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RYTIX vs. RYHIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RYTIX vs. RYHIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rydex Technology Fund (RYTIX) and Rydex Health Care Fund (RYHIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RYTIX achieves a 23.01% return, which is significantly higher than RYHIX's 8.50% return. Over the past 10 years, RYTIX has outperformed RYHIX with an annualized return of 21.13%, while RYHIX has yielded a comparatively lower 8.74% annualized return.


RYTIX

1D
3.88%
1M
-3.17%
6M
21.86%
YTD
23.01%
1Y
39.91%
3Y*
29.20%
5Y*
15.06%
10Y*
21.13%
ALL TIME*
8.49%

RYHIX

1D
-0.65%
1M
-0.83%
6M
7.83%
YTD
8.50%
1Y
27.33%
3Y*
8.73%
5Y*
3.65%
10Y*
8.74%
ALL TIME*
7.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

RYTIX vs. RYHIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RYTIX
Rydex Technology Fund
23.01%26.48%30.01%49.59%-36.18%20.94%49.87%40.81%-1.07%33.07%
RYHIX
Rydex Health Care Fund
8.50%14.42%0.61%5.84%-11.59%19.27%18.84%22.77%1.56%23.48%

Correlation

The correlation between RYTIX and RYHIX is 0.20, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.20

Correlation (3Y)
Balances recent behavior with more history.

0.36

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.53

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

0.61

Over the past year, the correlation between RYTIX and RYHIX has dropped to 0.20 - well below their long-term average of 0.61, suggesting their price drivers have been diverging.

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Return for Risk

RYTIX vs. RYHIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

RYTIX
RYTIX Risk / Return Rank: 5252
Overall Rank
RYTIX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
RYTIX Sortino Ratio Rank: 4848
Sortino Ratio Rank
RYTIX Omega Ratio Rank: 4444
Omega Ratio Rank
RYTIX Calmar Ratio Rank: 7070
Calmar Ratio Rank
RYTIX Martin Ratio Rank: 4444
Martin Ratio Rank

RYHIX
RYHIX Risk / Return Rank: 5858
Overall Rank
RYHIX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
RYHIX Sortino Ratio Rank: 6969
Sortino Ratio Rank
RYHIX Omega Ratio Rank: 5858
Omega Ratio Rank
RYHIX Calmar Ratio Rank: 6262
Calmar Ratio Rank
RYHIX Martin Ratio Rank: 3939
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

RYTIX vs. RYHIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rydex Technology Fund (RYTIX) and Rydex Health Care Fund (RYHIX). 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.


RYTIXRYHIXDifference
Sharpe ratioReturn per unit of total volatility

-0.19

Sortino ratioReturn per unit of downside risk

-0.49

Omega ratioGain probability vs. loss probability

1.23

1.28

-0.04

Calmar ratioReturn relative to maximum drawdown

2.30

2.15

+0.15

Martin ratioReturn relative to average drawdown

6.29

5.84

+0.45

RYTIX vs. RYHIX - Sharpe Ratio Comparison

The current RYTIX Sharpe Ratio is 1.39, which is comparable to the RYHIX Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of RYTIX and RYHIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

RYTIX vs. RYHIX - Drawdown Comparison

The maximum RYTIX drawdown since its inception was -84.00%, which is greater than RYHIX's maximum drawdown of -41.27%. Use the drawdown chart below to compare losses from any high point for RYTIX and RYHIX.


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Drawdown Indicators


RYTIXRYHIXDifference

Max Drawdown

Largest peak-to-trough decline

-84.00%

-41.27%

-42.73%

Max Drawdown (1Y)

Largest decline over 1 year

-15.67%

-11.31%

-4.36%

Max Drawdown (3Y)

Largest decline over 3 years

-27.91%

-17.46%

-10.45%

Max Drawdown (5Y)

Largest decline over 5 years

-42.75%

-22.83%

-19.92%

Max Drawdown (10Y)

Largest decline over 10 years

-42.75%

-29.03%

-13.72%

Current Drawdown

Current decline from peak

-12.18%

-1.24%

-10.94%

Average Drawdown

Average peak-to-trough decline

-40.01%

-8.62%

-31.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.71%

4.17%

+1.54%

Volatility

RYTIX vs. RYHIX - Volatility Comparison

Rydex Technology Fund (RYTIX) has a higher volatility of 8.26% compared to Rydex Health Care Fund (RYHIX) at 5.12%. This indicates that RYTIX's price experiences larger fluctuations and is considered to be riskier than RYHIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RYTIXRYHIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.26%

5.12%

+3.14%

Volatility (6M)

Calculated over the trailing 6-month period

21.66%

11.66%

+10.00%

Volatility (1Y)

Calculated over the trailing 1-year period

25.95%

15.39%

+10.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.34%

16.02%

+11.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.54%

17.65%

+7.89%

RYTIX vs. RYHIX - Expense Ratio Comparison

RYTIX has a 1.36% expense ratio, which is higher than RYHIX's 1.35% expense ratio.


Dividends

RYTIX vs. RYHIX - Dividend Comparison

RYTIX's dividend yield for the trailing twelve months is around 0.84%, less than RYHIX's 2.01% yield.


PositionTTM20252024202320222021202020192018201720162015
RYHIX
Rydex Health Care Fund
2.01%2.18%0.00%0.00%1.64%3.19%8.81%0.00%1.76%9.17%13.88%6.39%
RYTIX
Rydex Technology Fund
0.84%1.03%9.00%2.46%5.17%7.24%1.62%0.92%5.39%1.35%0.00%0.00%

Frequently Asked Questions


RYTIX and RYHIX have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RYTIX has higher volatility (8.26%) compared to RYHIX (5.12%). In terms of maximum drawdown, RYTIX dropped -84.00% vs RYHIX's -41.27%.

RYHIX currently has the higher Sharpe Ratio (1.58 vs 1.39), 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.

Portfolio Optimizer

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