio Rank
BIPIX Omega Ratio Rank: 6363
Omega Ratio Rank
BIPIX Calmar Ratio Rank: 8585
Calmar Ratio Rank
BIPIX Martin Ratio Rank: 7979
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

RYJSX vs. BIPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rydex Japan 2x Strategy Fund (RYJSX) and ProFunds Biotechnology UltraSector Fund (BIPIX). 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.


RYJSXBIPIXDifference

Sharpe ratio

Return per unit of total volatility

1.13

1.34

-0.21

Sortino ratio

Return per unit of downside risk

1.73

1.89

-0.16

Omega ratio

Gain probability vs. loss probability

1.22

1.24

-0.02

Calmar ratio

Return relative to maximum drawdown

1.59

2.12

-0.53

Martin ratio

Return relative to average drawdown

5.36

7.76

-2.39

RYJSX vs. BIPIX - Sharpe Ratio Comparison

The current RYJSX Sharpe Ratio is 1.13, which is comparable to the BIPIX Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of RYJSX and BIPIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RYJSXBIPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

1.34

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

0.13

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.24

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.17

+0.04

Correlation

The correlation between RYJSX and BIPIX is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

RYJSX vs. BIPIX - Dividend Comparison

RYJSX's dividend yield for the trailing twelve months is around 1.16%, more than BIPIX's 0.39% yield.


TTM202520242023202220212020201920182017
RYJSX
Rydex Japan 2x Strategy Fund
1.16%1.11%4.50%5.86%0.00%0.00%0.52%0.85%0.48%3.24%
BIPIX
ProFunds Biotechnology UltraSector Fund
0.39%0.37%28.81%6.69%0.00%0.79%12.09%3.26%5.52%7.19%

Drawdowns

RYJSX vs. BIPIX - Drawdown Comparison

The maximum RYJSX drawdown since its inception was -63.60%, smaller than the maximum BIPIX drawdown of -84.51%. Use the drawdown chart below to compare losses from any high point for RYJSX and BIPIX.


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Drawdown Indicators


RYJSXBIPIXDifference

Max Drawdown

Largest peak-to-trough decline

-63.60%

-84.51%

+20.91%

Max Drawdown (1Y)

Largest decline over 1 year

-30.86%

-19.79%

-11.07%

Max Drawdown (5Y)

Largest decline over 5 years

-61.07%

-54.56%

-6.51%

Max Drawdown (10Y)

Largest decline over 10 years

-63.60%

-54.56%

-9.04%

Current Drawdown

Current decline from peak

-30.86%

-15.15%

-15.71%

Average Drawdown

Average peak-to-trough decline

-21.01%

-36.73%

+15.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.13%

6.92%

+2.21%

Volatility

RYJSX vs. BIPIX - Volatility Comparison

Rydex Japan 2x Strategy Fund (RYJSX) has a higher volatility of 21.28% compared to ProFunds Biotechnology UltraSector Fund (BIPIX) at 13.15%. This indicates that RYJSX's price experiences larger fluctuations and is considered to be riskier than BIPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RYJSXBIPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.28%

13.15%

+8.13%

Volatility (6M)

Calculated over the trailing 6-month period

36.83%

26.85%

+9.98%

Volatility (1Y)

Calculated over the trailing 1-year period

48.77%

42.70%

+6.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.49%

37.38%

+2.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.18%

35.34%

+1.84%