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RYJSX vs. RYAIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RYJSX vs. RYAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rydex Japan 2x Strategy Fund (RYJSX) and Rydex Inverse NASDAQ-100 Strategy Fund (RYAIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RYJSX achieves a 62.48% return, which is significantly higher than RYAIX's -14.19% return. Over the past 10 years, RYJSX has outperformed RYAIX with an annualized return of 16.22%, while RYAIX has yielded a comparatively lower -19.36% annualized return.


RYJSX

1D
-10.80%
1M
13.23%
YTD
62.48%
6M
60.81%
1Y
122.86%
3Y*
37.14%
5Y*
11.66%
10Y*
16.22%

RYAIX

1D
3.33%
1M
0.11%
YTD
-14.19%
6M
-12.72%
1Y
-22.71%
3Y*
-17.65%
5Y*
-13.34%
10Y*
-19.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RYJSX vs. RYAIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RYJSX
Rydex Japan 2x Strategy Fund
62.48%50.73%1.56%34.36%-42.66%-14.17%40.76%38.61%-21.92%50.94%
RYAIX
Rydex Inverse NASDAQ-100 Strategy Fund
-14.19%-15.63%-15.64%-31.71%35.92%-24.88%-40.98%-27.65%-2.63%-24.47%

Correlation

The correlation between RYJSX and RYAIX is -0.73, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.73

Correlation (3Y)
Calculated over the trailing 3-year period

-0.66

Correlation (5Y)
Calculated over the trailing 5-year period

-0.67

Correlation (10Y)
Calculated over the trailing 10-year period

-0.65

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2009

-0.64

The correlation between RYJSX and RYAIX has been stable across timeframes, ranging from -0.73 to -0.64 - a consistent structural relationship.

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Return for Risk

RYJSX vs. RYAIX — Risk / Return Rank

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

RYJSX
RYJSX Risk / Return Rank: 7474
Overall Rank
RYJSX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
RYJSX Sortino Ratio Rank: 6363
Sortino Ratio Rank
RYJSX Omega Ratio Rank: 5757
Omega Ratio Rank
RYJSX Calmar Ratio Rank: 9191
Calmar Ratio Rank
RYJSX Martin Ratio Rank: 7979
Martin Ratio Rank

RYAIX
RYAIX Risk / Return Rank: 00
Overall Rank
RYAIX Sharpe Ratio Rank: 00
Sharpe Ratio Rank
RYAIX Sortino Ratio Rank: 00
Sortino Ratio Rank
RYAIX Omega Ratio Rank: 00
Omega Ratio Rank
RYAIX Calmar Ratio Rank: 00
Calmar Ratio Rank
RYAIX Martin Ratio Rank: 00
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. RYAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rydex Japan 2x Strategy Fund (RYJSX) and Rydex Inverse NASDAQ-100 Strategy Fund (RYAIX). 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.


RYJSXRYAIXDifference
Sharpe ratioReturn per unit of total volatility

+3.70

Sortino ratioReturn per unit of downside risk

+4.79

Omega ratioGain probability vs. loss probability

1.35

0.79

+0.57

Calmar ratioReturn relative to maximum drawdown

4.20

-0.93

+5.13

Martin ratioReturn relative to average drawdown

12.96

-2.01

+14.97

RYJSX vs. RYAIX - Sharpe Ratio Comparison

The current RYJSX Sharpe Ratio is 2.38, which is higher than the RYAIX Sharpe Ratio of -1.32. The chart below compares the historical Sharpe Ratios of RYJSX and RYAIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

RYJSX vs. RYAIX - Drawdown Comparison

The maximum RYJSX drawdown since its inception was -63.60%, smaller than the maximum RYAIX drawdown of -98.93%. Use the drawdown chart below to compare losses from any high point for RYJSX and RYAIX.


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Drawdown Indicators


RYJSXRYAIXDifference

Max Drawdown

Largest peak-to-trough decline

-63.60%

-98.93%

+35.33%

Max Drawdown (1Y)

Largest decline over 1 year

-30.86%

-25.53%

-5.33%

Max Drawdown (3Y)

Largest decline over 3 years

-40.80%

-50.13%

+9.33%

Max Drawdown (5Y)

Largest decline over 5 years

-61.07%

-61.15%

+0.08%

Max Drawdown (10Y)

Largest decline over 10 years

-63.60%

-89.04%

+25.44%

Current Drawdown

Current decline from peak

-10.80%

-98.89%

+88.09%

Average Drawdown

Average peak-to-trough decline

-20.83%

-73.33%

+52.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.98%

12.98%

-3.00%

Volatility

RYJSX vs. RYAIX - Volatility Comparison

Rydex Japan 2x Strategy Fund (RYJSX) has a higher volatility of 24.56% compared to Rydex Inverse NASDAQ-100 Strategy Fund (RYAIX) at 8.98%. This indicates that RYJSX's price experiences larger fluctuations and is considered to be riskier than RYAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RYJSXRYAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.56%

8.98%

+15.58%

Volatility (6M)

Calculated over the trailing 6-month period

45.02%

14.65%

+30.37%

Volatility (1Y)

Calculated over the trailing 1-year period

54.54%

18.11%

+36.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.73%

23.14%

+18.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.16%

22.78%

+15.38%

RYJSX vs. RYAIX - Expense Ratio Comparison

RYJSX has a 1.49% expense ratio, which is lower than RYAIX's 1.55% expense ratio.


Dividends

RYJSX vs. RYAIX - Dividend Comparison

RYJSX's dividend yield for the trailing twelve months is around 0.68%, less than RYAIX's 2.60% yield.


PositionTTM202520242023202220212020201920182017
RYAIX
Rydex Inverse NASDAQ-100 Strategy Fund
2.60%2.23%5.67%4.81%0.00%0.00%0.09%0.72%0.00%0.00%
RYJSX
Rydex Japan 2x Strategy Fund
0.68%1.11%4.50%5.86%0.00%0.00%0.52%0.85%0.48%3.24%

Frequently Asked Questions


RYJSX and RYAIX have a correlation of -0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RYJSX has higher volatility (24.56%) compared to RYAIX (8.98%). In terms of maximum drawdown, RYJSX dropped -63.60% vs RYAIX's -98.93%.

RYJSX currently has the higher Sharpe Ratio (2.38 vs -1.32), 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.

Portfolio Optimizer

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