RYJUX vs. AFBIX
RYJUX (Rydex Inverse Government Long Bond Strategy Fund) and AFBIX (Access Flex Bear High Yield ProFund) are both Inverse Bonds funds. Over the past 10 years, RYJUX returned 3.34%/yr vs -4.40%/yr for AFBIX. At a 0.08 correlation, their price movements are largely independent. RYJUX charges 4.28%/yr vs 1.78%/yr for AFBIX.
Performance
RYJUX vs. AFBIX - Performance Comparison
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Returns By Period
In the year-to-date period, RYJUX achieves a 1.96% return, which is significantly higher than AFBIX's -1.09% return. Over the past 10 years, RYJUX has outperformed AFBIX with an annualized return of 3.34%, while AFBIX has yielded a comparatively lower -4.40% annualized return.
RYJUX
- 1D
- 0.75%
- 1M
- -1.70%
- YTD
- 1.96%
- 6M
- 2.08%
- 1Y
- 2.08%
- 3Y*
- 9.20%
- 5Y*
- 11.67%
- 10Y*
- 3.34%
AFBIX
- 1D
- 0.07%
- 1M
- -0.62%
- YTD
- -1.09%
- 6M
- -1.20%
- 1Y
- -3.79%
- 3Y*
- -4.92%
- 5Y*
- -2.03%
- 10Y*
- -4.40%
RYJUX vs. AFBIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYJUX Rydex Inverse Government Long Bond Strategy Fund | 1.96% | 2.24% | 18.01% | 4.58% | 45.99% | 1.31% | -21.12% | -12.94% | 4.03% | -8.97% |
AFBIX Access Flex Bear High Yield ProFund | -1.09% | -5.24% | -3.07% | -6.30% | 8.01% | -4.55% | -6.63% | -12.62% | -0.42% | -4.51% |
Correlation
The correlation between RYJUX and AFBIX is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2006 | 0.08 |
Over the past year, RYJUX and AFBIX have become more correlated (0.43) than their long-term average of 0.08, meaning their price movements have been converging.
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Return for Risk
RYJUX vs. AFBIX — Risk / Return Rank
RYJUX
AFBIX
RYJUX vs. AFBIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex Inverse Government Long Bond Strategy Fund (RYJUX) and Access Flex Bear High Yield ProFund (AFBIX). 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.
| RYJUX | AFBIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.22 | ||
| Sortino ratioReturn per unit of downside risk | +1.71 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 0.84 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 0.27 | -1.02 | +1.29 |
| Martin ratioReturn relative to average drawdown | 0.61 | -1.63 | +2.24 |
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Drawdowns
RYJUX vs. AFBIX - Drawdown Comparison
The maximum RYJUX drawdown since its inception was -85.46%, roughly equal to the maximum AFBIX drawdown of -82.07%. Use the drawdown chart below to compare losses from any high point for RYJUX and AFBIX.
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Drawdown Indicators
| RYJUX | AFBIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.46% | -82.07% | -3.39% |
Max Drawdown (1Y)Largest decline over 1 year | -6.75% | -3.69% | -3.06% |
Max Drawdown (3Y)Largest decline over 3 years | -16.72% | -17.55% | +0.83% |
Max Drawdown (5Y)Largest decline over 5 years | -16.72% | -21.51% | +4.79% |
Max Drawdown (10Y)Largest decline over 10 years | -42.57% | -36.55% | -6.02% |
Current DrawdownCurrent decline from peak | -69.61% | -82.05% | +12.44% |
Average DrawdownAverage peak-to-trough decline | -50.87% | -57.84% | +6.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 2.59% | +0.36% |
Volatility
RYJUX vs. AFBIX - Volatility Comparison
Rydex Inverse Government Long Bond Strategy Fund (RYJUX) has a higher volatility of 2.17% compared to Access Flex Bear High Yield ProFund (AFBIX) at 1.13%. This indicates that RYJUX's price experiences larger fluctuations and is considered to be riskier than AFBIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYJUX | AFBIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.17% | 1.13% | +1.04% |
Volatility (6M)Calculated over the trailing 6-month period | 6.31% | 3.13% | +3.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.19% | 3.90% | +5.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.21% | 7.29% | +8.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.97% | 7.92% | +8.05% |
RYJUX vs. AFBIX - Expense Ratio Comparison
RYJUX has a 4.28% expense ratio, which is higher than AFBIX's 1.78% expense ratio.
Dividends
RYJUX vs. AFBIX - Dividend Comparison
RYJUX's dividend yield for the trailing twelve months is around 4.35%, while AFBIX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
AFBIX Access Flex Bear High Yield ProFund | 0.00% | 0.00% | 0.00% | 0.00% | 0.03% | 0.00% | 0.00% |
RYJUX Rydex Inverse Government Long Bond Strategy Fund | 4.35% | 4.44% | 7.75% | 1.26% | 0.00% | 0.00% | 0.37% |
Frequently Asked Questions
RYJUX and AFBIX have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RYJUX has higher volatility (2.17%) compared to AFBIX (1.13%). In terms of maximum drawdown, RYJUX dropped -85.46% vs AFBIX's -82.07%.
RYJUX currently has the higher Sharpe Ratio (0.20 vs -1.02), 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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