RYRIX vs. RYRRX
RYRIX (Rydex Retailing Fund) and RYRRX (Rydex Russell 2000 Fund) are both mutual funds - RYRIX is a Consumer Discretionary Equities fund managed by Rydex Funds, while RYRRX is a Small Cap Blend Equities fund managed by Rydex Funds. Over the past 10 years, RYRIX returned 9.21%/yr vs 8.90%/yr for RYRRX. Their correlation of 0.80 means they have usually moved in the same direction. RYRIX charges 1.40%/yr vs 1.60%/yr for RYRRX.
Performance
RYRIX vs. RYRRX - Performance Comparison
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Returns By Period
In the year-to-date period, RYRIX achieves a 1.16% return, which is significantly lower than RYRRX's 18.26% return. Both investments have delivered pretty close results over the past 10 years, with RYRIX having a 9.21% annualized return and RYRRX not far behind at 8.90%.
RYRIX
- 1D
- -0.94%
- 1M
- 1.60%
- 6M
- -2.12%
- YTD
- 1.16%
- 1Y
- 5.66%
- 3Y*
- 9.78%
- 5Y*
- 2.08%
- 10Y*
- 9.21%
- ALL TIME*
- 6.29%
RYRRX
- 1D
- 1.36%
- 1M
- -1.78%
- 6M
- 12.38%
- YTD
- 18.26%
- 1Y
- 35.28%
- 3Y*
- 13.37%
- 5Y*
- 5.53%
- 10Y*
- 8.90%
- ALL TIME*
- 6.69%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
RYRIX Rydex Retailing Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
RYRIX vs. RYRRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYRIX Rydex Retailing Fund | 1.16% | 9.71% | 15.87% | 17.11% | -25.91% | 12.25% | 44.72% | 25.44% | -3.10% | 12.82% |
RYRRX Rydex Russell 2000 Fund | 18.26% | 10.88% | 9.72% | 15.17% | -21.70% | 13.23% | 17.81% | 23.57% | -12.58% | 12.88% |
Correlation
The correlation between RYRIX and RYRRX is 0.62, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.62 |
Correlation (3Y) Balances recent behavior with more history. | 0.74 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.80 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.78 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2007 | 0.80 |
The correlation between RYRIX and RYRRX shifts across timeframes, from 0.62 (1 year) to 0.80 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
RYRIX vs. RYRRX — Risk / Return Rank
RYRIX
RYRRX
RYRIX vs. RYRRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex Retailing Fund (RYRIX) and Rydex Russell 2000 Fund (RYRRX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| RYRIX | RYRRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.34 | ||
| Sortino ratioReturn per unit of downside risk | -1.80 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.27 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.35 | 2.75 | -2.40 |
| Martin ratioReturn relative to average drawdown | 0.75 | 9.71 | -8.96 |
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Drawdowns
RYRIX vs. RYRRX - Drawdown Comparison
The maximum RYRIX drawdown since its inception was -58.26%, roughly equal to the maximum RYRRX drawdown of -60.36%. Use the drawdown chart below to compare losses from any high point for RYRIX and RYRRX.
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Drawdown Indicators
| RYRIX | RYRRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.26% | -60.36% | +2.10% |
Max Drawdown (1Y)Largest decline over 1 year | -13.35% | -11.43% | -1.92% |
Max Drawdown (3Y)Largest decline over 3 years | -19.22% | -28.03% | +8.81% |
Max Drawdown (5Y)Largest decline over 5 years | -38.37% | -33.02% | -5.35% |
Max Drawdown (10Y)Largest decline over 10 years | -38.37% | -42.84% | +4.47% |
Current DrawdownCurrent decline from peak | -5.59% | -2.72% | -2.87% |
Average DrawdownAverage peak-to-trough decline | -13.89% | -12.14% | -1.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.15% | 3.23% | +2.92% |
Volatility
RYRIX vs. RYRRX - Volatility Comparison
Rydex Retailing Fund (RYRIX) has a higher volatility of 4.96% compared to Rydex Russell 2000 Fund (RYRRX) at 3.81%. This indicates that RYRIX's price experiences larger fluctuations and is considered to be riskier than RYRRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYRIX | RYRRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.96% | 3.81% | +1.15% |
Volatility (6M)Calculated over the trailing 6-month period | 12.58% | 14.13% | -1.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.57% | 19.40% | -2.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.67% | 22.53% | -0.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.94% | 23.42% | -2.48% |
RYRIX vs. RYRRX - Expense Ratio Comparison
RYRIX has a 1.40% expense ratio, which is lower than RYRRX's 1.60% expense ratio.
Dividends
RYRIX vs. RYRRX - Dividend Comparison
RYRIX's dividend yield for the trailing twelve months is around 1.67%, more than RYRRX's 0.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYRIX Rydex Retailing Fund | 1.67% | 1.69% | 0.00% | 0.00% | 0.00% | 8.83% | 0.00% | 0.00% | 0.15% | 0.00% | 0.00% | 0.08% |
RYRRX Rydex Russell 2000 Fund | 0.55% | 0.65% | 1.02% | 0.19% | 0.00% | 12.84% | 0.00% | 1.46% | 0.00% | 4.82% | 0.00% | 2.66% |
Frequently Asked Questions
RYRIX and RYRRX have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RYRIX has higher volatility (4.96%) compared to RYRRX (3.81%). In terms of maximum drawdown, RYRIX dropped -58.26% vs RYRRX's -60.36%.
RYRRX currently has the higher Sharpe Ratio (1.62 vs 0.28), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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