RYLIX vs. RYVYX
RYLIX (Rydex Leisure Fund) and RYVYX (Rydex NASDAQ-100 2x Strategy Fund) are both mutual funds - RYLIX is a Consumer Discretionary Equities fund managed by Rydex Funds, while RYVYX is a Leveraged Equities fund managed by Rydex Funds. Over the past 10 years, RYLIX returned 6.92%/yr vs 31.42%/yr for RYVYX. Their 0.75 correlation means they have sometimes moved together and sometimes differently. RYLIX charges 1.39%/yr vs 1.87%/yr for RYVYX.
Performance
RYLIX vs. RYVYX - 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 RYVYX's 17.04% return. Over the past 10 years, RYLIX has underperformed RYVYX with an annualized return of 6.92%, while RYVYX has yielded a comparatively higher 31.42% 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%
RYVYX
- 1D
- 6.64%
- 1M
- -8.96%
- 6M
- 14.99%
- YTD
- 17.04%
- 1Y
- 39.40%
- 3Y*
- 35.68%
- 5Y*
- 16.73%
- 10Y*
- 31.42%
- ALL TIME*
- 14.82%
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. RYVYX - 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% |
RYVYX Rydex NASDAQ-100 2x Strategy Fund | 17.04% | 29.54% | 49.77% | 116.15% | -60.57% | 46.61% | 88.38% | 80.70% | -9.20% | 68.67% |
Correlation
The correlation between RYLIX and RYVYX is 0.32, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.32 |
Correlation (3Y) Balances recent behavior with more history. | 0.55 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.68 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.69 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2001 | 0.75 |
Over the past year, the correlation between RYLIX and RYVYX has dropped to 0.32 - well below their long-term average of 0.75, suggesting their price drivers have been diverging.
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Return for Risk
RYLIX vs. RYVYX — Risk / Return Rank
RYLIX
RYVYX
RYLIX vs. RYVYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex Leisure Fund (RYLIX) and Rydex NASDAQ-100 2x Strategy Fund (RYVYX). 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 | RYVYX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.02 | ||
| Sortino ratioReturn per unit of downside risk | -1.48 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.16 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | -0.20 | 1.28 | -1.48 |
| Martin ratioReturn relative to average drawdown | -0.39 | 3.82 | -4.21 |
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Drawdowns
RYLIX vs. RYVYX - Drawdown Comparison
The maximum RYLIX drawdown since its inception was -68.20%, smaller than the maximum RYVYX drawdown of -95.57%. Use the drawdown chart below to compare losses from any high point for RYLIX and RYVYX.
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Drawdown Indicators
| RYLIX | RYVYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.20% | -95.57% | +27.37% |
Max Drawdown (1Y)Largest decline over 1 year | -14.04% | -25.39% | +11.35% |
Max Drawdown (3Y)Largest decline over 3 years | -19.18% | -42.48% | +23.30% |
Max Drawdown (5Y)Largest decline over 5 years | -38.33% | -65.38% | +27.05% |
Max Drawdown (10Y)Largest decline over 10 years | -42.27% | -65.38% | +23.11% |
Current DrawdownCurrent decline from peak | -5.60% | -17.80% | +12.20% |
Average DrawdownAverage peak-to-trough decline | -16.32% | -48.92% | +32.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.96% | 8.50% | -1.54% |
Volatility
RYLIX vs. RYVYX - Volatility Comparison
The current volatility for Rydex Leisure Fund (RYLIX) is 5.21%, while Rydex NASDAQ-100 2x Strategy Fund (RYVYX) has a volatility of 13.70%. This indicates that RYLIX experiences smaller price fluctuations and is considered to be less risky than RYVYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYLIX | RYVYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.21% | 13.70% | -8.49% |
Volatility (6M)Calculated over the trailing 6-month period | 11.91% | 31.99% | -20.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.95% | 38.67% | -23.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.98% | 46.10% | -26.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.08% | 45.40% | -25.32% |
RYLIX vs. RYVYX - Expense Ratio Comparison
RYLIX has a 1.39% expense ratio, which is lower than RYVYX's 1.87% expense ratio.
Dividends
RYLIX vs. RYVYX - Dividend Comparison
RYLIX's dividend yield for the trailing twelve months is around 0.06%, less than RYVYX's 6.12% 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% |
RYVYX Rydex NASDAQ-100 2x Strategy Fund | 6.12% | 7.16% | 11.52% | 0.00% | 0.00% | 1.23% | 8.91% | 5.19% | 0.00% | 14.19% | 1.63% | 21.29% |
Frequently Asked Questions
RYLIX and RYVYX have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RYVYX has higher volatility (13.70%) compared to RYLIX (5.21%). In terms of maximum drawdown, RYLIX dropped -68.20% vs RYVYX's -95.57%.
RYVYX currently has the higher Sharpe Ratio (0.84 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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