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RYRIX vs. FSCPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RYRIX vs. FSCPX - Performance Comparison

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

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RYRIX vs. FSCPX - 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%
FSCPX
Fidelity Select Consumer Discretionary Portfolio
-11.31%7.88%24.56%41.81%-34.88%19.23%35.68%27.06%-1.03%21.70%

Returns By Period

In the year-to-date period, RYRIX achieves a -6.97% return, which is significantly higher than FSCPX's -11.31% return. Over the past 10 years, RYRIX has underperformed FSCPX with an annualized return of 8.28%, while FSCPX has yielded a comparatively higher 10.93% 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%

FSCPX

1D
-0.03%
1M
-9.97%
YTD
-11.31%
6M
-9.98%
1Y
11.11%
3Y*
13.49%
5Y*
4.30%
10Y*
10.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RYRIX vs. FSCPX - Expense Ratio Comparison

RYRIX has a 1.40% expense ratio, which is higher than FSCPX's 0.76% expense ratio.


Return for Risk

RYRIX vs. FSCPX — 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

FSCPX
FSCPX Risk / Return Rank: 1818
Overall Rank
FSCPX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
FSCPX Sortino Ratio Rank: 2020
Sortino Ratio Rank
FSCPX Omega Ratio Rank: 1818
Omega Ratio Rank
FSCPX Calmar Ratio Rank: 1616
Calmar Ratio Rank
FSCPX Martin Ratio Rank: 1616
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. FSCPX - Risk-Adjusted Trends Comparison

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


RYRIXFSCPXDifference

Sharpe ratio

Return per unit of total volatility

0.38

0.45

-0.07

Sortino ratio

Return per unit of downside risk

0.71

0.85

-0.14

Omega ratio

Gain probability vs. loss probability

1.09

1.11

-0.02

Calmar ratio

Return relative to maximum drawdown

0.38

0.47

-0.10

Martin ratio

Return relative to average drawdown

1.14

1.63

-0.49

RYRIX vs. FSCPX - Sharpe Ratio Comparison

The current RYRIX Sharpe Ratio is 0.38, which is comparable to the FSCPX Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of RYRIX and FSCPX, 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


RYRIXFSCPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.38

0.45

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.18

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.49

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.53

-0.26

Correlation

The correlation between RYRIX and FSCPX is 0.89, 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. FSCPX - Dividend Comparison

RYRIX's dividend yield for the trailing twelve months is around 1.82%, less than FSCPX's 6.52% 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%
FSCPX
Fidelity Select Consumer Discretionary Portfolio
6.52%5.78%7.41%2.17%13.79%9.08%1.16%2.22%3.32%3.72%0.90%3.81%

Drawdowns

RYRIX vs. FSCPX - Drawdown Comparison

The maximum RYRIX drawdown since its inception was -58.26%, roughly equal to the maximum FSCPX drawdown of -57.76%. Use the drawdown chart below to compare losses from any high point for RYRIX and FSCPX.


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Drawdown Indicators


RYRIXFSCPXDifference

Max Drawdown

Largest peak-to-trough decline

-58.26%

-57.76%

-0.50%

Max Drawdown (1Y)

Largest decline over 1 year

-13.35%

-15.99%

+2.64%

Max Drawdown (5Y)

Largest decline over 5 years

-38.37%

-39.23%

+0.86%

Max Drawdown (10Y)

Largest decline over 10 years

-38.37%

-39.23%

+0.86%

Current Drawdown

Current decline from peak

-13.19%

-15.99%

+2.80%

Average Drawdown

Average peak-to-trough decline

-13.96%

-8.56%

-5.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.38%

4.62%

-0.24%

Volatility

RYRIX vs. FSCPX - Volatility Comparison

The current volatility for Rydex Retailing Fund (RYRIX) is 4.98%, while Fidelity Select Consumer Discretionary Portfolio (FSCPX) has a volatility of 6.45%. This indicates that RYRIX experiences smaller price fluctuations and is considered to be less risky than FSCPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RYRIXFSCPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.98%

6.45%

-1.47%

Volatility (6M)

Calculated over the trailing 6-month period

11.33%

13.51%

-2.18%

Volatility (1Y)

Calculated over the trailing 1-year period

19.81%

24.70%

-4.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.45%

24.67%

-3.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.86%

22.59%

-1.73%