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RYRIX vs. FDLSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RYRIX vs. FDLSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rydex Retailing Fund (RYRIX) and Fidelity Select Leisure Portfolio (FDLSX). The values are adjusted to include any dividend payments, if applicable.

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RYRIX vs. FDLSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RYRIX
Rydex Retailing Fund
-6.97%9.71%15.87%17.11%-25.91%12.25%44.72%25.44%-3.10%12.82%
FDLSX
Fidelity Select Leisure Portfolio
-12.27%-5.30%13.64%30.14%-15.27%21.66%18.59%28.78%-7.65%29.09%

Returns By Period

In the year-to-date period, RYRIX achieves a -6.97% return, which is significantly higher than FDLSX's -12.27% return. Over the past 10 years, RYRIX has underperformed FDLSX with an annualized return of 8.28%, while FDLSX has yielded a comparatively higher 9.06% annualized return.


RYRIX

1D
0.04%
1M
-8.65%
YTD
-6.97%
6M
-9.14%
1Y
6.55%
3Y*
9.22%
5Y*
1.00%
10Y*
8.28%

FDLSX

1D
0.32%
1M
-8.57%
YTD
-12.27%
6M
-23.33%
1Y
-13.03%
3Y*
2.71%
5Y*
3.18%
10Y*
9.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RYRIX vs. FDLSX - Expense Ratio Comparison

RYRIX has a 1.40% expense ratio, which is higher than FDLSX's 0.74% expense ratio.


Return for Risk

RYRIX vs. FDLSX — Risk / Return Rank

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

RYRIX
RYRIX Risk / Return Rank: 1414
Overall Rank
RYRIX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
RYRIX Sortino Ratio Rank: 1515
Sortino Ratio Rank
RYRIX Omega Ratio Rank: 1313
Omega Ratio Rank
RYRIX Calmar Ratio Rank: 1313
Calmar Ratio Rank
RYRIX Martin Ratio Rank: 1313
Martin Ratio Rank

FDLSX
FDLSX Risk / Return Rank: 22
Overall Rank
FDLSX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
FDLSX Sortino Ratio Rank: 22
Sortino Ratio Rank
FDLSX Omega Ratio Rank: 11
Omega Ratio Rank
FDLSX Calmar Ratio Rank: 11
Calmar Ratio Rank
FDLSX Martin Ratio Rank: 22
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.

RYRIX vs. FDLSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rydex Retailing Fund (RYRIX) and Fidelity Select Leisure Portfolio (FDLSX). 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.


RYRIXFDLSXDifference

Sharpe ratio

Return per unit of total volatility

0.38

-0.53

+0.91

Sortino ratio

Return per unit of downside risk

0.71

-0.59

+1.30

Omega ratio

Gain probability vs. loss probability

1.09

0.92

+0.17

Calmar ratio

Return relative to maximum drawdown

0.38

-0.55

+0.93

Martin ratio

Return relative to average drawdown

1.14

-1.30

+2.44

RYRIX vs. FDLSX - Sharpe Ratio Comparison

The current RYRIX Sharpe Ratio is 0.38, which is higher than the FDLSX Sharpe Ratio of -0.53. The chart below compares the historical Sharpe Ratios of RYRIX and FDLSX, 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


RYRIXFDLSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.38

-0.53

+0.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.15

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.41

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.65

-0.38

Correlation

The correlation between RYRIX and FDLSX is 0.75, 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

RYRIX vs. FDLSX - Dividend Comparison

RYRIX's dividend yield for the trailing twelve months is around 1.82%, less than FDLSX's 10.40% yield.


TTM20252024202320222021202020192018201720162015
RYRIX
Rydex Retailing Fund
1.82%1.69%0.00%0.00%0.00%8.83%0.00%0.00%0.15%0.00%0.00%0.08%
FDLSX
Fidelity Select Leisure Portfolio
10.40%9.12%1.57%1.64%3.32%22.77%2.36%6.43%19.76%6.33%1.01%5.42%

Drawdowns

RYRIX vs. FDLSX - Drawdown Comparison

The maximum RYRIX drawdown since its inception was -58.26%, which is greater than FDLSX's maximum drawdown of -51.58%. Use the drawdown chart below to compare losses from any high point for RYRIX and FDLSX.


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Drawdown Indicators


RYRIXFDLSXDifference

Max Drawdown

Largest peak-to-trough decline

-58.26%

-51.58%

-6.68%

Max Drawdown (1Y)

Largest decline over 1 year

-13.35%

-28.33%

+14.98%

Max Drawdown (5Y)

Largest decline over 5 years

-38.37%

-28.33%

-10.04%

Max Drawdown (10Y)

Largest decline over 10 years

-38.37%

-48.44%

+10.07%

Current Drawdown

Current decline from peak

-13.19%

-28.10%

+14.91%

Average Drawdown

Average peak-to-trough decline

-13.96%

-8.91%

-5.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.38%

12.09%

-7.71%

Volatility

RYRIX vs. FDLSX - Volatility Comparison

The current volatility for Rydex Retailing Fund (RYRIX) is 4.98%, while Fidelity Select Leisure Portfolio (FDLSX) has a volatility of 6.09%. This indicates that RYRIX experiences smaller price fluctuations and is considered to be less risky than FDLSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RYRIXFDLSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.98%

6.09%

-1.11%

Volatility (6M)

Calculated over the trailing 6-month period

11.33%

17.83%

-6.50%

Volatility (1Y)

Calculated over the trailing 1-year period

19.81%

24.50%

-4.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.45%

21.44%

+0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.86%

22.26%

-1.40%