RYMEX vs. RYTNX
RYMEX (Rydex Commodities Strategy Fund) and RYTNX (Rydex S&P 500 2x Strategy Fund) are both mutual funds - RYMEX is a Commodities fund managed by Rydex Funds, while RYTNX is a Leveraged Equities fund managed by Rydex Funds. Over the past 10 years, RYMEX returned 8.56%/yr vs 21.48%/yr for RYTNX. Their 0.28 correlation means their historical movements had little consistent relationship. RYMEX charges 1.60%/yr vs 1.82%/yr for RYTNX.
Performance
RYMEX vs. RYTNX - Performance Comparison
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Returns By Period
In the year-to-date period, RYMEX achieves a 36.88% return, which is significantly higher than RYTNX's 13.96% return. Over the past 10 years, RYMEX has underperformed RYTNX with an annualized return of 8.56%, while RYTNX has yielded a comparatively higher 21.48% annualized 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%
RYTNX
- 1D
- 3.28%
- 1M
- -1.58%
- 6M
- 11.42%
- YTD
- 13.96%
- 1Y
- 33.89%
- 3Y*
- 28.59%
- 5Y*
- 15.31%
- 10Y*
- 21.48%
- ALL TIME*
- 9.45%
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. RYTNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYMEX Rydex Commodities Strategy Fund | 36.88% | 4.70% | 8.24% | -6.14% | 23.72% | 39.03% | -22.99% | 15.48% | -14.96% | 4.67% |
RYTNX Rydex S&P 500 2x Strategy Fund | 13.96% | 24.88% | 41.95% | 45.20% | -39.32% | 55.55% | 20.31% | 62.29% | -15.06% | 42.95% |
Correlation
The correlation between RYMEX and RYTNX is -0.21, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.21 |
Correlation (3Y) Balances recent behavior with more history. | -0.03 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.11 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.20 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2006 | 0.28 |
The correlation between RYMEX and RYTNX shifts across timeframes, from -0.21 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
RYMEX vs. RYTNX — Risk / Return Rank
RYMEX
RYTNX
RYMEX vs. RYTNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex Commodities Strategy Fund (RYMEX) and Rydex S&P 500 2x Strategy Fund (RYTNX). 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 | RYTNX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.35 | ||
| Sortino ratioReturn per unit of downside risk | +0.43 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.20 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.97 | 1.56 | +0.42 |
| Martin ratioReturn relative to average drawdown | 6.26 | 6.24 | +0.02 |
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Drawdowns
RYMEX vs. RYTNX - Drawdown Comparison
The maximum RYMEX drawdown since its inception was -91.81%, which is greater than RYTNX's maximum drawdown of -86.64%. Use the drawdown chart below to compare losses from any high point for RYMEX and RYTNX.
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Drawdown Indicators
| RYMEX | RYTNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.81% | -86.64% | -5.17% |
Max Drawdown (1Y)Largest decline over 1 year | -18.68% | -18.43% | -0.25% |
Max Drawdown (3Y)Largest decline over 3 years | -18.68% | -35.36% | +16.68% |
Max Drawdown (5Y)Largest decline over 5 years | -30.45% | -47.01% | +16.56% |
Max Drawdown (10Y)Largest decline over 10 years | -59.20% | -59.23% | +0.03% |
Current DrawdownCurrent decline from peak | -66.55% | -5.43% | -61.12% |
Average DrawdownAverage peak-to-trough decline | -66.07% | -28.39% | -37.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.92% | 4.59% | +1.33% |
Volatility
RYMEX vs. RYTNX - Volatility Comparison
Rydex Commodities Strategy Fund (RYMEX) has a higher volatility of 8.28% compared to Rydex S&P 500 2x Strategy Fund (RYTNX) at 6.88%. This indicates that RYMEX's price experiences larger fluctuations and is considered to be riskier than RYTNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYMEX | RYTNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.28% | 6.88% | +1.40% |
Volatility (6M)Calculated over the trailing 6-month period | 23.23% | 20.17% | +3.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.13% | 25.67% | -0.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.10% | 33.98% | -10.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.37% | 36.17% | -13.80% |
RYMEX vs. RYTNX - Expense Ratio Comparison
RYMEX has a 1.60% expense ratio, which is lower than RYTNX's 1.82% expense ratio.
Dividends
RYMEX vs. RYTNX - Dividend Comparison
RYMEX's dividend yield for the trailing twelve months is around 1.74%, less than RYTNX's 4.20% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
RYTNX Rydex S&P 500 2x Strategy Fund | 4.20% | 4.79% | 5.45% | 0.14% | 0.00% | 0.14% | 0.69% | 1.84% | 0.00% | 5.84% | 0.16% | 1.52% |
Frequently Asked Questions
RYMEX and RYTNX have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RYMEX has higher volatility (8.28%) compared to RYTNX (6.88%). In terms of maximum drawdown, RYMEX dropped -91.81% vs RYTNX's -86.64%.
RYMEX currently has the higher Sharpe Ratio (1.47 vs 1.12), 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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