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RYRRX vs. RYGBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RYRRX vs. RYGBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rydex Russell 2000 Fund (RYRRX) and Rydex Government Long Bond 1.2x Strategy Fund (RYGBX). The values are adjusted to include any dividend payments, if applicable.

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RYRRX vs. RYGBX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

RYRRX
RYRRX Risk / Return Rank: 5252
Overall Rank
RYRRX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
RYRRX Sortino Ratio Rank: 5252
Sortino Ratio Rank
RYRRX Omega Ratio Rank: 4040
Omega Ratio Rank
RYRRX Calmar Ratio Rank: 6565
Calmar Ratio Rank
RYRRX Martin Ratio Rank: 5757
Martin Ratio Rank

RYGBX
RYGBX Risk / Return Rank: 33
Overall Rank
RYGBX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
RYGBX Sortino Ratio Rank: 22
Sortino Ratio Rank
RYGBX Omega Ratio Rank: 22
Omega Ratio Rank
RYGBX Calmar Ratio Rank: 33
Calmar Ratio Rank
RYGBX Martin Ratio Rank: 44
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.

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.


RYRRXRYGBXDifference

Sharpe ratio

Return per unit of total volatility

1.01

-0.25

+1.26

Sortino ratio

Return per unit of downside risk

1.53

-0.25

+1.78

Omega ratio

Gain probability vs. loss probability

1.20

0.97

+0.22

Calmar ratio

Return relative to maximum drawdown

1.64

-0.17

+1.81

Martin ratio

Return relative to average drawdown

5.98

-0.32

+6.30

RYRRX vs. RYGBX - Sharpe Ratio Comparison

The current RYRRX Sharpe Ratio is 1.01, which is higher than the RYGBX Sharpe Ratio of -0.25. The chart below compares the historical Sharpe Ratios of RYRRX and RYGBX, 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


RYRRXRYGBXDifference

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.


TTM20252024202320222021202020192018201720162015
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


RYRRXRYGBXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-8.37%

-58.85%

+50.48%

Average Drawdown

Average peak-to-trough decline

-12.32%

-19.31%

+6.99%

Ulcer Index

Depth 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


RYRRXRYGBXDifference

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%