RYMEX vs. RYTPX
RYMEX (Rydex Commodities Strategy Fund) and RYTPX (Rydex Inverse S&P 500 2x Strategy Fund) are both mutual funds - RYMEX is a Commodities fund managed by Rydex Funds, while RYTPX is a Inverse Equities fund managed by Rydex Funds. Over the past 10 years, RYMEX returned 8.56%/yr vs -16.47%/yr for RYTPX. Their -0.26 correlation means they have often moved in opposite directions in the past. RYMEX charges 1.60%/yr vs 2.16%/yr for RYTPX.
Performance
RYMEX vs. RYTPX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, RYMEX achieves a 36.88% return, which is significantly higher than RYTPX's -13.45% return. Over the past 10 years, RYMEX has outperformed RYTPX with an annualized return of 8.56%, while RYTPX has yielded a comparatively lower -16.47% 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%
RYTPX
- 1D
- -3.26%
- 1M
- 1.59%
- 6M
- -11.47%
- YTD
- -13.45%
- 1Y
- -26.44%
- 3Y*
- -24.84%
- 5Y*
- -20.33%
- 10Y*
- -16.47%
- ALL TIME*
- -21.79%
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. RYTPX - 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% |
RYTPX Rydex Inverse S&P 500 2x Strategy Fund | -13.45% | -27.24% | -29.24% | -31.96% | 29.31% | -43.38% | -50.05% | -41.84% | 4.42% | -32.54% |
Correlation
The correlation between RYMEX and RYTPX is 0.20, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.20 |
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 | -0.26 |
The correlation between RYMEX and RYTPX shifts across timeframes, from -0.26 (all time) to 0.20 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
RYMEX vs. RYTPX — Risk / Return Rank
RYMEX
RYTPX
RYMEX vs. RYTPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex Commodities Strategy Fund (RYMEX) and Rydex Inverse S&P 500 2x Strategy Fund (RYTPX). 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 | RYTPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.38 | ||
| Sortino ratioReturn per unit of downside risk | +3.31 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 0.86 | +0.40 |
| Calmar ratioReturn relative to maximum drawdown | 1.97 | -0.78 | +2.76 |
| Martin ratioReturn relative to average drawdown | 6.26 | -1.31 | +7.57 |
Loading charts...
Drawdowns
RYMEX vs. RYTPX - Drawdown Comparison
The maximum RYMEX drawdown since its inception was -91.81%, smaller than the maximum RYTPX drawdown of -99.92%. Use the drawdown chart below to compare losses from any high point for RYMEX and RYTPX.
Loading charts...
Drawdown Indicators
| RYMEX | RYTPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.81% | -99.92% | +8.11% |
Max Drawdown (1Y)Largest decline over 1 year | -18.68% | -29.99% | +11.31% |
Max Drawdown (3Y)Largest decline over 3 years | -18.68% | -68.03% | +49.35% |
Max Drawdown (5Y)Largest decline over 5 years | -30.45% | -75.66% | +45.21% |
Max Drawdown (10Y)Largest decline over 10 years | -59.20% | -96.13% | +36.93% |
Current DrawdownCurrent decline from peak | -66.55% | -99.92% | +33.37% |
Average DrawdownAverage peak-to-trough decline | -66.07% | -82.40% | +16.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.92% | 17.99% | -12.07% |
Volatility
RYMEX vs. RYTPX - Volatility Comparison
Rydex Commodities Strategy Fund (RYMEX) has a higher volatility of 8.28% compared to Rydex Inverse S&P 500 2x Strategy Fund (RYTPX) at 6.85%. This indicates that RYMEX's price experiences larger fluctuations and is considered to be riskier than RYTPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| RYMEX | RYTPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.28% | 6.85% | +1.43% |
Volatility (6M)Calculated over the trailing 6-month period | 23.23% | 20.21% | +3.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.13% | 25.68% | -0.55% |
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% | 238.76% | -216.39% |
RYMEX vs. RYTPX - Expense Ratio Comparison
RYMEX has a 1.60% expense ratio, which is lower than RYTPX's 2.16% expense ratio.
Dividends
RYMEX vs. RYTPX - Dividend Comparison
RYMEX's dividend yield for the trailing twelve months is around 1.74%, less than RYTPX's 5.95% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
RYTPX Rydex Inverse S&P 500 2x Strategy Fund | 5.95% | 5.15% | 6.90% | 3.35% | 0.00% | 0.00% | 0.00% | 0.23% | 0.00% | 0.00% |
Frequently Asked Questions
RYMEX and RYTPX have a correlation of 0.20, 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 RYTPX (6.85%). In terms of maximum drawdown, RYMEX dropped -91.81% vs RYTPX's -99.92%.
RYMEX currently has the higher Sharpe Ratio (1.47 vs -0.92), 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.
Find the right allocation for RYMEX and RYTPX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer