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RYMIX vs. FGEMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RYMIX vs. FGEMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rydex Telecommunications Fund (RYMIX) and Fidelity Advisor Communication Services Class M (FGEMX). The values are adjusted to include any dividend payments, if applicable.

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RYMIX vs. FGEMX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
RYMIX
Rydex Telecommunications Fund
12.20%32.40%15.98%6.45%-25.64%9.42%10.04%13.43%-8.91%
FGEMX
Fidelity Advisor Communication Services Class M
-11.81%35.78%35.16%56.03%-38.63%15.37%34.73%32.42%-7.45%

Returns By Period

In the year-to-date period, RYMIX achieves a 12.20% return, which is significantly higher than FGEMX's -11.81% return.


RYMIX

1D
-2.38%
1M
-3.30%
YTD
12.20%
6M
18.72%
1Y
47.19%
3Y*
20.30%
5Y*
7.23%
10Y*
7.64%

FGEMX

1D
-0.18%
1M
-11.53%
YTD
-11.81%
6M
-9.42%
1Y
26.29%
3Y*
27.80%
5Y*
10.35%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RYMIX vs. FGEMX - Expense Ratio Comparison

RYMIX has a 1.36% expense ratio, which is higher than FGEMX's 1.27% expense ratio.


Return for Risk

RYMIX vs. FGEMX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RYMIX
RYMIX Risk / Return Rank: 9595
Overall Rank
RYMIX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
RYMIX Sortino Ratio Rank: 9393
Sortino Ratio Rank
RYMIX Omega Ratio Rank: 9191
Omega Ratio Rank
RYMIX Calmar Ratio Rank: 9797
Calmar Ratio Rank
RYMIX Martin Ratio Rank: 9797
Martin Ratio Rank

FGEMX
FGEMX Risk / Return Rank: 6060
Overall Rank
FGEMX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
FGEMX Sortino Ratio Rank: 6868
Sortino Ratio Rank
FGEMX Omega Ratio Rank: 6161
Omega Ratio Rank
FGEMX Calmar Ratio Rank: 5454
Calmar Ratio Rank
FGEMX Martin Ratio Rank: 5151
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.

RYMIX vs. FGEMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rydex Telecommunications Fund (RYMIX) and Fidelity Advisor Communication Services Class M (FGEMX). 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.


RYMIXFGEMXDifference

Sharpe ratio

Return per unit of total volatility

2.34

1.15

+1.19

Sortino ratio

Return per unit of downside risk

2.91

1.70

+1.21

Omega ratio

Gain probability vs. loss probability

1.41

1.23

+0.18

Calmar ratio

Return relative to maximum drawdown

3.76

1.31

+2.45

Martin ratio

Return relative to average drawdown

15.61

5.02

+10.59

RYMIX vs. FGEMX - Sharpe Ratio Comparison

The current RYMIX Sharpe Ratio is 2.34, which is higher than the FGEMX Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of RYMIX and FGEMX, 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


RYMIXFGEMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.34

1.15

+1.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.45

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.02

0.67

-0.68

Correlation

The correlation between RYMIX and FGEMX is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

RYMIX vs. FGEMX - Dividend Comparison

RYMIX's dividend yield for the trailing twelve months is around 0.76%, less than FGEMX's 8.26% yield.


TTM20252024202320222021202020192018201720162015
RYMIX
Rydex Telecommunications Fund
0.76%0.85%0.17%1.55%1.42%0.42%2.16%3.56%0.26%3.95%2.13%3.57%
FGEMX
Fidelity Advisor Communication Services Class M
8.26%7.28%6.99%0.00%0.00%5.61%3.78%35.33%8.81%0.00%0.00%0.00%

Drawdowns

RYMIX vs. FGEMX - Drawdown Comparison

The maximum RYMIX drawdown since its inception was -87.85%, which is greater than FGEMX's maximum drawdown of -47.74%. Use the drawdown chart below to compare losses from any high point for RYMIX and FGEMX.


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Drawdown Indicators


RYMIXFGEMXDifference

Max Drawdown

Largest peak-to-trough decline

-87.85%

-47.74%

-40.11%

Max Drawdown (1Y)

Largest decline over 1 year

-11.89%

-16.98%

+5.09%

Max Drawdown (5Y)

Largest decline over 5 years

-35.32%

-47.74%

+12.42%

Max Drawdown (10Y)

Largest decline over 10 years

-35.32%

Current Drawdown

Current decline from peak

-47.91%

-16.98%

-30.93%

Average Drawdown

Average peak-to-trough decline

-68.13%

-11.18%

-56.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.87%

4.44%

-1.57%

Volatility

RYMIX vs. FGEMX - Volatility Comparison

Rydex Telecommunications Fund (RYMIX) has a higher volatility of 8.04% compared to Fidelity Advisor Communication Services Class M (FGEMX) at 7.07%. This indicates that RYMIX's price experiences larger fluctuations and is considered to be riskier than FGEMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RYMIXFGEMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.04%

7.07%

+0.97%

Volatility (6M)

Calculated over the trailing 6-month period

13.75%

13.79%

-0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

20.24%

23.02%

-2.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.83%

23.13%

-5.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.19%

24.00%

-5.81%