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RYOIX vs. RYCKX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RYOIX vs. RYCKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rydex Biotechnology Fund (RYOIX) 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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RYOIX vs. RYCKX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RYOIX
Rydex Biotechnology Fund
-2.83%30.62%-0.95%6.06%-13.04%2.05%21.94%30.69%-8.94%29.68%
RYCKX
Rydex S&P MidCap 400 Pure Growth Fund
0.34%6.61%15.10%13.97%-23.05%11.26%29.72%14.60%-15.17%18.02%

Returns By Period

In the year-to-date period, RYOIX achieves a -2.83% return, which is significantly lower than RYCKX's 0.34% return. Over the past 10 years, RYOIX has outperformed RYCKX with an annualized return of 8.46%, while RYCKX has yielded a comparatively lower 6.45% annualized return.


RYOIX

1D
1.00%
1M
-6.92%
YTD
-2.83%
6M
11.88%
1Y
28.65%
3Y*
10.88%
5Y*
3.74%
10Y*
8.46%

RYCKX

1D
-1.99%
1M
-9.85%
YTD
0.34%
6M
2.73%
1Y
18.58%
3Y*
11.21%
5Y*
2.19%
10Y*
6.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RYOIX vs. RYCKX - Expense Ratio Comparison

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


Return for Risk

RYOIX vs. RYCKX — Risk / Return Rank

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

RYOIX
RYOIX Risk / Return Rank: 6464
Overall Rank
RYOIX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
RYOIX Sortino Ratio Rank: 6464
Sortino Ratio Rank
RYOIX Omega Ratio Rank: 5050
Omega Ratio Rank
RYOIX Calmar Ratio Rank: 7373
Calmar Ratio Rank
RYOIX Martin Ratio Rank: 7171
Martin Ratio Rank

RYCKX
RYCKX Risk / Return Rank: 4444
Overall Rank
RYCKX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
RYCKX Sortino Ratio Rank: 4343
Sortino Ratio Rank
RYCKX Omega Ratio Rank: 3636
Omega Ratio Rank
RYCKX Calmar Ratio Rank: 4949
Calmar Ratio Rank
RYCKX Martin Ratio Rank: 5353
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. RYCKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rydex Biotechnology Fund (RYOIX) 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.


RYOIXRYCKXDifference

Sharpe ratio

Return per unit of total volatility

1.14

0.82

+0.32

Sortino ratio

Return per unit of downside risk

1.64

1.30

+0.34

Omega ratio

Gain probability vs. loss probability

1.21

1.17

+0.04

Calmar ratio

Return relative to maximum drawdown

1.71

1.21

+0.50

Martin ratio

Return relative to average drawdown

6.79

5.17

+1.62

RYOIX vs. RYCKX - Sharpe Ratio Comparison

The current RYOIX Sharpe Ratio is 1.14, which is higher than the RYCKX Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of RYOIX and RYCKX, 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


RYOIXRYCKXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

0.82

+0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

0.10

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.28

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.31

+0.04

Correlation

The correlation between RYOIX and RYCKX 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

RYOIX vs. RYCKX - Dividend Comparison

RYOIX's dividend yield for the trailing twelve months is around 12.93%, while RYCKX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
RYOIX
Rydex Biotechnology Fund
12.93%12.57%14.61%0.00%1.29%19.39%7.28%8.58%14.11%5.38%0.00%1.45%
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%

Drawdowns

RYOIX vs. RYCKX - Drawdown Comparison

The maximum RYOIX drawdown since its inception was -74.43%, which is greater than RYCKX's maximum drawdown of -52.60%. Use the drawdown chart below to compare losses from any high point for RYOIX and RYCKX.


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Drawdown Indicators


RYOIXRYCKXDifference

Max Drawdown

Largest peak-to-trough decline

-74.43%

-52.60%

-21.83%

Max Drawdown (1Y)

Largest decline over 1 year

-12.10%

-13.33%

+1.23%

Max Drawdown (5Y)

Largest decline over 5 years

-33.66%

-35.98%

+2.32%

Max Drawdown (10Y)

Largest decline over 10 years

-33.66%

-44.75%

+11.09%

Current Drawdown

Current decline from peak

-7.52%

-10.50%

+2.98%

Average Drawdown

Average peak-to-trough decline

-27.81%

-9.58%

-18.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.65%

3.11%

+0.54%

Volatility

RYOIX vs. RYCKX - Volatility Comparison

The current volatility for Rydex Biotechnology Fund (RYOIX) is 6.76%, while Rydex S&P MidCap 400 Pure Growth Fund (RYCKX) has a volatility of 7.64%. This indicates that RYOIX experiences smaller price fluctuations and is considered to be less risky 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


RYOIXRYCKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.76%

7.64%

-0.88%

Volatility (6M)

Calculated over the trailing 6-month period

13.23%

13.60%

-0.37%

Volatility (1Y)

Calculated over the trailing 1-year period

22.95%

22.74%

+0.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.08%

22.65%

-1.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.33%

22.96%

+0.37%