RYRUX vs. RMQHX
RYRUX (Rydex Russell 2000 2x Strategy Fund) and RMQHX (Rydex Monthly Rebalance NASDAQ-100 2x Strategy H) are both Leveraged Equities funds. Over the past 10 years, RYRUX returned 10.46%/yr vs 33.68%/yr for RMQHX. Their 0.70 correlation means they have sometimes moved together and sometimes differently. RYRUX charges 1.86%/yr vs 1.27%/yr for RMQHX.
Performance
RYRUX vs. RMQHX - Performance Comparison
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Returns By Period
In the year-to-date period, RYRUX achieves a 34.42% return, which is significantly higher than RMQHX's 16.20% return. Over the past 10 years, RYRUX has underperformed RMQHX with an annualized return of 10.46%, while RMQHX has yielded a comparatively higher 33.68% annualized return.
RYRUX
- 1D
- 2.71%
- 1M
- -3.87%
- 6M
- 21.97%
- YTD
- 34.42%
- 1Y
- 70.85%
- 3Y*
- 18.51%
- 5Y*
- 2.59%
- 10Y*
- 10.46%
- ALL TIME*
- 7.55%
RMQHX
- 1D
- 7.48%
- 1M
- -8.91%
- 6M
- 13.97%
- YTD
- 16.20%
- 1Y
- 39.44%
- 3Y*
- 35.26%
- 5Y*
- 17.94%
- 10Y*
- 33.68%
- ALL TIME*
- 31.58%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
RYRUX vs. RMQHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYRUX Rydex Russell 2000 2x Strategy Fund | 34.42% | 12.62% | 10.94% | 22.65% | -43.88% | 20.72% | 16.41% | 47.20% | -26.63% | 25.55% |
RMQHX Rydex Monthly Rebalance NASDAQ-100 2x Strategy H | 16.20% | 33.90% | 44.74% | 115.89% | -59.96% | 56.33% | 101.06% | 80.70% | -7.28% | 69.79% |
Correlation
The correlation between RYRUX and RMQHX is 0.71, 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. | 0.71 |
Correlation (3Y) Balances recent behavior with more history. | 0.66 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.73 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.69 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2015 | 0.70 |
The correlation between RYRUX and RMQHX has been stable across timeframes, ranging from 0.66 to 0.73 - a consistent structural relationship.
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Return for Risk
RYRUX vs. RMQHX — Risk / Return Rank
RYRUX
RMQHX
RYRUX vs. RMQHX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex Russell 2000 2x Strategy Fund (RYRUX) and Rydex Monthly Rebalance NASDAQ-100 2x Strategy H (RMQHX). 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.
| RYRUX | RMQHX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.74 | ||
| Sortino ratioReturn per unit of downside risk | +0.87 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.16 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.73 | 1.31 | +1.42 |
| Martin ratioReturn relative to average drawdown | 9.27 | 4.05 | +5.22 |
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Drawdowns
RYRUX vs. RMQHX - Drawdown Comparison
The maximum RYRUX drawdown since its inception was -88.49%, which is greater than RMQHX's maximum drawdown of -63.21%. Use the drawdown chart below to compare losses from any high point for RYRUX and RMQHX.
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Drawdown Indicators
| RYRUX | RMQHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.49% | -63.21% | -25.28% |
Max Drawdown (1Y)Largest decline over 1 year | -22.39% | -24.97% | +2.58% |
Max Drawdown (3Y)Largest decline over 3 years | -49.91% | -42.46% | -7.45% |
Max Drawdown (5Y)Largest decline over 5 years | -62.41% | -63.21% | +0.80% |
Max Drawdown (10Y)Largest decline over 10 years | -71.68% | -63.21% | -8.47% |
Current DrawdownCurrent decline from peak | -5.74% | -17.08% | +11.34% |
Average DrawdownAverage peak-to-trough decline | -31.07% | -12.81% | -18.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.58% | 8.05% | -1.47% |
Volatility
RYRUX vs. RMQHX - Volatility Comparison
The current volatility for Rydex Russell 2000 2x Strategy Fund (RYRUX) is 7.62%, while Rydex Monthly Rebalance NASDAQ-100 2x Strategy H (RMQHX) has a volatility of 14.58%. This indicates that RYRUX experiences smaller price fluctuations and is considered to be less risky than RMQHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYRUX | RMQHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.62% | 14.58% | -6.96% |
Volatility (6M)Calculated over the trailing 6-month period | 28.24% | 32.55% | -4.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.80% | 39.23% | -0.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.04% | 47.28% | -2.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.81% | 46.84% | -0.03% |
RYRUX vs. RMQHX - Expense Ratio Comparison
RYRUX has a 1.86% expense ratio, which is higher than RMQHX's 1.27% expense ratio.
Dividends
RYRUX vs. RMQHX - Dividend Comparison
RYRUX's dividend yield for the trailing twelve months is around 2.74%, less than RMQHX's 29.92% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RMQHX Rydex Monthly Rebalance NASDAQ-100 2x Strategy H | 29.92% | 34.77% | 25.22% | 3.66% | 0.00% | 2.13% | 5.17% | 0.10% | 0.00% | 0.00% | 0.00% | 0.00% |
RYRUX Rydex Russell 2000 2x Strategy Fund | 2.74% | 3.68% | 2.93% | 0.35% | 0.00% | 0.20% | 0.00% | 0.27% | 0.00% | 2.57% | 0.00% | 28.79% |
Frequently Asked Questions
RYRUX and RMQHX have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RMQHX has higher volatility (14.58%) compared to RYRUX (7.62%). In terms of maximum drawdown, RYRUX dropped -88.49% vs RMQHX's -63.21%.
RYRUX currently has the higher Sharpe Ratio (1.57 vs 0.83), 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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