RYMEX vs. CCSZX
RYMEX (Rydex Commodities Strategy Fund) and CCSZX (Columbia Commodity Strategy Fund) are both Commodities funds. Over the past 10 years, RYMEX returned 6.65%/yr vs 7.14%/yr for CCSZX. Their correlation of 0.82 suggests significant overlap in exposure. RYMEX charges 1.60%/yr vs 0.86%/yr for CCSZX.
Performance
RYMEX vs. CCSZX - Performance Comparison
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Returns By Period
In the year-to-date period, RYMEX achieves a 26.46% return, which is significantly higher than CCSZX's 23.68% return. Over the past 10 years, RYMEX has underperformed CCSZX with an annualized return of 6.65%, while CCSZX has yielded a comparatively higher 7.14% annualized return.
RYMEX
- 1D
- -0.30%
- 1M
- -3.78%
- 6M
- 22.67%
- YTD
- 26.46%
- 1Y
- 28.21%
- 3Y*
- 12.49%
- 5Y*
- 12.23%
- 10Y*
- 6.65%
CCSZX
- 1D
- -0.41%
- 1M
- -0.65%
- 6M
- 18.87%
- YTD
- 23.68%
- 1Y
- 33.03%
- 3Y*
- 14.80%
- 5Y*
- 11.97%
- 10Y*
- 7.14%
RYMEX vs. CCSZX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYMEX Rydex Commodities Strategy Fund | 26.46% | 4.70% | 8.24% | -6.14% | 23.72% | 39.03% | -22.99% | 15.48% | -14.96% | 4.67% |
CCSZX Columbia Commodity Strategy Fund | 23.68% | 15.36% | 7.11% | -6.90% | 15.80% | 31.34% | -1.17% | 7.45% | -14.09% | 1.71% |
Correlation
The correlation between RYMEX and CCSZX is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Jun 18, 2012 | 0.82 |
The correlation between RYMEX and CCSZX has been stable across timeframes, ranging from 0.80 to 0.82 - a consistent structural relationship.
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Return for Risk
RYMEX vs. CCSZX — Risk / Return Rank
RYMEX
CCSZX
RYMEX vs. CCSZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex Commodities Strategy Fund (RYMEX) and Columbia Commodity Strategy Fund (CCSZX). 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.
| RYMEX | CCSZX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.83 | ||
| Sortino ratioReturn per unit of downside risk | -0.91 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.36 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.61 | 2.91 | -1.30 |
| Martin ratioReturn relative to average drawdown | 5.44 | 10.56 | -5.12 |
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Drawdowns
RYMEX vs. CCSZX - Drawdown Comparison
The maximum RYMEX drawdown since its inception was -91.81%, which is greater than CCSZX's maximum drawdown of -61.34%. Use the drawdown chart below to compare losses from any high point for RYMEX and CCSZX.
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Drawdown Indicators
| RYMEX | CCSZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.81% | -61.34% | -30.47% |
Max Drawdown (1Y)Largest decline over 1 year | -18.68% | -11.97% | -6.71% |
Max Drawdown (3Y)Largest decline over 3 years | -18.68% | -11.97% | -6.71% |
Max Drawdown (5Y)Largest decline over 5 years | -30.45% | -27.86% | -2.59% |
Max Drawdown (10Y)Largest decline over 10 years | -59.20% | -34.16% | -25.04% |
Current DrawdownCurrent decline from peak | -69.10% | -7.98% | -61.12% |
Average DrawdownAverage peak-to-trough decline | -66.07% | -31.20% | -34.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.50% | 3.27% | +2.23% |
Volatility
RYMEX vs. CCSZX - Volatility Comparison
Rydex Commodities Strategy Fund (RYMEX) has a higher volatility of 7.09% compared to Columbia Commodity Strategy Fund (CCSZX) at 4.82%. This indicates that RYMEX's price experiences larger fluctuations and is considered to be riskier than CCSZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYMEX | CCSZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.09% | 4.82% | +2.27% |
Volatility (6M)Calculated over the trailing 6-month period | 22.42% | 14.56% | +7.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.26% | 16.85% | +7.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.00% | 16.93% | +6.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.29% | 14.90% | +7.39% |
RYMEX vs. CCSZX - Expense Ratio Comparison
RYMEX has a 1.60% expense ratio, which is higher than CCSZX's 0.86% expense ratio.
Dividends
RYMEX vs. CCSZX - Dividend Comparison
RYMEX's dividend yield for the trailing twelve months is around 1.88%, less than CCSZX's 2.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
CCSZX Columbia Commodity Strategy Fund | 2.42% | 3.00% | 8.84% | 4.42% | 94.73% | 36.39% | 0.13% | 1.09% | 18.52% | 0.09% |
RYMEX Rydex Commodities Strategy Fund | 1.88% | 2.38% | 0.00% | 4.98% | 17.15% | 2.97% | 109.50% | 0.74% | 44.23% | 1.49% |
Frequently Asked Questions
RYMEX and CCSZX have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RYMEX has higher volatility (7.09%) compared to CCSZX (4.82%). In terms of maximum drawdown, RYMEX dropped -91.81% vs CCSZX's -61.34%.
CCSZX currently has the higher Sharpe Ratio (2.07 vs 1.24), 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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