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RYSIX vs. RYGBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RYSIX vs. RYGBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rydex Electronics Fund (RYSIX) 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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RYSIX vs. RYGBX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RYSIX
Rydex Electronics Fund
7.77%42.02%16.66%55.69%-32.46%38.65%56.73%59.80%-12.42%31.62%
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, RYSIX achieves a 7.77% return, which is significantly higher than RYGBX's -1.11% return. Over the past 10 years, RYSIX has outperformed RYGBX with an annualized return of 24.83%, while RYGBX has yielded a comparatively lower -4.33% annualized return.


RYSIX

1D
6.05%
1M
-6.02%
YTD
7.77%
6M
14.72%
1Y
80.29%
3Y*
30.15%
5Y*
18.06%
10Y*
24.83%

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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RYSIX vs. RYGBX - Expense Ratio Comparison

RYSIX has a 1.36% expense ratio, which is higher than RYGBX's 0.99% expense ratio.


Return for Risk

RYSIX vs. RYGBX — Risk / Return Rank

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

RYSIX
RYSIX Risk / Return Rank: 9393
Overall Rank
RYSIX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
RYSIX Sortino Ratio Rank: 9191
Sortino Ratio Rank
RYSIX Omega Ratio Rank: 8787
Omega Ratio Rank
RYSIX Calmar Ratio Rank: 9898
Calmar Ratio Rank
RYSIX Martin Ratio Rank: 9797
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.

RYSIX vs. RYGBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rydex Electronics Fund (RYSIX) 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.


RYSIXRYGBXDifference

Sharpe ratio

Return per unit of total volatility

2.06

-0.25

+2.31

Sortino ratio

Return per unit of downside risk

2.67

-0.25

+2.92

Omega ratio

Gain probability vs. loss probability

1.38

0.97

+0.41

Calmar ratio

Return relative to maximum drawdown

4.59

-0.17

+4.75

Martin ratio

Return relative to average drawdown

17.20

-0.32

+17.52

RYSIX vs. RYGBX - Sharpe Ratio Comparison

The current RYSIX Sharpe Ratio is 2.06, which is higher than the RYGBX Sharpe Ratio of -0.25. The chart below compares the historical Sharpe Ratios of RYSIX 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


RYSIXRYGBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.06

-0.25

+2.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

-0.52

+1.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

-0.22

+0.97

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.08

+0.19

Correlation

The correlation between RYSIX and RYGBX is -0.21. 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

RYSIX vs. RYGBX - Dividend Comparison

RYSIX's dividend yield for the trailing twelve months is around 3.01%, less than RYGBX's 3.51% yield.


TTM20252024202320222021202020192018201720162015
RYSIX
Rydex Electronics Fund
3.01%3.24%1.73%0.00%0.00%3.34%2.04%0.01%10.18%0.05%0.00%0.16%
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

RYSIX vs. RYGBX - Drawdown Comparison

The maximum RYSIX drawdown since its inception was -88.66%, which is greater than RYGBX's maximum drawdown of -62.42%. Use the drawdown chart below to compare losses from any high point for RYSIX and RYGBX.


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Drawdown Indicators


RYSIXRYGBXDifference

Max Drawdown

Largest peak-to-trough decline

-88.66%

-62.42%

-26.24%

Max Drawdown (1Y)

Largest decline over 1 year

-17.54%

-11.73%

-5.81%

Max Drawdown (5Y)

Largest decline over 5 years

-43.80%

-55.36%

+11.56%

Max Drawdown (10Y)

Largest decline over 10 years

-43.80%

-62.42%

+18.62%

Current Drawdown

Current decline from peak

-9.72%

-58.85%

+49.13%

Average Drawdown

Average peak-to-trough decline

-50.02%

-19.31%

-30.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.68%

6.15%

-1.47%

Volatility

RYSIX vs. RYGBX - Volatility Comparison

Rydex Electronics Fund (RYSIX) has a higher volatility of 13.05% compared to Rydex Government Long Bond 1.2x Strategy Fund (RYGBX) at 4.24%. This indicates that RYSIX'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


RYSIXRYGBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.05%

4.24%

+8.81%

Volatility (6M)

Calculated over the trailing 6-month period

25.43%

7.69%

+17.74%

Volatility (1Y)

Calculated over the trailing 1-year period

39.54%

13.47%

+26.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.72%

19.83%

+15.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.24%

19.36%

+13.88%