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RYMEX vs. BRCAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

RYMEX vs. BRCAX

Last updated Apr 1, 2026

Compare and contrast key facts about Rydex Commodities Strategy Fund (RYMEX) and Invesco Balanced-Risk Commodity Strategy Fund Class A (BRCAX).

RYMEX is managed by Rydex Funds. It was launched on May 24, 2005. BRCAX is managed by Invesco. It was launched on Nov 30, 2010.

Performance

RYMEX vs. BRCAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rydex Commodities Strategy Fund (RYMEX) and Invesco Balanced-Risk Commodity Strategy Fund Class A (BRCAX). The values are adjusted to include any dividend payments, if applicable.

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RYMEX vs. BRCAX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
RYMEX
Rydex Commodities Strategy Fund		40.07%4.70%8.24%-6.14%23.72%39.03%-64.08%15.48%-14.96%4.67%
BRCAX
Invesco Balanced-Risk Commodity Strategy Fund Class A		27.94%18.41%5.47%-3.44%7.77%19.18%7.75%4.20%-12.18%4.49%

Returns By Period

In the year-to-date period, RYMEX achieves a 40.07% return, which is significantly higher than BRCAX's 27.94% return. Over the past 10 years, RYMEX has underperformed BRCAX with an annualized return of 0.96%, while BRCAX has yielded a comparatively higher 8.46% annualized return.

RYMEX

1D
1.67%
1M
24.61%
YTD
40.07%
6M
40.55%
1Y
40.95%
3Y*
16.42%
5Y*
17.74%
10Y*
0.96%

BRCAX

1D
0.84%
1M
11.88%
YTD
27.94%
6M
36.77%
1Y
42.90%
3Y*
16.42%
5Y*
13.17%
10Y*
8.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Rydex Commodities Strategy Fund

Invesco Balanced-Risk Commodity Strategy Fund Class A

Often compared with RYMEX:
RYMEX vs. SDCIRYMEX vs. PQCMXRYMEX vs. PCLPXRYMEX vs. FFGIXRYMEX vs. RYTNXRYMEX vs. BCSKXRYMEX vs. FYHTX
Often compared with BRCAX:
BRCAX vs. HARDBRCAX vs. LCSIXBRCAX vs. VTIBRCAX vs. FCNVXBRCAX vs. FADMXBRCAX vs. SRUUFBRCAX vs. BCSKX

RYMEX vs. BRCAX - Expense Ratio Comparison

RYMEX has a 1.60% expense ratio, which is higher than BRCAX's 1.40% expense ratio.

RYMEX
Rydex Commodities Strategy Fund
BRCAX
Invesco Balanced-Risk Commodity Strategy Fund Class A

Return for Risk

RYMEX vs. BRCAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
RYMEX
RYMEX Risk / Return Rank: 9191
Overall Rank
RYMEX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
RYMEX Sortino Ratio Rank: 9292
Sortino Ratio Rank
RYMEX Omega Ratio Rank: 8686
Omega Ratio Rank
RYMEX Calmar Ratio Rank: 9696
Calmar Ratio Rank
RYMEX Martin Ratio Rank: 8888
Martin Ratio Rank
BRCAX
BRCAX Risk / Return Rank: 9696
Overall Rank
BRCAX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
BRCAX Sortino Ratio Rank: 9595
Sortino Ratio Rank
BRCAX Omega Ratio Rank: 9494
Omega Ratio Rank
BRCAX Calmar Ratio Rank: 9898
Calmar Ratio Rank
BRCAX Martin Ratio Rank: 9797
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

RYMEX vs. BRCAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rydex Commodities Strategy Fund (RYMEX) and Invesco Balanced-Risk Commodity Strategy Fund Class A (BRCAX). 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.

RYMEXBRCAXDifference

Sharpe ratio

Return per unit of total volatility

2.04

2.58

-0.54

Sortino ratio

Return per unit of downside risk

2.70

3.11

-0.40

Omega ratio

Gain probability vs. loss probability

1.36

1.48

-0.11

Calmar ratio

Return relative to maximum drawdown

3.59

4.74

-1.15

Martin ratio

Return relative to average drawdown

9.58

15.98

-6.40

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RYMEX vs. BRCAX - Sharpe Ratio Comparison

The current RYMEX Sharpe Ratio is 2.04, which is comparable to the BRCAX Sharpe Ratio of 2.58. The chart below compares the historical Sharpe Ratios of RYMEX and BRCAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

RYMEXBRCAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.04

2.58

-0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

0.85

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.04

0.60

-0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.26

0.16

-0.42

Correlation

The correlation between RYMEX and BRCAX is 0.75, 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

RYMEX vs. BRCAX - Dividend Comparison

RYMEX's dividend yield for the trailing twelve months is around 1.70%, less than BRCAX's 10.95% yield.

TTM2025202420232022202120202019201820172016
RYMEX
Rydex Commodities Strategy Fund		1.70%2.38%0.00%4.98%17.15%2.97%0.00%0.74%44.23%1.49%0.00%
BRCAX
Invesco Balanced-Risk Commodity Strategy Fund Class A		10.95%14.02%4.85%3.80%9.98%16.92%0.00%0.89%0.17%0.00%2.58%

Drawdowns

RYMEX vs. BRCAX - Drawdown Comparison

The maximum RYMEX drawdown since its inception was -93.96%, which is greater than BRCAX's maximum drawdown of -60.98%. Use the drawdown chart below to compare losses from any high point for RYMEX and BRCAX.

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Drawdown Indicators

RYMEXBRCAXDifference

Max Drawdown

Largest peak-to-trough decline

-93.96%

-60.98%

-32.98%

Max Drawdown (1Y)

Largest decline over 1 year

-11.86%

-9.22%

-2.64%

Max Drawdown (5Y)

Largest decline over 5 years

-30.45%

-20.66%

-9.79%

Max Drawdown (10Y)

Largest decline over 10 years

-69.87%

-38.44%

-31.43%

Current Drawdown

Current decline from peak

-84.04%

-0.12%

-83.92%

Average Drawdown

Average peak-to-trough decline

-69.16%

-28.81%

-40.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.45%

2.74%

+1.71%

Volatility

RYMEX vs. BRCAX - Volatility Comparison

Rydex Commodities Strategy Fund (RYMEX) has a higher volatility of 11.73% compared to Invesco Balanced-Risk Commodity Strategy Fund Class A (BRCAX) at 7.20%. This indicates that RYMEX's price experiences larger fluctuations and is considered to be riskier than BRCAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

RYMEXBRCAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.73%

7.20%

+4.53%

Volatility (6M)

Calculated over the trailing 6-month period

16.53%

14.88%

+1.65%

Volatility (1Y)

Calculated over the trailing 1-year period

21.32%

17.16%

+4.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.05%

15.64%

+6.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.62%

14.27%

+13.35%