RYPMX vs. RYDAX
Compare and contrast key facts about Rydex Precious Metals Fund (RYPMX) and Rydex Dow Jones Industrial Average Fund (RYDAX).
RYPMX is managed by Rydex Funds. It was launched on Nov 30, 1993. RYDAX is managed by Rydex Funds. It was launched on Dec 1, 2015.
Performance
RYPMX vs. RYDAX - Performance Comparison
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RYPMX vs. RYDAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYPMX Rydex Precious Metals Fund | 9.00% | 148.94% | 10.14% | 4.24% | -10.57% | -8.96% | 34.25% | 52.91% | -16.56% | 7.04% |
RYDAX Rydex Dow Jones Industrial Average Fund | -3.60% | 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, RYPMX achieves a 9.00% return, which is significantly higher than RYDAX's -3.60% return. Over the past 10 years, RYPMX has outperformed RYDAX with an annualized return of 17.64%, while RYDAX has yielded a comparatively lower 10.50% annualized return.
RYPMX
- 1D
- 7.50%
- 1M
- -20.71%
- YTD
- 9.00%
- 6M
- 24.38%
- 1Y
- 110.34%
- 3Y*
- 41.34%
- 5Y*
- 21.32%
- 10Y*
- 17.64%
RYDAX
- 1D
- 2.49%
- 1M
- -5.26%
- YTD
- -3.60%
- 6M
- -0.25%
- 1Y
- 10.38%
- 3Y*
- 11.90%
- 5Y*
- 7.11%
- 10Y*
- 10.50%
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RYPMX vs. RYDAX - Expense Ratio Comparison
RYPMX has a 1.26% expense ratio, which is lower than RYDAX's 1.58% expense ratio.
Return for Risk
RYPMX vs. RYDAX — Risk / Return Rank
RYPMX
RYDAX
RYPMX vs. RYDAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex Precious Metals Fund (RYPMX) 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.
| RYPMX | RYDAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.40 | 0.62 | +1.78 |
Sortino ratioReturn per unit of downside risk | 2.58 | 1.00 | +1.57 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.14 | +0.24 |
Calmar ratioReturn relative to maximum drawdown | 3.59 | 1.05 | +2.54 |
Martin ratioReturn relative to average drawdown | 13.15 | 3.84 | +9.31 |
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
| RYPMX | RYDAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.40 | 0.62 | +1.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.48 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.60 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.08 | 0.61 | -0.53 |
Correlation
The correlation between RYPMX and RYDAX is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
RYPMX vs. RYDAX - Dividend Comparison
RYPMX's dividend yield for the trailing twelve months is around 2.76%, more than RYDAX's 0.39% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYPMX Rydex Precious Metals Fund | 2.76% | 3.01% | 0.00% | 3.51% | 7.15% | 6.39% | 1.06% | 2.08% | 1.35% | 5.53% | 4.04% | 0.58% |
RYDAX Rydex Dow Jones Industrial Average Fund | 0.39% | 0.38% | 1.73% | 0.75% | 3.17% | 1.22% | 4.87% | 4.02% | 1.25% | 3.70% | 0.56% | 0.00% |
Drawdowns
RYPMX vs. RYDAX - Drawdown Comparison
The maximum RYPMX drawdown since its inception was -81.25%, which is greater than RYDAX's maximum drawdown of -37.34%. Use the drawdown chart below to compare losses from any high point for RYPMX and RYDAX.
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Drawdown Indicators
| RYPMX | RYDAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.25% | -37.34% | -43.91% |
Max Drawdown (1Y)Largest decline over 1 year | -30.86% | -10.87% | -19.99% |
Max Drawdown (5Y)Largest decline over 5 years | -46.83% | -22.12% | -24.71% |
Max Drawdown (10Y)Largest decline over 10 years | -47.81% | -37.34% | -10.47% |
Current DrawdownCurrent decline from peak | -21.00% | -7.62% | -13.38% |
Average DrawdownAverage peak-to-trough decline | -40.48% | -4.38% | -36.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.43% | 2.98% | +5.45% |
Volatility
RYPMX vs. RYDAX - Volatility Comparison
Rydex Precious Metals Fund (RYPMX) has a higher volatility of 18.25% compared to Rydex Dow Jones Industrial Average Fund (RYDAX) at 4.90%. This indicates that RYPMX'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
| RYPMX | RYDAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.25% | 4.90% | +13.35% |
Volatility (6M)Calculated over the trailing 6-month period | 38.56% | 9.25% | +29.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.16% | 16.83% | +29.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.44% | 14.77% | +21.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.32% | 17.58% | +19.74% |