RYJUX vs. RYPMX
Compare and contrast key facts about Rydex Inverse Government Long Bond Strategy Fund (RYJUX) and Rydex Precious Metals Fund (RYPMX).
RYJUX is managed by Rydex Funds. It was launched on Mar 2, 1995. RYPMX is managed by Rydex Funds. It was launched on Nov 30, 1993.
Performance
RYJUX vs. RYPMX - Performance Comparison
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RYJUX vs. RYPMX - 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% |
RYPMX Rydex Precious Metals Fund | 1.40% | 148.94% | 10.14% | 4.24% | -10.57% | -8.96% | 34.25% | 52.91% | -16.56% | 7.04% |
Returns By Period
In the year-to-date period, RYJUX achieves a 1.02% return, which is significantly lower than RYPMX's 1.40% return. Over the past 10 years, RYJUX has underperformed RYPMX with an annualized return of 2.76%, while RYPMX has yielded a comparatively higher 16.79% 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%
RYPMX
- 1D
- -1.05%
- 1M
- -26.51%
- YTD
- 1.40%
- 6M
- 16.87%
- 1Y
- 95.65%
- 3Y*
- 37.97%
- 5Y*
- 20.57%
- 10Y*
- 16.79%
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RYJUX vs. RYPMX - Expense Ratio Comparison
RYJUX has a 4.28% expense ratio, which is higher than RYPMX's 1.26% expense ratio.
Return for Risk
RYJUX vs. RYPMX — Risk / Return Rank
RYJUX
RYPMX
RYJUX vs. RYPMX - 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 Precious Metals Fund (RYPMX). 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 | RYPMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.47 | 2.12 | -1.65 |
Sortino ratioReturn per unit of downside risk | 0.79 | 2.36 | -1.57 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.35 | -0.26 |
Calmar ratioReturn relative to maximum drawdown | 0.51 | 3.05 | -2.53 |
Martin ratioReturn relative to average drawdown | 1.06 | 11.29 | -10.23 |
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 | RYPMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.47 | 2.12 | -1.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.57 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.17 | 0.45 | -0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.23 | 0.07 | -0.30 |
Correlation
The correlation between RYJUX and RYPMX is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
RYJUX vs. RYPMX - Dividend Comparison
RYJUX's dividend yield for the trailing twelve months is around 4.39%, more than RYPMX's 2.96% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYJUX Rydex Inverse Government Long Bond Strategy Fund | 4.39% | 4.44% | 7.75% | 1.26% | 0.00% | 0.00% | 0.37% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RYPMX Rydex Precious Metals Fund | 2.96% | 3.01% | 0.00% | 3.51% | 7.15% | 6.39% | 1.06% | 2.08% | 1.35% | 5.53% | 4.04% | 0.58% |
Drawdowns
RYJUX vs. RYPMX - Drawdown Comparison
The maximum RYJUX drawdown since its inception was -85.46%, which is greater than RYPMX's maximum drawdown of -81.25%. Use the drawdown chart below to compare losses from any high point for RYJUX and RYPMX.
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Drawdown Indicators
| RYJUX | RYPMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.46% | -81.25% | -4.21% |
Max Drawdown (1Y)Largest decline over 1 year | -7.60% | -30.86% | +23.26% |
Max Drawdown (5Y)Largest decline over 5 years | -17.08% | -46.83% | +29.75% |
Max Drawdown (10Y)Largest decline over 10 years | -42.57% | -47.81% | +5.24% |
Current DrawdownCurrent decline from peak | -69.89% | -26.51% | -43.38% |
Average DrawdownAverage peak-to-trough decline | -50.74% | -40.48% | -10.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.68% | 8.33% | -4.65% |
Volatility
RYJUX vs. RYPMX - Volatility Comparison
The current volatility for Rydex Inverse Government Long Bond Strategy Fund (RYJUX) is 3.59%, while Rydex Precious Metals Fund (RYPMX) has a volatility of 16.06%. This indicates that RYJUX experiences smaller price fluctuations and is considered to be less risky than RYPMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYJUX | RYPMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.59% | 16.06% | -12.47% |
Volatility (6M)Calculated over the trailing 6-month period | 6.43% | 37.91% | -31.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.17% | 45.69% | -34.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.35% | 36.30% | -19.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.02% | 37.25% | -21.23% |