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RYMEX vs. RYAIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RYMEX vs. RYAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rydex Commodities Strategy Fund (RYMEX) and Rydex Inverse NASDAQ-100 Strategy Fund (RYAIX). The values are adjusted to include any dividend payments, if applicable.

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RYMEX vs. RYAIX - 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%
RYAIX
Rydex Inverse NASDAQ-100 Strategy Fund
10.70%-15.63%-15.64%-31.71%35.92%-24.88%-40.98%-27.65%-2.63%-24.47%

Returns By Period

In the year-to-date period, RYMEX achieves a 40.07% return, which is significantly higher than RYAIX's 10.70% return. Over the past 10 years, RYMEX has outperformed RYAIX with an annualized return of 0.96%, while RYAIX has yielded a comparatively lower -16.89% 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%

RYAIX

1D
0.78%
1M
8.79%
YTD
10.70%
6M
9.08%
1Y
-14.68%
3Y*
-13.58%
5Y*
-10.67%
10Y*
-16.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RYMEX vs. RYAIX - Expense Ratio Comparison

RYMEX has a 1.60% expense ratio, which is higher than RYAIX's 1.55% expense ratio.


Return for Risk

RYMEX vs. RYAIX — 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

RYAIX
RYAIX Risk / Return Rank: 22
Overall Rank
RYAIX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
RYAIX Sortino Ratio Rank: 11
Sortino Ratio Rank
RYAIX Omega Ratio Rank: 11
Omega Ratio Rank
RYAIX Calmar Ratio Rank: 22
Calmar Ratio Rank
RYAIX Martin Ratio Rank: 44
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. RYAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rydex Commodities Strategy Fund (RYMEX) and Rydex Inverse NASDAQ-100 Strategy Fund (RYAIX). 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.


RYMEXRYAIXDifference

Sharpe ratio

Return per unit of total volatility

2.04

-0.65

+2.69

Sortino ratio

Return per unit of downside risk

2.70

-0.79

+3.49

Omega ratio

Gain probability vs. loss probability

1.36

0.89

+0.48

Calmar ratio

Return relative to maximum drawdown

3.59

-0.36

+3.96

Martin ratio

Return relative to average drawdown

9.58

-0.45

+10.03

RYMEX vs. RYAIX - Sharpe Ratio Comparison

The current RYMEX Sharpe Ratio is 2.04, which is higher than the RYAIX Sharpe Ratio of -0.65. The chart below compares the historical Sharpe Ratios of RYMEX and RYAIX, 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


RYMEXRYAIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.04

-0.65

+2.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

-0.47

+1.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.04

-0.75

+0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.26

-0.16

-0.10

Correlation

The correlation between RYMEX and RYAIX is -0.22. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

RYMEX vs. RYAIX - Dividend Comparison

RYMEX's dividend yield for the trailing twelve months is around 1.70%, less than RYAIX's 2.01% yield.


TTM202520242023202220212020201920182017
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%
RYAIX
Rydex Inverse NASDAQ-100 Strategy Fund
2.01%2.23%5.67%4.81%0.00%0.00%0.09%0.72%0.00%0.00%

Drawdowns

RYMEX vs. RYAIX - Drawdown Comparison

The maximum RYMEX drawdown since its inception was -93.96%, roughly equal to the maximum RYAIX drawdown of -98.75%. Use the drawdown chart below to compare losses from any high point for RYMEX and RYAIX.


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Drawdown Indicators


RYMEXRYAIXDifference

Max Drawdown

Largest peak-to-trough decline

-93.96%

-98.75%

+4.79%

Max Drawdown (1Y)

Largest decline over 1 year

-11.86%

-33.93%

+22.07%

Max Drawdown (5Y)

Largest decline over 5 years

-30.45%

-54.73%

+24.28%

Max Drawdown (10Y)

Largest decline over 10 years

-69.87%

-87.23%

+17.36%

Current Drawdown

Current decline from peak

-84.04%

-98.56%

+14.52%

Average Drawdown

Average peak-to-trough decline

-69.16%

-73.13%

+3.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.45%

27.19%

-22.74%

Volatility

RYMEX vs. RYAIX - Volatility Comparison

Rydex Commodities Strategy Fund (RYMEX) has a higher volatility of 11.73% compared to Rydex Inverse NASDAQ-100 Strategy Fund (RYAIX) at 5.34%. This indicates that RYMEX's price experiences larger fluctuations and is considered to be riskier than RYAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RYMEXRYAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.73%

5.34%

+6.39%

Volatility (6M)

Calculated over the trailing 6-month period

16.53%

12.33%

+4.20%

Volatility (1Y)

Calculated over the trailing 1-year period

21.32%

22.52%

-1.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.05%

22.82%

-0.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.62%

22.58%

+5.04%