RYSOX vs. RYAIX
Compare and contrast key facts about Rydex S&P 500 Fund (RYSOX) and Rydex Inverse NASDAQ-100 Strategy Fund (RYAIX).
RYSOX is a passively managed fund by Rydex Funds that tracks the performance of the S&P 500 Index. It was launched on May 31, 2006. RYAIX is managed by Rydex Funds. It was launched on Sep 2, 1998.
Performance
RYSOX vs. RYAIX - Performance Comparison
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RYSOX vs. RYAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYSOX Rydex S&P 500 Fund | -7.32% | 15.93% | 22.98% | 24.15% | -19.47% | 26.68% | 16.25% | 29.15% | -6.01% | 19.53% |
RYAIX Rydex Inverse NASDAQ-100 Strategy Fund | 10.70% | -15.63% | -15.64% | -31.71% | 35.92% | -24.88% | -40.98% | -27.65% | -2.63% | -24.47% |
Returns By Period
In the year-to-date period, RYSOX achieves a -7.32% return, which is significantly lower than RYAIX's 10.70% return. Over the past 10 years, RYSOX has outperformed RYAIX with an annualized return of 11.83%, while RYAIX has yielded a comparatively lower -16.89% annualized return.
RYSOX
- 1D
- -0.40%
- 1M
- -7.69%
- YTD
- -7.32%
- 6M
- -5.26%
- 1Y
- 12.73%
- 3Y*
- 15.30%
- 5Y*
- 9.61%
- 10Y*
- 11.83%
RYAIX
- 1D
- 0.78%
- 1M
- 8.79%
- YTD
- 10.70%
- 6M
- 9.08%
- 1Y
- -14.68%
- 3Y*
- -13.58%
- 5Y*
- -10.67%
- 10Y*
- -16.89%
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RYSOX vs. RYAIX - Expense Ratio Comparison
RYSOX has a 1.56% expense ratio, which is higher than RYAIX's 1.55% expense ratio.
Return for Risk
RYSOX vs. RYAIX — Risk / Return Rank
RYSOX
RYAIX
RYSOX vs. RYAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex S&P 500 Fund (RYSOX) and Rydex Inverse NASDAQ-100 Strategy Fund (RYAIX). 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.
| RYSOX | RYAIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.74 | -0.65 | +1.40 |
Sortino ratioReturn per unit of downside risk | 1.17 | -0.79 | +1.96 |
Omega ratioGain probability vs. loss probability | 1.18 | 0.89 | +0.29 |
Calmar ratioReturn relative to maximum drawdown | 0.92 | -0.36 | +1.28 |
Martin ratioReturn relative to average drawdown | 4.36 | -0.45 | +4.82 |
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
| RYSOX | RYAIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | -0.65 | +1.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | -0.47 | +1.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | -0.75 | +1.41 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | -0.16 | +0.59 |
Correlation
The correlation between RYSOX and RYAIX is -0.89. 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
RYSOX vs. RYAIX - Dividend Comparison
RYSOX's dividend yield for the trailing twelve months is around 2.86%, more than RYAIX's 2.01% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYSOX Rydex S&P 500 Fund | 2.86% | 2.65% | 1.08% | 0.60% | 1.17% | 1.25% | 13.42% | 0.93% | 1.69% | 4.56% | 0.84% | 4.01% |
RYAIX Rydex Inverse NASDAQ-100 Strategy Fund | 2.01% | 2.23% | 5.67% | 4.81% | 0.00% | 0.00% | 0.09% | 0.72% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
RYSOX vs. RYAIX - Drawdown Comparison
The maximum RYSOX drawdown since its inception was -55.24%, smaller than the maximum RYAIX drawdown of -98.75%. Use the drawdown chart below to compare losses from any high point for RYSOX and RYAIX.
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Drawdown Indicators
| RYSOX | RYAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.24% | -98.75% | +43.51% |
Max Drawdown (1Y)Largest decline over 1 year | -12.14% | -33.93% | +21.79% |
Max Drawdown (5Y)Largest decline over 5 years | -25.45% | -54.73% | +29.28% |
Max Drawdown (10Y)Largest decline over 10 years | -34.05% | -87.23% | +53.18% |
Current DrawdownCurrent decline from peak | -9.06% | -98.56% | +89.50% |
Average DrawdownAverage peak-to-trough decline | -8.33% | -73.13% | +64.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.55% | 27.19% | -24.64% |
Volatility
RYSOX vs. RYAIX - Volatility Comparison
The current volatility for Rydex S&P 500 Fund (RYSOX) is 4.22%, while Rydex Inverse NASDAQ-100 Strategy Fund (RYAIX) has a volatility of 5.34%. This indicates that RYSOX experiences smaller price fluctuations and is considered to be less risky than RYAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYSOX | RYAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.22% | 5.34% | -1.12% |
Volatility (6M)Calculated over the trailing 6-month period | 9.06% | 12.33% | -3.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.13% | 22.52% | -4.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.87% | 22.82% | -5.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.05% | 22.58% | -4.53% |