RYTNX vs. BLPIX
Compare and contrast key facts about Rydex S&P 500 2x Strategy Fund (RYTNX) and ProFunds Bull Investor Fund (BLPIX).
RYTNX is managed by Rydex Funds. It was launched on May 18, 2000. BLPIX is managed by ProFunds. It was launched on Nov 30, 1997.
Performance
RYTNX vs. BLPIX - Performance Comparison
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RYTNX vs. BLPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYTNX Rydex S&P 500 2x Strategy Fund | -10.47% | 24.88% | 41.95% | 45.20% | -39.32% | 55.55% | 20.31% | 62.29% | -15.06% | 42.95% |
BLPIX ProFunds Bull Investor Fund | -4.77% | 15.01% | 20.24% | 24.13% | -19.81% | 23.73% | 16.04% | 28.97% | -6.09% | 19.51% |
Returns By Period
In the year-to-date period, RYTNX achieves a -10.47% return, which is significantly lower than BLPIX's -4.77% return. Over the past 10 years, RYTNX has outperformed BLPIX with an annualized return of 19.68%, while BLPIX has yielded a comparatively lower 11.41% annualized return.
RYTNX
- 1D
- 5.81%
- 1M
- -10.57%
- YTD
- -10.47%
- 6M
- -8.36%
- 1Y
- 24.05%
- 3Y*
- 26.91%
- 5Y*
- 13.80%
- 10Y*
- 19.68%
BLPIX
- 1D
- 2.92%
- 1M
- -5.16%
- YTD
- -4.77%
- 6M
- -3.01%
- 1Y
- 14.54%
- 3Y*
- 15.17%
- 5Y*
- 8.69%
- 10Y*
- 11.41%
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RYTNX vs. BLPIX - Expense Ratio Comparison
RYTNX has a 1.82% expense ratio, which is higher than BLPIX's 1.50% expense ratio.
Return for Risk
RYTNX vs. BLPIX — Risk / Return Rank
RYTNX
BLPIX
RYTNX vs. BLPIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex S&P 500 2x Strategy Fund (RYTNX) and ProFunds Bull Investor Fund (BLPIX). 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.
| RYTNX | BLPIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.69 | 0.82 | -0.14 |
Sortino ratioReturn per unit of downside risk | 1.19 | 1.28 | -0.09 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.19 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.13 | 1.29 | -0.16 |
Martin ratioReturn relative to average drawdown | 4.84 | 5.87 | -1.02 |
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
| RYTNX | BLPIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.69 | 0.82 | -0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.52 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.65 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.33 | -0.11 |
Correlation
The correlation between RYTNX and BLPIX is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
RYTNX vs. BLPIX - Dividend Comparison
RYTNX's dividend yield for the trailing twelve months is around 5.35%, more than BLPIX's 1.66% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYTNX Rydex S&P 500 2x Strategy Fund | 5.35% | 4.79% | 5.45% | 0.14% | 0.00% | 0.14% | 0.69% | 1.84% | 0.00% | 5.84% | 0.16% | 1.52% |
BLPIX ProFunds Bull Investor Fund | 1.66% | 1.58% | 0.00% | 0.03% | 0.98% | 6.68% | 5.79% | 1.64% | 0.62% | 0.00% | 0.00% | 0.00% |
Drawdowns
RYTNX vs. BLPIX - Drawdown Comparison
The maximum RYTNX drawdown since its inception was -86.64%, which is greater than BLPIX's maximum drawdown of -57.98%. Use the drawdown chart below to compare losses from any high point for RYTNX and BLPIX.
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Drawdown Indicators
| RYTNX | BLPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.64% | -57.98% | -28.66% |
Max Drawdown (1Y)Largest decline over 1 year | -23.40% | -12.15% | -11.25% |
Max Drawdown (5Y)Largest decline over 5 years | -47.01% | -26.11% | -20.90% |
Max Drawdown (10Y)Largest decline over 10 years | -59.23% | -33.93% | -25.30% |
Current DrawdownCurrent decline from peak | -13.68% | -6.56% | -7.12% |
Average DrawdownAverage peak-to-trough decline | -28.72% | -13.95% | -14.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.44% | 2.66% | +2.78% |
Volatility
RYTNX vs. BLPIX - Volatility Comparison
Rydex S&P 500 2x Strategy Fund (RYTNX) has a higher volatility of 10.67% compared to ProFunds Bull Investor Fund (BLPIX) at 5.35%. This indicates that RYTNX's price experiences larger fluctuations and is considered to be riskier than BLPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYTNX | BLPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.67% | 5.35% | +5.32% |
Volatility (6M)Calculated over the trailing 6-month period | 19.04% | 9.54% | +9.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.61% | 18.28% | +18.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.77% | 16.95% | +16.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.13% | 17.72% | +18.41% |