RYLIX vs. USLUX

Last updated Aug 1, 2026

RYLIX (Rydex Leisure Fund) and USLUX (U.S. Global Investors Global Luxury Goods Fund) are both Consumer Discretionary Equities funds. Over the past 10 years, RYLIX returned 6.92%/yr vs 9.49%/yr for USLUX. Their 0.76 correlation means they have sometimes moved together and sometimes differently. RYLIX charges 1.39%/yr vs 1.55%/yr for USLUX.

Performance

RYLIX vs. USLUX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rydex Leisure Fund (RYLIX) and U.S. Global Investors Global Luxury Goods Fund (USLUX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RYLIX achieves a -1.00% return, which is significantly higher than USLUX's -3.16% return. Over the past 10 years, RYLIX has underperformed USLUX with an annualized return of 6.92%, while USLUX has yielded a comparatively higher 9.49% 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%

USLUX

• 1D: 1.25%
• 1M: 0.33%
• 6M: -1.86%
• YTD: -3.16%
• 1Y: 11.52%
• 3Y*: 8.05%
• 5Y*: 5.44%
• 10Y*: 9.49%
• ALL TIME*: 4.17%

*Multi-year figures are annualized to reflect compound growth (CAGR)

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
USLUX U.S. Global Investors Global Luxury Goods Fund	$0.00	$0.00	$0.00

RYLIX vs. USLUX - 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%
USLUX U.S. Global Investors Global Luxury Goods Fund	-3.16%	17.87%	14.26%	23.79%	-23.91%	25.14%	20.76%	13.72%	-8.30%	19.19%

Correlation

The correlation between RYLIX and USLUX is 0.72, 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.	0.72
Correlation (3Y) Balances recent behavior with more history.	0.76
Correlation (5Y) Shows whether the relationship held over a longer period.	0.79
Correlation (10Y) Provides a long-term view across more market conditions.	0.78
Correlation (All Time) Calculated using the full available price history since Jan 4, 1999	0.76

The correlation between RYLIX and USLUX has been stable across timeframes, ranging from 0.72 to 0.79 - a consistent structural relationship.

Return for Risk

RYLIX vs. USLUX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

RYLIX

RYLIX Risk / Return Rank: 3
RYLIX Sharpe Ratio Rank: 3
RYLIX Sortino Ratio Rank: 3
RYLIX Omega Ratio Rank: 3
RYLIX Calmar Ratio Rank: 3
RYLIX Martin Ratio Rank: 3

USLUX

USLUX Risk / Return Rank: 10
USLUX Sharpe Ratio Rank: 10
USLUX Sortino Ratio Rank: 10
USLUX Omega Ratio Rank: 10
USLUX Calmar Ratio Rank: 10
USLUX Martin Ratio Rank: 10

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

RYLIX vs. USLUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rydex Leisure Fund (RYLIX) and U.S. Global Investors Global Luxury Goods Fund (USLUX). 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	USLUX	Difference
Sharpe ratio: Return per unit of total volatility	-0.18	0.37	-0.55
Sortino ratio: Return per unit of downside risk	-0.16	0.68	-0.83
Omega ratio: Gain probability vs. loss probability	0.98	1.08	-0.09
Calmar ratio: Return relative to maximum drawdown	-0.20	0.47	-0.67
Martin ratio: Return relative to average drawdown	-0.39	1.24	-1.63

RYLIX vs. USLUX - Sharpe Ratio Comparison

The current RYLIX Sharpe Ratio is -0.18, which is lower than the USLUX Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of RYLIX and USLUX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

RYLIX vs. USLUX - Drawdown Comparison

The maximum RYLIX drawdown since its inception was -68.20%, smaller than the maximum USLUX drawdown of -77.61%. Use the drawdown chart below to compare losses from any high point for RYLIX and USLUX.

Drawdown Indicators

	RYLIX	USLUX	Difference
Max Drawdown Largest peak-to-trough decline	-68.20%	-77.61%	+9.41%
Max Drawdown (1Y) Largest decline over 1 year	-14.04%	-15.68%	+1.64%
Max Drawdown (3Y) Largest decline over 3 years	-19.18%	-20.96%	+1.78%
Max Drawdown (5Y) Largest decline over 5 years	-38.33%	-33.85%	-4.48%
Max Drawdown (10Y) Largest decline over 10 years	-42.27%	-34.51%	-7.76%
Current Drawdown Current decline from peak	-5.60%	-5.63%	+0.03%
Average Drawdown Average peak-to-trough decline	-16.32%	-41.90%	+25.58%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.96%	5.99%	+0.97%

Volatility

RYLIX vs. USLUX - Volatility Comparison

The current volatility for Rydex Leisure Fund (RYLIX) is 5.21%, while U.S. Global Investors Global Luxury Goods Fund (USLUX) has a volatility of 5.87%. This indicates that RYLIX experiences smaller price fluctuations and is considered to be less risky than USLUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RYLIX	USLUX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.21%	5.87%	-0.66%
Volatility (6M) Calculated over the trailing 6-month period	11.91%	16.37%	-4.46%
Volatility (1Y) Calculated over the trailing 1-year period	14.95%	20.07%	-5.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.98%	21.14%	-1.16%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.08%	19.78%	+0.30%

RYLIX vs. USLUX - Expense Ratio Comparison

RYLIX has a 1.39% expense ratio, which is lower than USLUX's 1.55% expense ratio.

Dividends

RYLIX vs. USLUX - Dividend Comparison

RYLIX's dividend yield for the trailing twelve months is around 0.06%, less than USLUX's 8.14% 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%
USLUX U.S. Global Investors Global Luxury Goods Fund	8.14%	7.88%	9.94%	2.71%	6.40%	15.37%	0.12%	2.31%	16.18%	13.87%	8.35%	8.01%

Frequently Asked Questions

Can I hold both RYLIX and USLUX in my portfolio?

RYLIX and USLUX have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RYLIX or USLUX?

USLUX has higher volatility (5.87%) compared to RYLIX (5.21%). In terms of maximum drawdown, RYLIX dropped -68.20% vs USLUX's -77.61%.

Which has better risk-adjusted returns?

USLUX currently has the higher Sharpe Ratio (0.37 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.