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RYMMX vs. RYTNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RYMMX vs. RYTNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rydex S&P MidCap 400 Pure Value Fund (RYMMX) and Rydex S&P 500 2x Strategy Fund (RYTNX). The values are adjusted to include any dividend payments, if applicable.

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RYMMX vs. RYTNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RYMMX
Rydex S&P MidCap 400 Pure Value Fund
-0.28%5.11%3.49%26.78%-6.06%30.05%5.74%20.83%-19.66%12.28%
RYTNX
Rydex S&P 500 2x Strategy Fund
-15.39%24.88%41.95%45.20%-39.32%55.55%20.31%62.29%-15.06%42.95%

Returns By Period

In the year-to-date period, RYMMX achieves a -0.28% return, which is significantly higher than RYTNX's -15.39% return. Over the past 10 years, RYMMX has underperformed RYTNX with an annualized return of 8.72%, while RYTNX has yielded a comparatively higher 19.00% annualized return.


RYMMX

1D
-0.46%
1M
-5.46%
YTD
-0.28%
6M
-0.75%
1Y
11.70%
3Y*
9.97%
5Y*
6.64%
10Y*
8.72%

RYTNX

1D
-0.78%
1M
-15.42%
YTD
-15.39%
6M
-12.80%
1Y
18.10%
3Y*
24.54%
5Y*
13.04%
10Y*
19.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RYMMX vs. RYTNX - Expense Ratio Comparison

RYMMX has a 2.26% expense ratio, which is higher than RYTNX's 1.82% expense ratio.


Return for Risk

RYMMX vs. RYTNX — Risk / Return Rank

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

RYMMX
RYMMX Risk / Return Rank: 1919
Overall Rank
RYMMX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
RYMMX Sortino Ratio Rank: 2121
Sortino Ratio Rank
RYMMX Omega Ratio Rank: 1818
Omega Ratio Rank
RYMMX Calmar Ratio Rank: 1919
Calmar Ratio Rank
RYMMX Martin Ratio Rank: 1818
Martin Ratio Rank

RYTNX
RYTNX Risk / Return Rank: 2525
Overall Rank
RYTNX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
RYTNX Sortino Ratio Rank: 2727
Sortino Ratio Rank
RYTNX Omega Ratio Rank: 2929
Omega Ratio Rank
RYTNX Calmar Ratio Rank: 2121
Calmar Ratio Rank
RYTNX Martin Ratio Rank: 2525
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.

RYMMX vs. RYTNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rydex S&P MidCap 400 Pure Value Fund (RYMMX) 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.


RYMMXRYTNXDifference

Sharpe ratio

Return per unit of total volatility

0.50

0.54

-0.04

Sortino ratio

Return per unit of downside risk

0.89

0.99

-0.10

Omega ratio

Gain probability vs. loss probability

1.12

1.15

-0.03

Calmar ratio

Return relative to maximum drawdown

0.60

0.63

-0.03

Martin ratio

Return relative to average drawdown

1.90

2.73

-0.83

RYMMX vs. RYTNX - Sharpe Ratio Comparison

The current RYMMX Sharpe Ratio is 0.50, which is comparable to the RYTNX Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of RYMMX and RYTNX, 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


RYMMXRYTNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.50

0.54

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.39

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.53

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.22

+0.03

Correlation

The correlation between RYMMX and RYTNX is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

RYMMX vs. RYTNX - Dividend Comparison

RYMMX's dividend yield for the trailing twelve months is around 0.18%, less than RYTNX's 5.66% yield.


TTM20252024202320222021202020192018201720162015
RYMMX
Rydex S&P MidCap 400 Pure Value Fund
0.18%0.18%8.21%0.48%17.90%6.82%0.05%0.00%3.84%1.94%0.22%0.30%
RYTNX
Rydex S&P 500 2x Strategy Fund
5.66%4.79%5.45%0.14%0.00%0.14%0.69%1.84%0.00%5.84%0.16%1.52%

Drawdowns

RYMMX vs. RYTNX - Drawdown Comparison

The maximum RYMMX drawdown since its inception was -73.49%, smaller than the maximum RYTNX drawdown of -86.64%. Use the drawdown chart below to compare losses from any high point for RYMMX and RYTNX.


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Drawdown Indicators


RYMMXRYTNXDifference

Max Drawdown

Largest peak-to-trough decline

-73.49%

-86.64%

+13.15%

Max Drawdown (1Y)

Largest decline over 1 year

-15.36%

-23.40%

+8.04%

Max Drawdown (5Y)

Largest decline over 5 years

-25.11%

-47.01%

+21.90%

Max Drawdown (10Y)

Largest decline over 10 years

-54.43%

-59.23%

+4.80%

Current Drawdown

Current decline from peak

-10.46%

-18.43%

+7.97%

Average Drawdown

Average peak-to-trough decline

-12.05%

-28.72%

+16.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.82%

5.37%

-0.55%

Volatility

RYMMX vs. RYTNX - Volatility Comparison

The current volatility for Rydex S&P MidCap 400 Pure Value Fund (RYMMX) is 4.77%, while Rydex S&P 500 2x Strategy Fund (RYTNX) has a volatility of 8.52%. This indicates that RYMMX experiences smaller price fluctuations and is considered to be less risky 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


RYMMXRYTNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.77%

8.52%

-3.75%

Volatility (6M)

Calculated over the trailing 6-month period

13.05%

18.16%

-5.11%

Volatility (1Y)

Calculated over the trailing 1-year period

24.00%

36.23%

-12.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.08%

33.67%

-11.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.07%

36.08%

-11.01%