RYSIX vs. RYLIX
RYSIX (Rydex Electronics Fund) and RYLIX (Rydex Leisure Fund) are both mutual funds - RYSIX is a Technology Equities fund managed by Rydex Funds, while RYLIX is a Consumer Discretionary Equities fund managed by Rydex Funds. Over the past 10 years, RYSIX returned 28.27%/yr vs 6.92%/yr for RYLIX. Their 0.65 correlation means they have sometimes moved together and sometimes differently. RYSIX charges 1.36%/yr vs 1.39%/yr for RYLIX.
Performance
RYSIX vs. RYLIX - Performance Comparison
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Returns By Period
In the year-to-date period, RYSIX achieves a 54.19% return, which is significantly higher than RYLIX's -1.00% return. Over the past 10 years, RYSIX has outperformed RYLIX with an annualized return of 28.27%, while RYLIX has yielded a comparatively lower 6.92% annualized return.
RYSIX
- 1D
- 8.32%
- 1M
- -10.27%
- 6M
- 37.72%
- YTD
- 54.19%
- 1Y
- 96.37%
- 3Y*
- 38.97%
- 5Y*
- 26.02%
- 10Y*
- 28.27%
- ALL TIME*
- 10.79%
RYLIX
- 1D
- -1.13%
- 1M
- 0.32%
- 6M
- 0.66%
- YTD
- -1.00%
- 1Y
- 0.17%
- 3Y*
- 7.54%
- 5Y*
- 1.26%
- 10Y*
- 6.92%
- ALL TIME*
- 5.17%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
RYLIX Rydex Leisure Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
RYSIX vs. RYLIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYSIX Rydex Electronics Fund | 54.19% | 42.02% | 16.66% | 55.69% | -32.46% | 38.65% | 56.73% | 59.80% | -12.42% | 31.62% |
RYLIX Rydex Leisure Fund | -1.00% | 8.99% | 17.03% | 22.86% | -26.98% | 0.91% | 21.26% | 29.89% | -13.22% | 20.52% |
Correlation
The correlation between RYSIX and RYLIX is 0.12, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.12 |
Correlation (3Y) Balances recent behavior with more history. | 0.42 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.57 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.61 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 1999 | 0.65 |
Over the past year, the correlation between RYSIX and RYLIX has dropped to 0.12 - well below their long-term average of 0.65, suggesting their price drivers have been diverging.
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Return for Risk
RYSIX vs. RYLIX — Risk / Return Rank
RYSIX
RYLIX
RYSIX vs. RYLIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex Electronics Fund (RYSIX) and Rydex Leisure Fund (RYLIX). 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.
| RYSIX | RYLIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.29 | ||
| Sortino ratioReturn per unit of downside risk | +2.67 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 0.98 | +0.35 |
| Calmar ratioReturn relative to maximum drawdown | 3.15 | -0.20 | +3.35 |
| Martin ratioReturn relative to average drawdown | 13.71 | -0.39 | +14.11 |
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Drawdowns
RYSIX vs. RYLIX - Drawdown Comparison
The maximum RYSIX drawdown since its inception was -88.66%, which is greater than RYLIX's maximum drawdown of -68.20%. Use the drawdown chart below to compare losses from any high point for RYSIX and RYLIX.
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Drawdown Indicators
| RYSIX | RYLIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.66% | -68.20% | -20.46% |
Max Drawdown (1Y)Largest decline over 1 year | -28.13% | -14.04% | -14.09% |
Max Drawdown (3Y)Largest decline over 3 years | -40.57% | -19.18% | -21.39% |
Max Drawdown (5Y)Largest decline over 5 years | -43.80% | -38.33% | -5.47% |
Max Drawdown (10Y)Largest decline over 10 years | -43.80% | -42.27% | -1.53% |
Current DrawdownCurrent decline from peak | -22.15% | -5.60% | -16.55% |
Average DrawdownAverage peak-to-trough decline | -49.48% | -16.32% | -33.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.47% | 6.96% | -0.49% |
Volatility
RYSIX vs. RYLIX - Volatility Comparison
Rydex Electronics Fund (RYSIX) has a higher volatility of 18.18% compared to Rydex Leisure Fund (RYLIX) at 5.21%. This indicates that RYSIX's price experiences larger fluctuations and is considered to be riskier than RYLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYSIX | RYLIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.18% | 5.21% | +12.97% |
Volatility (6M)Calculated over the trailing 6-month period | 36.30% | 11.91% | +24.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.07% | 14.95% | +27.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.94% | 19.98% | +17.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.53% | 20.08% | +14.45% |
RYSIX vs. RYLIX - Expense Ratio Comparison
RYSIX has a 1.36% expense ratio, which is lower than RYLIX's 1.39% expense ratio.
Dividends
RYSIX vs. RYLIX - Dividend Comparison
RYSIX's dividend yield for the trailing twelve months is around 2.10%, more than RYLIX's 0.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYLIX Rydex Leisure Fund | 0.06% | 0.06% | 0.43% | 0.06% | 0.00% | 6.14% | 0.00% | 0.24% | 8.04% | 6.23% | 0.49% | 0.72% |
RYSIX Rydex Electronics Fund | 2.10% | 3.24% | 1.73% | 0.00% | 0.00% | 3.34% | 2.04% | 0.01% | 10.18% | 0.05% | 0.00% | 0.16% |
Frequently Asked Questions
RYSIX and RYLIX have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RYSIX has higher volatility (18.18%) compared to RYLIX (5.21%). In terms of maximum drawdown, RYSIX dropped -88.66% vs RYLIX's -68.20%.
RYSIX currently has the higher Sharpe Ratio (2.11 vs -0.18), 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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