RYMEX vs. ARCNX
Compare and contrast key facts about Rydex Commodities Strategy Fund (RYMEX) and AQR Risk-Balanced Commodities Strategy Fund Class N (ARCNX).
RYMEX is managed by Rydex Funds. It was launched on May 24, 2005. ARCNX is managed by AQR.
Performance
RYMEX vs. ARCNX - Performance Comparison
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RYMEX vs. ARCNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYMEX Rydex Commodities Strategy Fund | 38.51% | 4.70% | 8.24% | -6.14% | 23.72% | 39.03% | -64.08% | 15.48% | -14.96% | 4.67% |
ARCNX AQR Risk-Balanced Commodities Strategy Fund Class N | 17.59% | 20.76% | 7.19% | -0.50% | 20.97% | 39.48% | 8.11% | 17.68% | -17.83% | 10.20% |
Returns By Period
In the year-to-date period, RYMEX achieves a 38.51% return, which is significantly higher than ARCNX's 17.59% return. Over the past 10 years, RYMEX has underperformed ARCNX with an annualized return of 0.85%, while ARCNX has yielded a comparatively higher 12.76% annualized return.
RYMEX
- 1D
- -1.11%
- 1M
- 19.77%
- YTD
- 38.51%
- 6M
- 39.41%
- 1Y
- 39.39%
- 3Y*
- 15.99%
- 5Y*
- 17.19%
- 10Y*
- 0.85%
ARCNX
- 1D
- 0.47%
- 1M
- 5.67%
- YTD
- 17.59%
- 6M
- 26.30%
- 1Y
- 30.38%
- 3Y*
- 14.32%
- 5Y*
- 18.41%
- 10Y*
- 12.76%
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RYMEX vs. ARCNX - Expense Ratio Comparison
RYMEX has a 1.60% expense ratio, which is higher than ARCNX's 1.28% expense ratio.
Return for Risk
RYMEX vs. ARCNX — Risk / Return Rank
RYMEX
ARCNX
RYMEX vs. ARCNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex Commodities Strategy Fund (RYMEX) and AQR Risk-Balanced Commodities Strategy Fund Class N (ARCNX). 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.
| RYMEX | ARCNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.86 | 1.96 | -0.10 |
Sortino ratioReturn per unit of downside risk | 2.51 | 2.45 | +0.05 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.36 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 3.50 | 3.14 | +0.37 |
Martin ratioReturn relative to average drawdown | 9.34 | 9.87 | -0.53 |
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
| RYMEX | ARCNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.86 | 1.96 | -0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.97 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.03 | 0.73 | -0.70 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.26 | 0.29 | -0.55 |
Correlation
The correlation between RYMEX and ARCNX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
RYMEX vs. ARCNX - Dividend Comparison
RYMEX's dividend yield for the trailing twelve months is around 1.72%, less than ARCNX's 11.54% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
RYMEX Rydex Commodities Strategy Fund | 1.72% | 2.38% | 0.00% | 4.98% | 17.15% | 2.97% | 0.00% | 0.74% | 44.23% | 1.49% | 0.00% |
ARCNX AQR Risk-Balanced Commodities Strategy Fund Class N | 11.54% | 13.57% | 1.89% | 7.45% | 9.45% | 18.31% | 0.09% | 4.98% | 0.29% | 0.01% | 4.69% |
Drawdowns
RYMEX vs. ARCNX - Drawdown Comparison
The maximum RYMEX drawdown since its inception was -93.96%, which is greater than ARCNX's maximum drawdown of -55.17%. Use the drawdown chart below to compare losses from any high point for RYMEX and ARCNX.
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Drawdown Indicators
| RYMEX | ARCNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.96% | -55.17% | -38.79% |
Max Drawdown (1Y)Largest decline over 1 year | -11.86% | -10.10% | -1.76% |
Max Drawdown (5Y)Largest decline over 5 years | -30.45% | -20.30% | -10.15% |
Max Drawdown (10Y)Largest decline over 10 years | -69.87% | -32.80% | -37.07% |
Current DrawdownCurrent decline from peak | -84.22% | -0.56% | -83.66% |
Average DrawdownAverage peak-to-trough decline | -69.16% | -26.26% | -42.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.45% | 3.21% | +1.24% |
Volatility
RYMEX vs. ARCNX - Volatility Comparison
Rydex Commodities Strategy Fund (RYMEX) has a higher volatility of 11.77% compared to AQR Risk-Balanced Commodities Strategy Fund Class N (ARCNX) at 5.33%. This indicates that RYMEX's price experiences larger fluctuations and is considered to be riskier than ARCNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYMEX | ARCNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.77% | 5.33% | +6.44% |
Volatility (6M)Calculated over the trailing 6-month period | 16.54% | 12.61% | +3.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.31% | 15.93% | +5.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.06% | 19.16% | +2.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.61% | 17.46% | +10.15% |