RYRRX vs. RYUIX
Compare and contrast key facts about Rydex Russell 2000 Fund (RYRRX) and Rydex Utilities Fund (RYUIX).
RYRRX is managed by Rydex Funds. It was launched on May 31, 2006. RYUIX is managed by Rydex Funds. It was launched on Apr 2, 2000.
Performance
RYRRX vs. RYUIX - Performance Comparison
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RYRRX vs. RYUIX - 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% |
RYUIX Rydex Utilities Fund | 7.44% | 17.90% | 20.25% | -6.78% | 1.32% | 15.08% | -4.56% | 19.38% | 4.07% | 11.36% |
Returns By Period
In the year-to-date period, RYRRX achieves a 0.29% return, which is significantly lower than RYUIX's 7.44% return. Both investments have delivered pretty close results over the past 10 years, with RYRRX having a 8.03% annualized return and RYUIX not far ahead at 8.31%.
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%
RYUIX
- 1D
- 0.20%
- 1M
- -2.69%
- YTD
- 7.44%
- 6M
- 4.82%
- 1Y
- 19.60%
- 3Y*
- 13.45%
- 5Y*
- 9.89%
- 10Y*
- 8.31%
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RYRRX vs. RYUIX - Expense Ratio Comparison
RYRRX has a 1.60% expense ratio, which is higher than RYUIX's 1.39% expense ratio.
Return for Risk
RYRRX vs. RYUIX — Risk / Return Rank
RYRRX
RYUIX
RYRRX vs. RYUIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex Russell 2000 Fund (RYRRX) and Rydex Utilities Fund (RYUIX). 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 | RYUIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.01 | 1.34 | -0.34 |
Sortino ratioReturn per unit of downside risk | 1.53 | 1.82 | -0.29 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.25 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.64 | 2.57 | -0.93 |
Martin ratioReturn relative to average drawdown | 5.98 | 6.22 | -0.24 |
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 | RYUIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | 1.34 | -0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.08 | 0.60 | -0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.34 | 0.44 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.28 | -0.05 |
Correlation
The correlation between RYRRX and RYUIX is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
RYRRX vs. RYUIX - Dividend Comparison
RYRRX's dividend yield for the trailing twelve months is around 0.65%, less than RYUIX's 1.74% 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% |
RYUIX Rydex Utilities Fund | 1.74% | 1.87% | 0.67% | 3.16% | 0.81% | 2.61% | 2.17% | 0.91% | 0.00% | 2.61% | 10.04% | 1.62% |
Drawdowns
RYRRX vs. RYUIX - Drawdown Comparison
The maximum RYRRX drawdown since its inception was -60.36%, roughly equal to the maximum RYUIX drawdown of -63.29%. Use the drawdown chart below to compare losses from any high point for RYRRX and RYUIX.
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Drawdown Indicators
| RYRRX | RYUIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.36% | -63.29% | +2.93% |
Max Drawdown (1Y)Largest decline over 1 year | -13.91% | -8.27% | -5.64% |
Max Drawdown (5Y)Largest decline over 5 years | -33.02% | -24.28% | -8.74% |
Max Drawdown (10Y)Largest decline over 10 years | -42.84% | -36.88% | -5.96% |
Current DrawdownCurrent decline from peak | -8.37% | -3.34% | -5.03% |
Average DrawdownAverage peak-to-trough decline | -12.32% | -14.53% | +2.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.81% | 3.42% | +0.39% |
Volatility
RYRRX vs. RYUIX - Volatility Comparison
Rydex Russell 2000 Fund (RYRRX) has a higher volatility of 7.50% compared to Rydex Utilities Fund (RYUIX) at 4.89%. This indicates that RYRRX's price experiences larger fluctuations and is considered to be riskier than RYUIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYRRX | RYUIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.50% | 4.89% | +2.61% |
Volatility (6M)Calculated over the trailing 6-month period | 14.47% | 9.57% | +4.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.29% | 15.05% | +8.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.59% | 16.53% | +6.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.41% | 18.88% | +4.53% |