RYJUX vs. RMQAX
Compare and contrast key facts about Rydex Inverse Government Long Bond Strategy Fund (RYJUX) and Rydex Monthly Rebalance NASDAQ-100 2x Strategy Fund (RMQAX).
RYJUX is managed by Rydex Funds. It was launched on Mar 2, 1995. RMQAX is managed by Rydex Funds. It was launched on Nov 27, 2014.
Performance
RYJUX vs. RMQAX - Performance Comparison
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RYJUX vs. RMQAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYJUX Rydex Inverse Government Long Bond Strategy Fund | 1.02% | 2.24% | 18.01% | 4.58% | 45.99% | 1.31% | -21.12% | -12.94% | 4.03% | -8.97% |
RMQAX Rydex Monthly Rebalance NASDAQ-100 2x Strategy Fund | -19.02% | 33.92% | 44.76% | 115.91% | -59.93% | 56.36% | 101.06% | 80.80% | -7.28% | 69.80% |
Returns By Period
In the year-to-date period, RYJUX achieves a 1.02% return, which is significantly higher than RMQAX's -19.02% return. Over the past 10 years, RYJUX has underperformed RMQAX with an annualized return of 2.76%, while RMQAX has yielded a comparatively higher 30.14% annualized return.
RYJUX
- 1D
- -1.20%
- 1M
- 4.13%
- YTD
- 1.02%
- 6M
- 3.10%
- 1Y
- 6.20%
- 3Y*
- 10.19%
- 5Y*
- 9.85%
- 10Y*
- 2.76%
RMQAX
- 1D
- -1.68%
- 1M
- -16.37%
- YTD
- -19.02%
- 6M
- -16.53%
- 1Y
- 31.63%
- 3Y*
- 33.85%
- 5Y*
- 15.55%
- 10Y*
- 30.14%
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RYJUX vs. RMQAX - Expense Ratio Comparison
RYJUX has a 4.28% expense ratio, which is higher than RMQAX's 1.32% expense ratio.
Return for Risk
RYJUX vs. RMQAX — Risk / Return Rank
RYJUX
RMQAX
RYJUX vs. RMQAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex Inverse Government Long Bond Strategy Fund (RYJUX) and Rydex Monthly Rebalance NASDAQ-100 2x Strategy Fund (RMQAX). 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.
| RYJUX | RMQAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.47 | 0.67 | -0.20 |
Sortino ratioReturn per unit of downside risk | 0.79 | 1.28 | -0.49 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.18 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.51 | 0.96 | -0.45 |
Martin ratioReturn relative to average drawdown | 1.06 | 3.36 | -2.30 |
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
| RYJUX | RMQAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.47 | 0.67 | -0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.34 | +0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.17 | 0.65 | -0.48 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.23 | 0.62 | -0.85 |
Correlation
The correlation between RYJUX and RMQAX is 0.10, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
RYJUX vs. RMQAX - Dividend Comparison
RYJUX's dividend yield for the trailing twelve months is around 4.39%, less than RMQAX's 44.79% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
RYJUX Rydex Inverse Government Long Bond Strategy Fund | 4.39% | 4.44% | 7.75% | 1.26% | 0.00% | 0.00% | 0.37% | 0.00% |
RMQAX Rydex Monthly Rebalance NASDAQ-100 2x Strategy Fund | 44.79% | 36.27% | 26.02% | 3.76% | 0.00% | 2.18% | 5.30% | 0.10% |
Drawdowns
RYJUX vs. RMQAX - Drawdown Comparison
The maximum RYJUX drawdown since its inception was -85.46%, which is greater than RMQAX's maximum drawdown of -63.18%. Use the drawdown chart below to compare losses from any high point for RYJUX and RMQAX.
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Drawdown Indicators
| RYJUX | RMQAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.46% | -63.18% | -22.28% |
Max Drawdown (1Y)Largest decline over 1 year | -7.60% | -25.11% | +17.51% |
Max Drawdown (5Y)Largest decline over 5 years | -17.08% | -63.18% | +46.10% |
Max Drawdown (10Y)Largest decline over 10 years | -42.57% | -63.18% | +20.61% |
Current DrawdownCurrent decline from peak | -69.89% | -24.96% | -44.93% |
Average DrawdownAverage peak-to-trough decline | -50.74% | -13.05% | -37.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.68% | 7.20% | -3.52% |
Volatility
RYJUX vs. RMQAX - Volatility Comparison
The current volatility for Rydex Inverse Government Long Bond Strategy Fund (RYJUX) is 3.59%, while Rydex Monthly Rebalance NASDAQ-100 2x Strategy Fund (RMQAX) has a volatility of 11.12%. This indicates that RYJUX experiences smaller price fluctuations and is considered to be less risky than RMQAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYJUX | RMQAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.59% | 11.12% | -7.53% |
Volatility (6M)Calculated over the trailing 6-month period | 6.43% | 25.22% | -18.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.17% | 47.33% | -36.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.35% | 46.16% | -29.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.02% | 46.29% | -30.27% |