RYLIX vs. FSCPX
Compare and contrast key facts about Rydex Leisure Fund (RYLIX) and Fidelity Select Consumer Discretionary Portfolio (FSCPX).
RYLIX is managed by Rydex Funds. It was launched on Mar 31, 1998. FSCPX is managed by Fidelity. It was launched on Jun 28, 1990.
Performance
RYLIX vs. FSCPX - Performance Comparison
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RYLIX vs. FSCPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYLIX Rydex Leisure Fund | -9.54% | 8.99% | 17.03% | 22.86% | -26.98% | 0.91% | 21.26% | 29.89% | -13.22% | 20.52% |
FSCPX Fidelity Select Consumer Discretionary Portfolio | -11.31% | 7.88% | 24.56% | 41.81% | -34.88% | 19.23% | 35.68% | 27.06% | -1.03% | 21.70% |
Returns By Period
In the year-to-date period, RYLIX achieves a -9.54% return, which is significantly higher than FSCPX's -11.31% return. Over the past 10 years, RYLIX has underperformed FSCPX with an annualized return of 6.14%, while FSCPX has yielded a comparatively higher 10.93% annualized return.
RYLIX
- 1D
- 0.35%
- 1M
- -9.29%
- YTD
- -9.54%
- 6M
- -12.09%
- 1Y
- 0.29%
- 3Y*
- 7.84%
- 5Y*
- -0.78%
- 10Y*
- 6.14%
FSCPX
- 1D
- -0.03%
- 1M
- -9.97%
- YTD
- -11.31%
- 6M
- -9.98%
- 1Y
- 11.11%
- 3Y*
- 13.49%
- 5Y*
- 4.30%
- 10Y*
- 10.93%
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RYLIX vs. FSCPX - Expense Ratio Comparison
RYLIX has a 1.39% expense ratio, which is higher than FSCPX's 0.76% expense ratio.
Return for Risk
RYLIX vs. FSCPX — Risk / Return Rank
RYLIX
FSCPX
RYLIX vs. FSCPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex Leisure Fund (RYLIX) and Fidelity Select Consumer Discretionary Portfolio (FSCPX). 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.
| RYLIX | FSCPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.03 | 0.45 | -0.42 |
Sortino ratioReturn per unit of downside risk | 0.18 | 0.85 | -0.67 |
Omega ratioGain probability vs. loss probability | 1.02 | 1.11 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | -0.15 | 0.47 | -0.62 |
Martin ratioReturn relative to average drawdown | -0.40 | 1.63 | -2.03 |
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
| RYLIX | FSCPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.03 | 0.45 | -0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.04 | 0.18 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | 0.49 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.53 | -0.31 |
Correlation
The correlation between RYLIX and FSCPX is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
RYLIX vs. FSCPX - Dividend Comparison
RYLIX's dividend yield for the trailing twelve months is around 0.06%, less than FSCPX's 6.52% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYLIX Rydex Leisure Fund | 0.06% | 0.06% | 0.43% | 0.06% | 0.00% | 6.14% | 0.00% | 0.24% | 8.04% | 6.23% | 0.49% | 0.72% |
FSCPX Fidelity Select Consumer Discretionary Portfolio | 6.52% | 5.78% | 7.41% | 2.17% | 13.79% | 9.08% | 1.16% | 2.22% | 3.32% | 3.72% | 0.90% | 3.81% |
Drawdowns
RYLIX vs. FSCPX - Drawdown Comparison
The maximum RYLIX drawdown since its inception was -68.20%, which is greater than FSCPX's maximum drawdown of -57.76%. Use the drawdown chart below to compare losses from any high point for RYLIX and FSCPX.
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Drawdown Indicators
| RYLIX | FSCPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.20% | -57.76% | -10.44% |
Max Drawdown (1Y)Largest decline over 1 year | -14.04% | -15.99% | +1.95% |
Max Drawdown (5Y)Largest decline over 5 years | -40.24% | -39.23% | -1.01% |
Max Drawdown (10Y)Largest decline over 10 years | -42.27% | -39.23% | -3.04% |
Current DrawdownCurrent decline from peak | -13.74% | -15.99% | +2.25% |
Average DrawdownAverage peak-to-trough decline | -16.42% | -8.56% | -7.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.26% | 4.62% | +0.64% |
Volatility
RYLIX vs. FSCPX - Volatility Comparison
The current volatility for Rydex Leisure Fund (RYLIX) is 4.37%, while Fidelity Select Consumer Discretionary Portfolio (FSCPX) has a volatility of 6.45%. This indicates that RYLIX experiences smaller price fluctuations and is considered to be less risky than FSCPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYLIX | FSCPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.37% | 6.45% | -2.08% |
Volatility (6M)Calculated over the trailing 6-month period | 10.37% | 13.51% | -3.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.86% | 24.70% | -5.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.87% | 24.67% | -4.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.00% | 22.59% | -2.59% |