RYRRX vs. RYMEX
Compare and contrast key facts about Rydex Russell 2000 Fund (RYRRX) and Rydex Commodities Strategy Fund (RYMEX).
RYRRX is managed by Rydex Funds. It was launched on May 31, 2006. RYMEX is managed by Rydex Funds. It was launched on May 24, 2005.
Performance
RYRRX vs. RYMEX - Performance Comparison
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RYRRX vs. RYMEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYRRX Rydex Russell 2000 Fund | -3.06% | 10.88% | 9.72% | 15.17% | -21.70% | 13.23% | 17.81% | 23.57% | -12.58% | 12.88% |
RYMEX Rydex Commodities Strategy Fund | 40.07% | 4.70% | 8.24% | -6.14% | 23.72% | 39.03% | -64.08% | 15.48% | -14.96% | 4.67% |
Returns By Period
In the year-to-date period, RYRRX achieves a -3.06% return, which is significantly lower than RYMEX's 40.07% return. Over the past 10 years, RYRRX has outperformed RYMEX with an annualized return of 7.67%, while RYMEX has yielded a comparatively lower 0.96% annualized return.
RYRRX
- 1D
- -1.44%
- 1M
- -8.36%
- YTD
- -3.06%
- 6M
- -1.42%
- 1Y
- 19.27%
- 3Y*
- 9.87%
- 5Y*
- 1.40%
- 10Y*
- 7.67%
RYMEX
- 1D
- 1.67%
- 1M
- 24.61%
- YTD
- 40.07%
- 6M
- 40.55%
- 1Y
- 40.95%
- 3Y*
- 16.42%
- 5Y*
- 17.74%
- 10Y*
- 0.96%
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RYRRX vs. RYMEX - Expense Ratio Comparison
Both RYRRX and RYMEX have an expense ratio of 1.60%.
Return for Risk
RYRRX vs. RYMEX — Risk / Return Rank
RYRRX
RYMEX
RYRRX vs. RYMEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex Russell 2000 Fund (RYRRX) and Rydex Commodities Strategy Fund (RYMEX). 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 | RYMEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.81 | 2.04 | -1.22 |
Sortino ratioReturn per unit of downside risk | 1.28 | 2.70 | -1.43 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.36 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | 1.17 | 3.59 | -2.43 |
Martin ratioReturn relative to average drawdown | 4.30 | 9.58 | -5.28 |
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 | RYMEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 2.04 | -1.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | 0.81 | -0.75 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.33 | 0.04 | +0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | -0.26 | +0.49 |
Correlation
The correlation between RYRRX and RYMEX is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
RYRRX vs. RYMEX - Dividend Comparison
RYRRX's dividend yield for the trailing twelve months is around 0.67%, less than RYMEX's 1.70% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYRRX Rydex Russell 2000 Fund | 0.67% | 0.65% | 1.02% | 0.19% | 0.00% | 12.84% | 0.00% | 1.46% | 0.00% | 4.82% | 0.00% | 2.66% |
RYMEX Rydex Commodities Strategy Fund | 1.70% | 2.38% | 0.00% | 4.98% | 17.15% | 2.97% | 0.00% | 0.74% | 44.23% | 1.49% | 0.00% | 0.00% |
Drawdowns
RYRRX vs. RYMEX - Drawdown Comparison
The maximum RYRRX drawdown since its inception was -60.36%, smaller than the maximum RYMEX drawdown of -93.96%. Use the drawdown chart below to compare losses from any high point for RYRRX and RYMEX.
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Drawdown Indicators
| RYRRX | RYMEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.36% | -93.96% | +33.60% |
Max Drawdown (1Y)Largest decline over 1 year | -13.91% | -11.86% | -2.05% |
Max Drawdown (5Y)Largest decline over 5 years | -33.02% | -30.45% | -2.57% |
Max Drawdown (10Y)Largest decline over 10 years | -42.84% | -69.87% | +27.03% |
Current DrawdownCurrent decline from peak | -11.43% | -84.04% | +72.61% |
Average DrawdownAverage peak-to-trough decline | -12.32% | -69.16% | +56.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.77% | 4.45% | -0.68% |
Volatility
RYRRX vs. RYMEX - Volatility Comparison
The current volatility for Rydex Russell 2000 Fund (RYRRX) is 6.57%, while Rydex Commodities Strategy Fund (RYMEX) has a volatility of 11.73%. This indicates that RYRRX experiences smaller price fluctuations and is considered to be less risky than RYMEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYRRX | RYMEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.57% | 11.73% | -5.16% |
Volatility (6M)Calculated over the trailing 6-month period | 14.07% | 16.53% | -2.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.09% | 21.32% | +1.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.54% | 22.05% | +0.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.38% | 27.62% | -4.24% |