RYOIX vs. RYDAX
Compare and contrast key facts about Rydex Biotechnology Fund (RYOIX) and Rydex Dow Jones Industrial Average Fund (RYDAX).
RYOIX is managed by Rydex Funds. It was launched on Mar 31, 1998. RYDAX is managed by Rydex Funds. It was launched on Dec 1, 2015.
Performance
RYOIX vs. RYDAX - Performance Comparison
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RYOIX vs. RYDAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYOIX Rydex Biotechnology Fund | -2.83% | 30.62% | -0.95% | 6.06% | -13.04% | 2.05% | 21.94% | 30.69% | -8.94% | 29.68% |
RYDAX Rydex Dow Jones Industrial Average Fund | -5.94% | 12.98% | 13.10% | 14.36% | -8.88% | 19.11% | 7.47% | 23.13% | -5.14% | 26.19% |
Returns By Period
In the year-to-date period, RYOIX achieves a -2.83% return, which is significantly higher than RYDAX's -5.94% return. Over the past 10 years, RYOIX has underperformed RYDAX with an annualized return of 8.46%, while RYDAX has yielded a comparatively higher 10.22% 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%
RYDAX
- 1D
- -0.06%
- 1M
- -7.64%
- YTD
- -5.94%
- 6M
- -2.59%
- 1Y
- 7.67%
- 3Y*
- 10.99%
- 5Y*
- 6.69%
- 10Y*
- 10.22%
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RYOIX vs. RYDAX - Expense Ratio Comparison
RYOIX has a 1.36% expense ratio, which is lower than RYDAX's 1.58% expense ratio.
Return for Risk
RYOIX vs. RYDAX — Risk / Return Rank
RYOIX
RYDAX
RYOIX vs. RYDAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex Biotechnology Fund (RYOIX) and Rydex Dow Jones Industrial Average Fund (RYDAX). 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.
| RYOIX | RYDAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.14 | 0.53 | +0.61 |
Sortino ratioReturn per unit of downside risk | 1.64 | 0.87 | +0.77 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.12 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.71 | 0.63 | +1.08 |
Martin ratioReturn relative to average drawdown | 6.79 | 2.34 | +4.46 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RYOIX | RYDAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.14 | 0.53 | +0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | 0.46 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | 0.58 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.59 | -0.24 |
Correlation
The correlation between RYOIX and RYDAX is 0.57, 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. RYDAX - Dividend Comparison
RYOIX's dividend yield for the trailing twelve months is around 12.93%, more than RYDAX's 0.40% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
RYDAX Rydex Dow Jones Industrial Average Fund | 0.40% | 0.38% | 1.73% | 0.75% | 3.17% | 1.22% | 4.87% | 4.02% | 1.25% | 3.70% | 0.56% | 0.00% |
Drawdowns
RYOIX vs. RYDAX - Drawdown Comparison
The maximum RYOIX drawdown since its inception was -74.43%, which is greater than RYDAX's maximum drawdown of -37.34%. Use the drawdown chart below to compare losses from any high point for RYOIX and RYDAX.
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Drawdown Indicators
| RYOIX | RYDAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.43% | -37.34% | -37.09% |
Max Drawdown (1Y)Largest decline over 1 year | -12.10% | -10.87% | -1.23% |
Max Drawdown (5Y)Largest decline over 5 years | -33.66% | -22.12% | -11.54% |
Max Drawdown (10Y)Largest decline over 10 years | -33.66% | -37.34% | +3.68% |
Current DrawdownCurrent decline from peak | -7.52% | -9.86% | +2.34% |
Average DrawdownAverage peak-to-trough decline | -27.81% | -4.38% | -23.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.65% | 2.95% | +0.70% |
Volatility
RYOIX vs. RYDAX - Volatility Comparison
Rydex Biotechnology Fund (RYOIX) has a higher volatility of 6.76% compared to Rydex Dow Jones Industrial Average Fund (RYDAX) at 3.99%. This indicates that RYOIX's price experiences larger fluctuations and is considered to be riskier than RYDAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYOIX | RYDAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.76% | 3.99% | +2.77% |
Volatility (6M)Calculated over the trailing 6-month period | 13.23% | 8.92% | +4.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.95% | 16.68% | +6.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.08% | 14.73% | +6.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.33% | 17.56% | +5.77% |