RYJSX vs. BMPIX
Compare and contrast key facts about Rydex Japan 2x Strategy Fund (RYJSX) and ProFunds Basic Materials UltraSector Fund (BMPIX).
RYJSX is managed by Rydex Funds. It was launched on Feb 21, 2008. BMPIX is managed by ProFunds. It was launched on Sep 3, 2001.
Performance
RYJSX vs. BMPIX - Performance Comparison
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RYJSX vs. BMPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
BMPIX ProFunds Basic Materials UltraSector Fund | 11.87% | 9.09% | -5.35% | 15.30% | -16.22% | 38.93% | 18.27% | 25.13% | -26.81% | 34.96% |
Returns By Period
In the year-to-date period, RYJSX achieves a -4.73% return, which is significantly lower than BMPIX's 11.87% return. Both investments have delivered pretty close results over the past 10 years, with RYJSX having a 10.80% annualized return and BMPIX not far behind at 10.49%.
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%
BMPIX
- 1D
- 0.39%
- 1M
- -11.85%
- YTD
- 11.87%
- 6M
- 13.11%
- 1Y
- 18.80%
- 3Y*
- 7.48%
- 5Y*
- 6.04%
- 10Y*
- 10.49%
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RYJSX vs. BMPIX - Expense Ratio Comparison
RYJSX has a 1.49% expense ratio, which is lower than BMPIX's 1.89% expense ratio.
Return for Risk
RYJSX vs. BMPIX — Risk / Return Rank
RYJSX
BMPIX
RYJSX vs. BMPIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex Japan 2x Strategy Fund (RYJSX) and ProFunds Basic Materials UltraSector Fund (BMPIX). 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.
| RYJSX | BMPIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.13 | 0.66 | +0.47 |
Sortino ratioReturn per unit of downside risk | 1.73 | 1.13 | +0.59 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.14 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.59 | 0.81 | +0.78 |
Martin ratioReturn relative to average drawdown | 5.36 | 2.63 | +2.73 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RYJSX | BMPIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | 0.66 | +0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.01 | 0.21 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.29 | 0.33 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.16 | +0.05 |
Correlation
The correlation between RYJSX and BMPIX is 0.59, 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. BMPIX - Dividend Comparison
RYJSX's dividend yield for the trailing twelve months is around 1.16%, less than BMPIX's 1.62% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
BMPIX ProFunds Basic Materials UltraSector Fund | 1.62% | 1.81% | 0.94% | 0.96% | 0.00% | 0.00% | 0.28% | 0.00% | 0.00% | 0.00% | 0.16% |
Drawdowns
RYJSX vs. BMPIX - Drawdown Comparison
The maximum RYJSX drawdown since its inception was -63.60%, smaller than the maximum BMPIX drawdown of -84.22%. Use the drawdown chart below to compare losses from any high point for RYJSX and BMPIX.
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Drawdown Indicators
| RYJSX | BMPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.60% | -84.22% | +20.62% |
Max Drawdown (1Y)Largest decline over 1 year | -30.86% | -21.39% | -9.47% |
Max Drawdown (5Y)Largest decline over 5 years | -61.07% | -38.50% | -22.57% |
Max Drawdown (10Y)Largest decline over 10 years | -63.60% | -61.41% | -2.19% |
Current DrawdownCurrent decline from peak | -30.86% | -12.48% | -18.38% |
Average DrawdownAverage peak-to-trough decline | -21.01% | -24.24% | +3.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.13% | 6.60% | +2.53% |
Volatility
RYJSX vs. BMPIX - Volatility Comparison
Rydex Japan 2x Strategy Fund (RYJSX) has a higher volatility of 21.28% compared to ProFunds Basic Materials UltraSector Fund (BMPIX) at 8.81%. This indicates that RYJSX's price experiences larger fluctuations and is considered to be riskier than BMPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYJSX | BMPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.28% | 8.81% | +12.47% |
Volatility (6M)Calculated over the trailing 6-month period | 36.83% | 18.58% | +18.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 48.77% | 31.56% | +17.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.49% | 29.57% | +9.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.18% | 32.06% | +5.12% |