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RYNVX vs. PHPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RYNVX vs. PHPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rydex Nova Fund (RYNVX) and ProFunds Pharmaceuticals UltraSector Fund (PHPIX). The values are adjusted to include any dividend payments, if applicable.

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RYNVX vs. PHPIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RYNVX
Rydex Nova Fund
-11.41%21.42%33.14%35.31%-29.96%42.56%19.64%45.58%-10.24%31.17%
PHPIX
ProFunds Pharmaceuticals UltraSector Fund
-13.41%41.41%1.36%-11.28%-10.73%28.10%15.48%19.98%-14.91%10.19%

Returns By Period

In the year-to-date period, RYNVX achieves a -11.41% return, which is significantly higher than PHPIX's -13.41% return. Over the past 10 years, RYNVX has outperformed PHPIX with an annualized return of 16.20%, while PHPIX has yielded a comparatively lower 5.08% annualized return.


RYNVX

1D
-0.59%
1M
-11.64%
YTD
-11.41%
6M
-8.94%
1Y
16.27%
3Y*
20.70%
5Y*
12.22%
10Y*
16.20%

PHPIX

1D
-1.54%
1M
-15.65%
YTD
-13.41%
6M
8.28%
1Y
20.02%
3Y*
7.16%
5Y*
5.13%
10Y*
5.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RYNVX vs. PHPIX - Expense Ratio Comparison

RYNVX has a 1.23% expense ratio, which is lower than PHPIX's 1.78% expense ratio.


Return for Risk

RYNVX vs. PHPIX — Risk / Return Rank

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

RYNVX
RYNVX Risk / Return Rank: 3030
Overall Rank
RYNVX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
RYNVX Sortino Ratio Rank: 3030
Sortino Ratio Rank
RYNVX Omega Ratio Rank: 3333
Omega Ratio Rank
RYNVX Calmar Ratio Rank: 2626
Calmar Ratio Rank
RYNVX Martin Ratio Rank: 3232
Martin Ratio Rank

PHPIX
PHPIX Risk / Return Rank: 3232
Overall Rank
PHPIX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
PHPIX Sortino Ratio Rank: 3636
Sortino Ratio Rank
PHPIX Omega Ratio Rank: 2727
Omega Ratio Rank
PHPIX Calmar Ratio Rank: 3838
Calmar Ratio Rank
PHPIX Martin Ratio Rank: 2727
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.

RYNVX vs. PHPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rydex Nova Fund (RYNVX) and ProFunds Pharmaceuticals UltraSector Fund (PHPIX). 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.


RYNVXPHPIXDifference

Sharpe ratio

Return per unit of total volatility

0.64

0.75

-0.11

Sortino ratio

Return per unit of downside risk

1.07

1.20

-0.13

Omega ratio

Gain probability vs. loss probability

1.16

1.15

+0.01

Calmar ratio

Return relative to maximum drawdown

0.77

1.02

-0.26

Martin ratio

Return relative to average drawdown

3.48

2.91

+0.58

RYNVX vs. PHPIX - Sharpe Ratio Comparison

The current RYNVX Sharpe Ratio is 0.64, which is comparable to the PHPIX Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of RYNVX and PHPIX, 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


RYNVXPHPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.64

0.75

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.19

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.19

+0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.11

+0.27

Correlation

The correlation between RYNVX and PHPIX is 0.65, 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

RYNVX vs. PHPIX - Dividend Comparison

RYNVX's dividend yield for the trailing twelve months is around 0.85%, less than PHPIX's 1.03% yield.


TTM20252024202320222021202020192018201720162015
RYNVX
Rydex Nova Fund
0.85%0.76%0.66%0.59%22.11%9.07%0.53%0.00%0.00%1.97%1.22%0.13%
PHPIX
ProFunds Pharmaceuticals UltraSector Fund
1.03%0.89%1.06%0.48%0.00%11.83%0.38%0.00%4.17%0.00%0.00%0.08%

Drawdowns

RYNVX vs. PHPIX - Drawdown Comparison

The maximum RYNVX drawdown since its inception was -76.54%, roughly equal to the maximum PHPIX drawdown of -77.37%. Use the drawdown chart below to compare losses from any high point for RYNVX and PHPIX.


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Drawdown Indicators


RYNVXPHPIXDifference

Max Drawdown

Largest peak-to-trough decline

-76.54%

-77.37%

+0.83%

Max Drawdown (1Y)

Largest decline over 1 year

-17.91%

-19.35%

+1.44%

Max Drawdown (5Y)

Largest decline over 5 years

-40.92%

-39.21%

-1.71%

Max Drawdown (10Y)

Largest decline over 10 years

-48.58%

-45.46%

-3.12%

Current Drawdown

Current decline from peak

-13.84%

-17.65%

+3.81%

Average Drawdown

Average peak-to-trough decline

-19.72%

-31.88%

+12.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.94%

8.40%

-4.46%

Volatility

RYNVX vs. PHPIX - Volatility Comparison

The current volatility for Rydex Nova Fund (RYNVX) is 6.38%, while ProFunds Pharmaceuticals UltraSector Fund (PHPIX) has a volatility of 11.33%. This indicates that RYNVX experiences smaller price fluctuations and is considered to be less risky than PHPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RYNVXPHPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.38%

11.33%

-4.95%

Volatility (6M)

Calculated over the trailing 6-month period

13.61%

22.92%

-9.31%

Volatility (1Y)

Calculated over the trailing 1-year period

27.19%

35.40%

-8.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.89%

27.47%

-1.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.33%

27.53%

-0.20%