RYLIX vs. RYSIX
RYLIX (Rydex Leisure Fund) and RYSIX (Rydex Electronics Fund) are both mutual funds - RYLIX is a Consumer Discretionary Equities fund managed by Rydex Funds, while RYSIX is a Technology Equities fund managed by Rydex Funds. Over the past 10 years, RYLIX returned 6.92%/yr vs 28.27%/yr for RYSIX. Their 0.65 correlation means they have sometimes moved together and sometimes differently. RYLIX charges 1.39%/yr vs 1.36%/yr for RYSIX.
Performance
RYLIX vs. RYSIX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, RYLIX achieves a -1.00% return, which is significantly lower than RYSIX's 54.19% return. Over the past 10 years, RYLIX has underperformed RYSIX with an annualized return of 6.92%, while RYSIX has yielded a comparatively higher 28.27% 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%
RYSIX
- 1D
- 8.32%
- 1M
- -10.27%
- 6M
- 37.72%
- YTD
- 54.19%
- 1Y
- 96.37%
- 3Y*
- 38.97%
- 5Y*
- 26.02%
- 10Y*
- 28.27%
- ALL TIME*
- 10.79%
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. RYSIX - 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% |
RYSIX Rydex Electronics Fund | 54.19% | 42.02% | 16.66% | 55.69% | -32.46% | 38.65% | 56.73% | 59.80% | -12.42% | 31.62% |
Correlation
The correlation between RYLIX and RYSIX is 0.12, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.12 |
Correlation (3Y) Balances recent behavior with more history. | 0.42 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.57 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.61 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 1999 | 0.65 |
Over the past year, the correlation between RYLIX and RYSIX has dropped to 0.12 - well below their long-term average of 0.65, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
RYLIX vs. RYSIX — Risk / Return Rank
RYLIX
RYSIX
RYLIX vs. RYSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex Leisure Fund (RYLIX) and Rydex Electronics Fund (RYSIX). 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 | RYSIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.29 | ||
| Sortino ratioReturn per unit of downside risk | -2.67 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.33 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | -0.20 | 3.15 | -3.35 |
| Martin ratioReturn relative to average drawdown | -0.39 | 13.71 | -14.11 |
Loading charts...
Drawdowns
RYLIX vs. RYSIX - Drawdown Comparison
The maximum RYLIX drawdown since its inception was -68.20%, smaller than the maximum RYSIX drawdown of -88.66%. Use the drawdown chart below to compare losses from any high point for RYLIX and RYSIX.
Loading charts...
Drawdown Indicators
| RYLIX | RYSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.20% | -88.66% | +20.46% |
Max Drawdown (1Y)Largest decline over 1 year | -14.04% | -28.13% | +14.09% |
Max Drawdown (3Y)Largest decline over 3 years | -19.18% | -40.57% | +21.39% |
Max Drawdown (5Y)Largest decline over 5 years | -38.33% | -43.80% | +5.47% |
Max Drawdown (10Y)Largest decline over 10 years | -42.27% | -43.80% | +1.53% |
Current DrawdownCurrent decline from peak | -5.60% | -22.15% | +16.55% |
Average DrawdownAverage peak-to-trough decline | -16.32% | -49.48% | +33.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.96% | 6.47% | +0.49% |
Volatility
RYLIX vs. RYSIX - Volatility Comparison
The current volatility for Rydex Leisure Fund (RYLIX) is 5.21%, while Rydex Electronics Fund (RYSIX) has a volatility of 18.18%. This indicates that RYLIX experiences smaller price fluctuations and is considered to be less risky than RYSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| RYLIX | RYSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.21% | 18.18% | -12.97% |
Volatility (6M)Calculated over the trailing 6-month period | 11.91% | 36.30% | -24.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.95% | 42.07% | -27.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.98% | 37.94% | -17.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.08% | 34.53% | -14.45% |
RYLIX vs. RYSIX - Expense Ratio Comparison
RYLIX has a 1.39% expense ratio, which is higher than RYSIX's 1.36% expense ratio.
Dividends
RYLIX vs. RYSIX - Dividend Comparison
RYLIX's dividend yield for the trailing twelve months is around 0.06%, less than RYSIX's 2.10% 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% |
RYSIX Rydex Electronics Fund | 2.10% | 3.24% | 1.73% | 0.00% | 0.00% | 3.34% | 2.04% | 0.01% | 10.18% | 0.05% | 0.00% | 0.16% |
Frequently Asked Questions
RYLIX and RYSIX have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RYSIX has higher volatility (18.18%) compared to RYLIX (5.21%). In terms of maximum drawdown, RYLIX dropped -68.20% vs RYSIX's -88.66%.
RYSIX currently has the higher Sharpe Ratio (2.11 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.
Find the right allocation for RYLIX and RYSIX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer