RYJSX vs. RMQHX
Compare and contrast key facts about Rydex Japan 2x Strategy Fund (RYJSX) and Rydex Monthly Rebalance NASDAQ-100 2x Strategy H (RMQHX).
RYJSX is managed by Rydex Funds. It was launched on Feb 21, 2008. RMQHX is a passively managed fund by Guggenheim that tracks the performance of the NASDAQ-100. It was launched on Nov 28, 2014.
Performance
RYJSX vs. RMQHX - Performance Comparison
Loading graphics...
RYJSX vs. RMQHX - 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% |
RMQHX Rydex Monthly Rebalance NASDAQ-100 2x Strategy H | -19.03% | 33.90% | 44.74% | 115.89% | -59.96% | 56.33% | 101.06% | 80.70% | -7.28% | 69.79% |
Returns By Period
In the year-to-date period, RYJSX achieves a -4.73% return, which is significantly higher than RMQHX's -19.03% return. Over the past 10 years, RYJSX has underperformed RMQHX with an annualized return of 10.80%, while RMQHX has yielded a comparatively higher 30.11% 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%
RMQHX
- 1D
- -1.68%
- 1M
- -16.37%
- YTD
- -19.03%
- 6M
- -16.54%
- 1Y
- 31.59%
- 3Y*
- 33.83%
- 5Y*
- 15.52%
- 10Y*
- 30.11%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
RYJSX vs. RMQHX - Expense Ratio Comparison
RYJSX has a 1.49% expense ratio, which is higher than RMQHX's 1.27% expense ratio.
Return for Risk
RYJSX vs. RMQHX — Risk / Return Rank
RYJSX
RMQHX
RYJSX vs. RMQHX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex Japan 2x Strategy Fund (RYJSX) and Rydex Monthly Rebalance NASDAQ-100 2x Strategy H (RMQHX). 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 | RMQHX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.13 | 0.67 | +0.46 |
Sortino ratioReturn per unit of downside risk | 1.73 | 1.28 | +0.44 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.18 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.59 | 0.96 | +0.62 |
Martin ratioReturn relative to average drawdown | 5.36 | 3.35 | +2.01 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| RYJSX | RMQHX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | 0.67 | +0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.01 | 0.34 | -0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.29 | 0.65 | -0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.63 | -0.41 |
Correlation
The correlation between RYJSX and RMQHX is 0.66, 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. RMQHX - Dividend Comparison
RYJSX's dividend yield for the trailing twelve months is around 1.16%, less than RMQHX's 42.94% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
RMQHX Rydex Monthly Rebalance NASDAQ-100 2x Strategy H | 42.94% | 34.77% | 25.22% | 3.66% | 0.00% | 2.13% | 5.17% | 0.10% | 0.00% | 0.00% |
Drawdowns
RYJSX vs. RMQHX - Drawdown Comparison
The maximum RYJSX drawdown since its inception was -63.60%, roughly equal to the maximum RMQHX drawdown of -63.21%. Use the drawdown chart below to compare losses from any high point for RYJSX and RMQHX.
Loading graphics...
Drawdown Indicators
| RYJSX | RMQHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.60% | -63.21% | -0.39% |
Max Drawdown (1Y)Largest decline over 1 year | -30.86% | -25.11% | -5.75% |
Max Drawdown (5Y)Largest decline over 5 years | -61.07% | -63.21% | +2.14% |
Max Drawdown (10Y)Largest decline over 10 years | -63.60% | -63.21% | -0.39% |
Current DrawdownCurrent decline from peak | -30.86% | -24.97% | -5.89% |
Average DrawdownAverage peak-to-trough decline | -21.01% | -13.01% | -8.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.13% | 7.21% | +1.92% |
Volatility
RYJSX vs. RMQHX - Volatility Comparison
Rydex Japan 2x Strategy Fund (RYJSX) has a higher volatility of 21.28% compared to Rydex Monthly Rebalance NASDAQ-100 2x Strategy H (RMQHX) at 11.12%. This indicates that RYJSX's price experiences larger fluctuations and is considered to be riskier than RMQHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| RYJSX | RMQHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.28% | 11.12% | +10.16% |
Volatility (6M)Calculated over the trailing 6-month period | 36.83% | 25.22% | +11.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 48.77% | 47.33% | +1.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.49% | 46.20% | -6.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.18% | 46.31% | -9.13% |