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RYOIX vs. FBTAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RYOIX vs. FBTAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rydex Biotechnology Fund (RYOIX) and Fidelity Advisor Biotechnology Fund Class A (FBTAX). The values are adjusted to include any dividend payments, if applicable.

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RYOIX vs. FBTAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RYOIX
Rydex Biotechnology Fund
2.04%30.62%-0.95%6.06%-13.04%2.05%21.94%30.69%-8.94%29.68%
FBTAX
Fidelity Advisor Biotechnology Fund Class A
2.24%39.54%5.37%10.70%-7.95%-3.10%32.17%25.74%-3.86%25.80%

Returns By Period

In the year-to-date period, RYOIX achieves a 2.04% return, which is significantly lower than FBTAX's 2.24% return. Over the past 10 years, RYOIX has underperformed FBTAX with an annualized return of 9.00%, while FBTAX has yielded a comparatively higher 11.86% annualized return.


RYOIX

1D
5.02%
1M
-1.74%
YTD
2.04%
6M
14.85%
1Y
38.77%
3Y*
12.70%
5Y*
4.57%
10Y*
9.00%

FBTAX

1D
5.08%
1M
-0.75%
YTD
2.24%
6M
15.54%
1Y
55.40%
3Y*
20.44%
5Y*
8.92%
10Y*
11.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RYOIX vs. FBTAX - Expense Ratio Comparison

RYOIX has a 1.36% expense ratio, which is higher than FBTAX's 1.00% expense ratio.


Return for Risk

RYOIX vs. FBTAX — Risk / Return Rank

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

RYOIX
RYOIX Risk / Return Rank: 7979
Overall Rank
RYOIX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
RYOIX Sortino Ratio Rank: 7878
Sortino Ratio Rank
RYOIX Omega Ratio Rank: 6565
Omega Ratio Rank
RYOIX Calmar Ratio Rank: 8888
Calmar Ratio Rank
RYOIX Martin Ratio Rank: 8888
Martin Ratio Rank

FBTAX
FBTAX Risk / Return Rank: 8989
Overall Rank
FBTAX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
FBTAX Sortino Ratio Rank: 8989
Sortino Ratio Rank
FBTAX Omega Ratio Rank: 8080
Omega Ratio Rank
FBTAX Calmar Ratio Rank: 9494
Calmar Ratio Rank
FBTAX Martin Ratio Rank: 9494
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.

RYOIX vs. FBTAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rydex Biotechnology Fund (RYOIX) and Fidelity Advisor Biotechnology Fund Class A (FBTAX). 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.


RYOIXFBTAXDifference

Sharpe ratio

Return per unit of total volatility

1.51

1.94

-0.42

Sortino ratio

Return per unit of downside risk

2.12

2.53

-0.41

Omega ratio

Gain probability vs. loss probability

1.27

1.33

-0.06

Calmar ratio

Return relative to maximum drawdown

2.55

3.16

-0.60

Martin ratio

Return relative to average drawdown

10.27

12.63

-2.35

RYOIX vs. FBTAX - Sharpe Ratio Comparison

The current RYOIX Sharpe Ratio is 1.51, which is comparable to the FBTAX Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of RYOIX and FBTAX, 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


RYOIXFBTAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.51

1.94

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.38

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.48

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.31

+0.05

Correlation

The correlation between RYOIX and FBTAX is 0.96, 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

RYOIX vs. FBTAX - Dividend Comparison

RYOIX's dividend yield for the trailing twelve months is around 12.32%, more than FBTAX's 1.42% yield.


TTM20252024202320222021202020192018201720162015
RYOIX
Rydex Biotechnology Fund
12.32%12.57%14.61%0.00%1.29%19.39%7.28%8.58%14.11%5.38%0.00%1.45%
FBTAX
Fidelity Advisor Biotechnology Fund Class A
1.42%1.45%6.00%1.15%0.00%20.12%8.37%6.77%2.50%0.00%0.00%5.36%

Drawdowns

RYOIX vs. FBTAX - Drawdown Comparison

The maximum RYOIX drawdown since its inception was -74.43%, which is greater than FBTAX's maximum drawdown of -63.55%. Use the drawdown chart below to compare losses from any high point for RYOIX and FBTAX.


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Drawdown Indicators


RYOIXFBTAXDifference

Max Drawdown

Largest peak-to-trough decline

-74.43%

-63.55%

-10.88%

Max Drawdown (1Y)

Largest decline over 1 year

-12.10%

-13.60%

+1.50%

Max Drawdown (5Y)

Largest decline over 5 years

-33.66%

-36.51%

+2.85%

Max Drawdown (10Y)

Largest decline over 10 years

-33.66%

-38.82%

+5.16%

Current Drawdown

Current decline from peak

-2.87%

-2.54%

-0.33%

Average Drawdown

Average peak-to-trough decline

-27.80%

-21.34%

-6.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.14%

3.71%

-0.57%

Volatility

RYOIX vs. FBTAX - Volatility Comparison

The current volatility for Rydex Biotechnology Fund (RYOIX) is 8.55%, while Fidelity Advisor Biotechnology Fund Class A (FBTAX) has a volatility of 9.36%. This indicates that RYOIX experiences smaller price fluctuations and is considered to be less risky than FBTAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RYOIXFBTAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.55%

9.36%

-0.81%

Volatility (6M)

Calculated over the trailing 6-month period

14.04%

17.00%

-2.96%

Volatility (1Y)

Calculated over the trailing 1-year period

23.43%

26.00%

-2.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.16%

23.32%

-2.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.37%

24.59%

-1.22%