RYMEX vs. FIFGX
RYMEX (Rydex Commodities Strategy Fund) and FIFGX (Fidelity SAI Inflation-Focused) are both Commodities funds. Over the past 5 years, RYMEX returned 13.58%/yr vs 74.93%/yr for FIFGX. Their correlation of 0.87 means they have usually moved in the same direction. RYMEX charges 1.60%/yr vs 0.39%/yr for FIFGX.
Performance
RYMEX vs. FIFGX - Performance Comparison
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Returns By Period
In the year-to-date period, RYMEX achieves a 36.88% return, which is significantly lower than FIFGX's 42.94% return.
RYMEX
- 1D
- -0.70%
- 1M
- 12.31%
- 6M
- 24.02%
- YTD
- 36.88%
- 1Y
- 40.17%
- 3Y*
- 12.97%
- 5Y*
- 13.58%
- 10Y*
- 8.56%
- ALL TIME*
- -3.27%
FIFGX
- 1D
- -0.95%
- 1M
- 11.03%
- 6M
- 28.71%
- YTD
- 42.94%
- 1Y
- 46.94%
- 3Y*
- 145.76%
- 5Y*
- 74.93%
- 10Y*
- —
- ALL TIME*
- 50.76%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
RYMEX vs. FIFGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
RYMEX Rydex Commodities Strategy Fund | 36.88% | 4.70% | 8.24% | -6.14% | 23.72% | 39.03% | -22.99% | 15.48% | -3.76% |
FIFGX Fidelity SAI Inflation-Focused | 42.94% | 7.44% | 6.34% | 781.04% | 9.30% | 32.92% | 1.48% | 9.32% | -2.00% |
Correlation
The correlation between RYMEX and FIFGX is 0.95, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.95 |
Correlation (3Y) Balances recent behavior with more history. | 0.95 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.90 |
Correlation (All Time) Calculated using the full available price history since Dec 20, 2018 | 0.87 |
The correlation between RYMEX and FIFGX has been stable across timeframes, ranging from 0.87 to 0.95 - a consistent structural relationship.
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Return for Risk
RYMEX vs. FIFGX — Risk / Return Rank
RYMEX
FIFGX
RYMEX vs. FIFGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex Commodities Strategy Fund (RYMEX) and Fidelity SAI Inflation-Focused (FIFGX). 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 | FIFGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.50 | ||
| Sortino ratioReturn per unit of downside risk | -0.60 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.33 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.97 | 2.66 | -0.68 |
| Martin ratioReturn relative to average drawdown | 6.26 | 8.97 | -2.71 |
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Drawdowns
RYMEX vs. FIFGX - Drawdown Comparison
The maximum RYMEX drawdown since its inception was -91.81%, which is greater than FIFGX's maximum drawdown of -29.47%. Use the drawdown chart below to compare losses from any high point for RYMEX and FIFGX.
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Drawdown Indicators
| RYMEX | FIFGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.81% | -29.47% | -62.34% |
Max Drawdown (1Y)Largest decline over 1 year | -18.68% | -16.42% | -2.26% |
Max Drawdown (3Y)Largest decline over 3 years | -18.68% | -16.42% | -2.26% |
Max Drawdown (5Y)Largest decline over 5 years | -30.45% | -29.47% | -0.98% |
Max Drawdown (10Y)Largest decline over 10 years | -59.20% | — | — |
Current DrawdownCurrent decline from peak | -66.55% | -6.37% | -60.18% |
Average DrawdownAverage peak-to-trough decline | -66.07% | -7.72% | -58.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.92% | 4.95% | +0.97% |
Volatility
RYMEX vs. FIFGX - Volatility Comparison
Rydex Commodities Strategy Fund (RYMEX) has a higher volatility of 8.28% compared to Fidelity SAI Inflation-Focused (FIFGX) at 7.12%. This indicates that RYMEX's price experiences larger fluctuations and is considered to be riskier than FIFGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYMEX | FIFGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.28% | 7.12% | +1.16% |
Volatility (6M)Calculated over the trailing 6-month period | 23.23% | 19.45% | +3.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.13% | 22.17% | +2.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.10% | 406.32% | -383.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.37% | 329.38% | -307.01% |
RYMEX vs. FIFGX - Expense Ratio Comparison
RYMEX has a 1.60% expense ratio, which is higher than FIFGX's 0.39% expense ratio.
Dividends
RYMEX vs. FIFGX - Dividend Comparison
RYMEX's dividend yield for the trailing twelve months is around 1.74%, less than FIFGX's 3.81% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
FIFGX Fidelity SAI Inflation-Focused | 3.81% | 5.44% | 4.73% | 1.54% | 12.64% | 35.77% | 3.10% | 1.59% | 0.00% | 0.00% |
RYMEX Rydex Commodities Strategy Fund | 1.74% | 2.38% | 0.00% | 4.98% | 17.15% | 2.97% | 109.50% | 0.74% | 44.23% | 1.49% |
Frequently Asked Questions
With a correlation of 0.95, RYMEX and FIFGX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
RYMEX has higher volatility (8.28%) compared to FIFGX (7.12%). In terms of maximum drawdown, RYMEX dropped -91.81% vs FIFGX's -29.47%.
FIFGX currently has the higher Sharpe Ratio (1.97 vs 1.47), 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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