RYRRX vs. RYGBX
Compare and contrast key facts about Rydex Russell 2000 Fund (RYRRX) and Rydex Government Long Bond 1.2x Strategy Fund (RYGBX).
RYRRX is managed by Rydex Funds. It was launched on May 31, 2006. RYGBX is managed by Rydex Funds. It was launched on Jan 2, 1994.
Performance
RYRRX vs. RYGBX - Performance Comparison
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RYRRX vs. RYGBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYRRX Rydex Russell 2000 Fund | 0.29% | 10.88% | 9.72% | 15.17% | -21.70% | 13.23% | 17.81% | 23.57% | -12.58% | 12.88% |
RYGBX Rydex Government Long Bond 1.2x Strategy Fund | -1.11% | 2.19% | -12.81% | -1.05% | -40.90% | -7.28% | 21.93% | 17.50% | -5.20% | 9.93% |
Returns By Period
In the year-to-date period, RYRRX achieves a 0.29% return, which is significantly higher than RYGBX's -1.11% return. Over the past 10 years, RYRRX has outperformed RYGBX with an annualized return of 8.03%, while RYGBX has yielded a comparatively lower -4.33% annualized return.
RYRRX
- 1D
- 3.45%
- 1M
- -6.04%
- YTD
- 0.29%
- 6M
- 1.75%
- 1Y
- 23.38%
- 3Y*
- 11.12%
- 5Y*
- 1.79%
- 10Y*
- 8.03%
RYGBX
- 1D
- -0.17%
- 1M
- -4.16%
- YTD
- -1.11%
- 6M
- -2.44%
- 1Y
- -4.34%
- 3Y*
- -6.59%
- 5Y*
- -10.30%
- 10Y*
- -4.33%
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RYRRX vs. RYGBX - Expense Ratio Comparison
RYRRX has a 1.60% expense ratio, which is higher than RYGBX's 0.99% expense ratio.
Return for Risk
RYRRX vs. RYGBX — Risk / Return Rank
RYRRX
RYGBX
RYRRX vs. RYGBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex Russell 2000 Fund (RYRRX) and Rydex Government Long Bond 1.2x Strategy Fund (RYGBX). 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.
| RYRRX | RYGBX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.01 | -0.25 | +1.26 |
Sortino ratioReturn per unit of downside risk | 1.53 | -0.25 | +1.78 |
Omega ratioGain probability vs. loss probability | 1.20 | 0.97 | +0.22 |
Calmar ratioReturn relative to maximum drawdown | 1.64 | -0.17 | +1.81 |
Martin ratioReturn relative to average drawdown | 5.98 | -0.32 | +6.30 |
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
| RYRRX | RYGBX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | -0.25 | +1.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.08 | -0.52 | +0.60 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.34 | -0.22 | +0.57 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.08 | +0.16 |
Correlation
The correlation between RYRRX and RYGBX is -0.26. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
RYRRX vs. RYGBX - Dividend Comparison
RYRRX's dividend yield for the trailing twelve months is around 0.65%, less than RYGBX's 3.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYRRX Rydex Russell 2000 Fund | 0.65% | 0.65% | 1.02% | 0.19% | 0.00% | 12.84% | 0.00% | 1.46% | 0.00% | 4.82% | 0.00% | 2.66% |
RYGBX Rydex Government Long Bond 1.2x Strategy Fund | 3.51% | 3.59% | 2.89% | 2.70% | 1.69% | 0.71% | 46.47% | 5.00% | 1.51% | 1.45% | 5.62% | 2.07% |
Drawdowns
RYRRX vs. RYGBX - Drawdown Comparison
The maximum RYRRX drawdown since its inception was -60.36%, roughly equal to the maximum RYGBX drawdown of -62.42%. Use the drawdown chart below to compare losses from any high point for RYRRX and RYGBX.
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Drawdown Indicators
| RYRRX | RYGBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.36% | -62.42% | +2.06% |
Max Drawdown (1Y)Largest decline over 1 year | -13.91% | -11.73% | -2.18% |
Max Drawdown (5Y)Largest decline over 5 years | -33.02% | -55.36% | +22.34% |
Max Drawdown (10Y)Largest decline over 10 years | -42.84% | -62.42% | +19.58% |
Current DrawdownCurrent decline from peak | -8.37% | -58.85% | +50.48% |
Average DrawdownAverage peak-to-trough decline | -12.32% | -19.31% | +6.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.81% | 6.15% | -2.34% |
Volatility
RYRRX vs. RYGBX - Volatility Comparison
Rydex Russell 2000 Fund (RYRRX) has a higher volatility of 7.50% compared to Rydex Government Long Bond 1.2x Strategy Fund (RYGBX) at 4.24%. This indicates that RYRRX's price experiences larger fluctuations and is considered to be riskier than RYGBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYRRX | RYGBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.50% | 4.24% | +3.26% |
Volatility (6M)Calculated over the trailing 6-month period | 14.47% | 7.69% | +6.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.29% | 13.47% | +9.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.59% | 19.83% | +2.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.41% | 19.36% | +4.05% |