PortfoliosLab logoPortfoliosLab logo
RYTNX vs. QLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RYTNX vs. QLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rydex S&P 500 2x Strategy Fund (RYTNX) and ProShares Ultra QQQ (QLD). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

RYTNX vs. QLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RYTNX
Rydex S&P 500 2x Strategy Fund
-15.39%24.88%41.95%45.20%-39.32%55.55%20.31%62.29%-15.06%42.95%
QLD
ProShares Ultra QQQ
-13.35%30.36%42.82%117.72%-60.52%54.67%88.90%81.69%-8.31%70.34%

Returns By Period

In the year-to-date period, RYTNX achieves a -15.39% return, which is significantly lower than QLD's -13.35% return. Over the past 10 years, RYTNX has underperformed QLD with an annualized return of 19.00%, while QLD has yielded a comparatively higher 29.40% annualized return.


RYTNX

1D
-0.78%
1M
-15.42%
YTD
-15.39%
6M
-12.80%
1Y
18.10%
3Y*
24.54%
5Y*
13.04%
10Y*
19.00%

QLD

1D
6.72%
1M
-10.26%
YTD
-13.35%
6M
-11.03%
1Y
37.53%
3Y*
35.41%
5Y*
15.27%
10Y*
29.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


RYTNX vs. QLD - Expense Ratio Comparison

RYTNX has a 1.82% expense ratio, which is higher than QLD's 0.95% expense ratio.


Return for Risk

RYTNX vs. QLD — Risk / Return Rank

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

RYTNX
RYTNX Risk / Return Rank: 2525
Overall Rank
RYTNX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
RYTNX Sortino Ratio Rank: 2727
Sortino Ratio Rank
RYTNX Omega Ratio Rank: 2929
Omega Ratio Rank
RYTNX Calmar Ratio Rank: 2121
Calmar Ratio Rank
RYTNX Martin Ratio Rank: 2525
Martin Ratio Rank

QLD
QLD Risk / Return Rank: 5757
Overall Rank
QLD Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
QLD Sortino Ratio Rank: 5959
Sortino Ratio Rank
QLD Omega Ratio Rank: 5858
Omega Ratio Rank
QLD Calmar Ratio Rank: 6363
Calmar Ratio Rank
QLD Martin Ratio Rank: 5555
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.

RYTNX vs. QLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rydex S&P 500 2x Strategy Fund (RYTNX) and ProShares Ultra QQQ (QLD). 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.


RYTNXQLDDifference

Sharpe ratio

Return per unit of total volatility

0.54

0.84

-0.30

Sortino ratio

Return per unit of downside risk

0.99

1.43

-0.44

Omega ratio

Gain probability vs. loss probability

1.15

1.20

-0.05

Calmar ratio

Return relative to maximum drawdown

0.63

1.49

-0.86

Martin ratio

Return relative to average drawdown

2.73

4.88

-2.16

RYTNX vs. QLD - Sharpe Ratio Comparison

The current RYTNX Sharpe Ratio is 0.54, which is lower than the QLD Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of RYTNX and QLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


RYTNXQLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.54

0.84

-0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.34

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.66

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.53

-0.31

Correlation

The correlation between RYTNX and QLD is 0.89, 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. QLD - Dividend Comparison

RYTNX's dividend yield for the trailing twelve months is around 5.66%, more than QLD's 0.19% yield.


TTM20252024202320222021202020192018201720162015
RYTNX
Rydex S&P 500 2x Strategy Fund
5.66%4.79%5.45%0.14%0.00%0.14%0.69%1.84%0.00%5.84%0.16%1.52%
QLD
ProShares Ultra QQQ
0.19%0.17%0.25%0.33%0.31%0.00%0.00%0.13%0.06%0.02%0.21%0.11%

Drawdowns

RYTNX vs. QLD - Drawdown Comparison

The maximum RYTNX drawdown since its inception was -86.64%, roughly equal to the maximum QLD drawdown of -83.13%. Use the drawdown chart below to compare losses from any high point for RYTNX and QLD.


Loading graphics...

Drawdown Indicators


RYTNXQLDDifference

Max Drawdown

Largest peak-to-trough decline

-86.64%

-83.13%

-3.51%

Max Drawdown (1Y)

Largest decline over 1 year

-23.40%

-25.13%

+1.73%

Max Drawdown (5Y)

Largest decline over 5 years

-47.01%

-63.68%

+16.67%

Max Drawdown (10Y)

Largest decline over 10 years

-59.23%

-63.68%

+4.45%

Current Drawdown

Current decline from peak

-18.43%

-20.10%

+1.67%

Average Drawdown

Average peak-to-trough decline

-28.72%

-18.30%

-10.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.37%

7.67%

-2.30%

Volatility

RYTNX vs. QLD - Volatility Comparison

The current volatility for Rydex S&P 500 2x Strategy Fund (RYTNX) is 8.52%, while ProShares Ultra QQQ (QLD) has a volatility of 12.96%. This indicates that RYTNX experiences smaller price fluctuations and is considered to be less risky than QLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


RYTNXQLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.52%

12.96%

-4.44%

Volatility (6M)

Calculated over the trailing 6-month period

18.16%

25.55%

-7.39%

Volatility (1Y)

Calculated over the trailing 1-year period

36.23%

44.91%

-8.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.67%

44.77%

-11.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.08%

44.47%

-8.39%