RYLIX vs. RYRRX
RYLIX (Rydex Leisure Fund) and RYRRX (Rydex Russell 2000 Fund) are both mutual funds - RYLIX is a Consumer Discretionary Equities fund managed by Rydex Funds, while RYRRX is a Small Cap Blend Equities fund managed by Rydex Funds. Over the past 10 years, RYLIX returned 6.92%/yr vs 8.90%/yr for RYRRX. Their correlation of 0.84 means they have usually moved in the same direction. RYLIX charges 1.39%/yr vs 1.60%/yr for RYRRX.
Performance
RYLIX vs. RYRRX - Performance Comparison
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Returns By Period
In the year-to-date period, RYLIX achieves a -1.00% return, which is significantly lower than RYRRX's 18.26% return. Over the past 10 years, RYLIX has underperformed RYRRX with an annualized return of 6.92%, while RYRRX has yielded a comparatively higher 8.90% annualized return.
RYLIX
- 1D
- -1.13%
- 1M
- 0.32%
- 6M
- 0.66%
- YTD
- -1.00%
- 1Y
- 0.17%
- 3Y*
- 7.54%
- 5Y*
- 1.26%
- 10Y*
- 6.92%
- ALL TIME*
- 5.17%
RYRRX
- 1D
- 1.36%
- 1M
- -1.78%
- 6M
- 12.38%
- YTD
- 18.26%
- 1Y
- 35.28%
- 3Y*
- 13.37%
- 5Y*
- 5.53%
- 10Y*
- 8.90%
- ALL TIME*
- 6.69%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
RYLIX Rydex Leisure Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
RYLIX vs. RYRRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYLIX Rydex Leisure Fund | -1.00% | 8.99% | 17.03% | 22.86% | -26.98% | 0.91% | 21.26% | 29.89% | -13.22% | 20.52% |
RYRRX Rydex Russell 2000 Fund | 18.26% | 10.88% | 9.72% | 15.17% | -21.70% | 13.23% | 17.81% | 23.57% | -12.58% | 12.88% |
Correlation
The correlation between RYLIX and RYRRX is 0.54, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.54 |
Correlation (3Y) Balances recent behavior with more history. | 0.71 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.80 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.80 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2007 | 0.84 |
Over the past year, the correlation between RYLIX and RYRRX has dropped to 0.54 - well below their long-term average of 0.84, suggesting their price drivers have been diverging.
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Return for Risk
RYLIX vs. RYRRX — Risk / Return Rank
RYLIX
RYRRX
RYLIX vs. RYRRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex Leisure Fund (RYLIX) and Rydex Russell 2000 Fund (RYRRX). 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.
| RYLIX | RYRRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.80 | ||
| Sortino ratioReturn per unit of downside risk | -2.49 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.27 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | -0.20 | 2.75 | -2.94 |
| Martin ratioReturn relative to average drawdown | -0.39 | 9.71 | -10.10 |
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Drawdowns
RYLIX vs. RYRRX - Drawdown Comparison
The maximum RYLIX drawdown since its inception was -68.20%, which is greater than RYRRX's maximum drawdown of -60.36%. Use the drawdown chart below to compare losses from any high point for RYLIX and RYRRX.
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Drawdown Indicators
| RYLIX | RYRRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.20% | -60.36% | -7.84% |
Max Drawdown (1Y)Largest decline over 1 year | -14.04% | -11.43% | -2.61% |
Max Drawdown (3Y)Largest decline over 3 years | -19.18% | -28.03% | +8.85% |
Max Drawdown (5Y)Largest decline over 5 years | -38.33% | -33.02% | -5.31% |
Max Drawdown (10Y)Largest decline over 10 years | -42.27% | -42.84% | +0.57% |
Current DrawdownCurrent decline from peak | -5.60% | -2.72% | -2.88% |
Average DrawdownAverage peak-to-trough decline | -16.32% | -12.14% | -4.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.96% | 3.23% | +3.73% |
Volatility
RYLIX vs. RYRRX - Volatility Comparison
Rydex Leisure Fund (RYLIX) has a higher volatility of 5.21% compared to Rydex Russell 2000 Fund (RYRRX) at 3.81%. This indicates that RYLIX's price experiences larger fluctuations and is considered to be riskier than RYRRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYLIX | RYRRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.21% | 3.81% | +1.40% |
Volatility (6M)Calculated over the trailing 6-month period | 11.91% | 14.13% | -2.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.95% | 19.40% | -4.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.98% | 22.53% | -2.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.08% | 23.42% | -3.34% |
RYLIX vs. RYRRX - Expense Ratio Comparison
RYLIX has a 1.39% expense ratio, which is lower than RYRRX's 1.60% expense ratio.
Dividends
RYLIX vs. RYRRX - Dividend Comparison
RYLIX's dividend yield for the trailing twelve months is around 0.06%, less than RYRRX's 0.55% yield.
| Position | 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% |
RYRRX Rydex Russell 2000 Fund | 0.55% | 0.65% | 1.02% | 0.19% | 0.00% | 12.84% | 0.00% | 1.46% | 0.00% | 4.82% | 0.00% | 2.66% |
Frequently Asked Questions
RYLIX and RYRRX have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RYLIX has higher volatility (5.21%) compared to RYRRX (3.81%). In terms of maximum drawdown, RYLIX dropped -68.20% vs RYRRX's -60.36%.
RYRRX currently has the higher Sharpe Ratio (1.62 vs -0.18), 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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