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RYMIX vs. RYCKX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RYMIX vs. RYCKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rydex Telecommunications Fund (RYMIX) and Rydex S&P MidCap 400 Pure Growth Fund (RYCKX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RYMIX achieves a 26.23% return, which is significantly higher than RYCKX's 21.00% return. Both investments have delivered pretty close results over the past 10 years, with RYMIX having a 8.81% annualized return and RYCKX not far behind at 8.52%.


RYMIX

1D
-0.66%
1M
-6.45%
YTD
26.23%
6M
25.71%
1Y
58.37%
3Y*
26.64%
5Y*
8.77%
10Y*
8.81%

RYCKX

1D
1.09%
1M
3.82%
YTD
21.00%
6M
18.07%
1Y
31.61%
3Y*
17.08%
5Y*
6.44%
10Y*
8.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RYMIX vs. RYCKX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RYMIX
Rydex Telecommunications Fund
26.23%32.40%15.98%6.45%-25.64%9.42%10.04%13.43%-5.25%5.79%
RYCKX
Rydex S&P MidCap 400 Pure Growth Fund
21.00%6.61%15.10%13.97%-23.05%11.26%29.72%14.60%-15.17%18.02%

Correlation

The correlation between RYMIX and RYCKX is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.65

Correlation (3Y)
Calculated over the trailing 3-year period

0.68

Correlation (5Y)
Calculated over the trailing 5-year period

0.73

Correlation (10Y)
Calculated over the trailing 10-year period

0.74

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2005

0.79

The correlation between RYMIX and RYCKX shifts across timeframes, from 0.65 (1 year) to 0.79 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

RYMIX vs. RYCKX — Risk / Return Rank

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

RYMIX
RYMIX Risk / Return Rank: 8989
Overall Rank
RYMIX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
RYMIX Sortino Ratio Rank: 8383
Sortino Ratio Rank
RYMIX Omega Ratio Rank: 8080
Omega Ratio Rank
RYMIX Calmar Ratio Rank: 9696
Calmar Ratio Rank
RYMIX Martin Ratio Rank: 9696
Martin Ratio Rank

RYCKX
RYCKX Risk / Return Rank: 4949
Overall Rank
RYCKX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
RYCKX Sortino Ratio Rank: 3838
Sortino Ratio Rank
RYCKX Omega Ratio Rank: 3535
Omega Ratio Rank
RYCKX Calmar Ratio Rank: 6969
Calmar Ratio Rank
RYCKX Martin Ratio Rank: 6767
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. RYCKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rydex Telecommunications Fund (RYMIX) and Rydex S&P MidCap 400 Pure Growth Fund (RYCKX). 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.


RYMIXRYCKXDifference
Sharpe ratioReturn per unit of total volatility

+1.24

Sortino ratioReturn per unit of downside risk

+1.21

Omega ratioGain probability vs. loss probability

1.48

1.29

+0.19

Calmar ratioReturn relative to maximum drawdown

5.67

3.04

+2.63

Martin ratioReturn relative to average drawdown

21.36

12.17

+9.18

RYMIX vs. RYCKX - Sharpe Ratio Comparison

The current RYMIX Sharpe Ratio is 2.92, which is higher than the RYCKX Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of RYMIX and RYCKX, 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

RYMIX vs. RYCKX - Drawdown Comparison

The maximum RYMIX drawdown since its inception was -87.85%, which is greater than RYCKX's maximum drawdown of -52.60%. Use the drawdown chart below to compare losses from any high point for RYMIX and RYCKX.


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Drawdown Indicators


RYMIXRYCKXDifference

Max Drawdown

Largest peak-to-trough decline

-87.85%

-52.60%

-35.25%

Max Drawdown (1Y)

Largest decline over 1 year

-10.46%

-10.50%

+0.04%

Max Drawdown (3Y)

Largest decline over 3 years

-16.11%

-27.14%

+11.03%

Max Drawdown (5Y)

Largest decline over 5 years

-35.32%

-35.98%

+0.66%

Max Drawdown (10Y)

Largest decline over 10 years

-35.32%

-44.75%

+9.43%

Current Drawdown

Current decline from peak

-41.41%

-0.34%

-41.07%

Average Drawdown

Average peak-to-trough decline

-67.89%

-9.50%

-58.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.77%

2.62%

+0.15%

Volatility

RYMIX vs. RYCKX - Volatility Comparison

Rydex Telecommunications Fund (RYMIX) has a higher volatility of 9.43% compared to Rydex S&P MidCap 400 Pure Growth Fund (RYCKX) at 6.58%. This indicates that RYMIX's price experiences larger fluctuations and is considered to be riskier than RYCKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RYMIXRYCKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.43%

6.58%

+2.85%

Volatility (6M)

Calculated over the trailing 6-month period

16.76%

15.42%

+1.34%

Volatility (1Y)

Calculated over the trailing 1-year period

20.32%

19.00%

+1.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.55%

22.88%

-4.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.56%

23.11%

-4.55%

RYMIX vs. RYCKX - Expense Ratio Comparison

RYMIX has a 1.36% expense ratio, which is lower than RYCKX's 2.26% expense ratio.


Dividends

RYMIX vs. RYCKX - Dividend Comparison

RYMIX's dividend yield for the trailing twelve months is around 0.67%, while RYCKX has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
RYCKX
Rydex S&P MidCap 400 Pure Growth Fund
0.00%0.00%20.92%0.00%14.34%13.66%1.29%0.00%18.93%7.60%1.72%5.90%
RYMIX
Rydex Telecommunications Fund
0.67%0.85%0.17%1.55%1.42%0.42%2.16%3.56%0.26%3.95%2.13%3.57%

Frequently Asked Questions


RYMIX and RYCKX have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RYMIX has higher volatility (9.43%) compared to RYCKX (6.58%). In terms of maximum drawdown, RYMIX dropped -87.85% vs RYCKX's -52.60%.

RYMIX currently has the higher Sharpe Ratio (2.92 vs 1.68), 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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