RYLIX vs. VCDAX
Compare and contrast key facts about Rydex Leisure Fund (RYLIX) and Vanguard Consumer Discretionary Index Fund Admiral Shares (VCDAX).
RYLIX is managed by Rydex Funds. It was launched on Mar 31, 1998. VCDAX is managed by Vanguard. It was launched on Jul 14, 2005.
Performance
RYLIX vs. VCDAX - Performance Comparison
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RYLIX vs. VCDAX - 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% |
VCDAX Vanguard Consumer Discretionary Index Fund Admiral Shares | -11.49% | 5.66% | 24.37% | 40.40% | -35.17% | 26.20% | 48.18% | 27.55% | -2.26% | 22.83% |
Returns By Period
In the year-to-date period, RYLIX achieves a -9.54% return, which is significantly higher than VCDAX's -11.49% return. Over the past 10 years, RYLIX has underperformed VCDAX with an annualized return of 6.14%, while VCDAX has yielded a comparatively higher 12.22% 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%
VCDAX
- 1D
- -0.09%
- 1M
- -9.29%
- YTD
- -11.49%
- 6M
- -11.89%
- 1Y
- 7.62%
- 3Y*
- 12.15%
- 5Y*
- 4.48%
- 10Y*
- 12.22%
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RYLIX vs. VCDAX - Expense Ratio Comparison
RYLIX has a 1.39% expense ratio, which is higher than VCDAX's 0.10% expense ratio.
Return for Risk
RYLIX vs. VCDAX — Risk / Return Rank
RYLIX
VCDAX
RYLIX vs. VCDAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex Leisure Fund (RYLIX) and Vanguard Consumer Discretionary Index Fund Admiral Shares (VCDAX). 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 | VCDAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.03 | 0.31 | -0.28 |
Sortino ratioReturn per unit of downside risk | 0.18 | 0.64 | -0.46 |
Omega ratioGain probability vs. loss probability | 1.02 | 1.08 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | -0.15 | 0.27 | -0.42 |
Martin ratioReturn relative to average drawdown | -0.40 | 0.90 | -1.30 |
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 | VCDAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.03 | 0.31 | -0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.04 | 0.19 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | 0.55 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.48 | -0.26 |
Correlation
The correlation between RYLIX and VCDAX is 0.89, 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. VCDAX - Dividend Comparison
RYLIX's dividend yield for the trailing twelve months is around 0.06%, less than VCDAX's 0.82% 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% |
VCDAX Vanguard Consumer Discretionary Index Fund Admiral Shares | 0.82% | 0.74% | 0.74% | 0.84% | 0.98% | 1.82% | 1.71% | 1.17% | 1.37% | 1.21% | 1.60% | 1.33% |
Drawdowns
RYLIX vs. VCDAX - Drawdown Comparison
The maximum RYLIX drawdown since its inception was -68.20%, which is greater than VCDAX's maximum drawdown of -61.66%. Use the drawdown chart below to compare losses from any high point for RYLIX and VCDAX.
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Drawdown Indicators
| RYLIX | VCDAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.20% | -61.66% | -6.54% |
Max Drawdown (1Y)Largest decline over 1 year | -14.04% | -15.57% | +1.53% |
Max Drawdown (5Y)Largest decline over 5 years | -40.24% | -38.51% | -1.73% |
Max Drawdown (10Y)Largest decline over 10 years | -42.27% | -38.51% | -3.76% |
Current DrawdownCurrent decline from peak | -13.74% | -15.57% | +1.83% |
Average DrawdownAverage peak-to-trough decline | -16.42% | -9.33% | -7.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.26% | 4.66% | +0.60% |
Volatility
RYLIX vs. VCDAX - Volatility Comparison
The current volatility for Rydex Leisure Fund (RYLIX) is 4.37%, while Vanguard Consumer Discretionary Index Fund Admiral Shares (VCDAX) has a volatility of 6.47%. This indicates that RYLIX experiences smaller price fluctuations and is considered to be less risky than VCDAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYLIX | VCDAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.37% | 6.47% | -2.10% |
Volatility (6M)Calculated over the trailing 6-month period | 10.37% | 13.54% | -3.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.86% | 24.06% | -5.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.87% | 23.91% | -4.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.00% | 22.40% | -2.40% |