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RYMEX vs. RYTNX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RYMEX vs. RYTNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rydex Commodities Strategy Fund (RYMEX) and Rydex S&P 500 2x Strategy Fund (RYTNX). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. 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)202520242023202220212020201920182017
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

Compare historical risk-adjusted metric ranks over the past 12 months.

RYMEX
RYMEX Risk / Return Rank: 5353
Overall Rank
RYMEX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
RYMEX Sortino Ratio Rank: 5454
Sortino Ratio Rank
RYMEX Omega Ratio Rank: 5454
Omega Ratio Rank
RYMEX Calmar Ratio Rank: 5555
Calmar Ratio Rank
RYMEX Martin Ratio Rank: 4343
Martin Ratio Rank

RYTNX
RYTNX Risk / Return Rank: 3838
Overall Rank
RYTNX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
RYTNX Sortino Ratio Rank: 3535
Sortino Ratio Rank
RYTNX Omega Ratio Rank: 3636
Omega Ratio Rank
RYTNX Calmar Ratio Rank: 3838
Calmar Ratio Rank
RYTNX Martin Ratio Rank: 4444
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.


RYMEXRYTNXDifference
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

RYMEX vs. RYTNX - Sharpe Ratio Comparison

The current RYMEX Sharpe Ratio is 1.47, which is higher than the RYTNX Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of RYMEX and RYTNX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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


RYMEXRYTNXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-66.55%

-5.43%

-61.12%

Average Drawdown

Average peak-to-trough decline

-66.07%

-28.39%

-37.68%

Ulcer Index

Depth 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


RYMEXRYTNXDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

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