RYTNX vs. QQQ
Compare and contrast key facts about Rydex S&P 500 2x Strategy Fund (RYTNX) and Invesco QQQ ETF (QQQ).
RYTNX is managed by Rydex Funds. It was launched on May 18, 2000. QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999.
Performance
RYTNX vs. QQQ - Performance Comparison
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RYTNX vs. QQQ - 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% |
QQQ Invesco QQQ ETF | -4.76% | 20.77% | 25.58% | 54.86% | -32.58% | 27.42% | 48.62% | 38.96% | -0.13% | 32.66% |
Returns By Period
In the year-to-date period, RYTNX achieves a -10.47% return, which is significantly lower than QQQ's -4.76% return. Both investments have delivered pretty close results over the past 10 years, with RYTNX having a 19.68% annualized return and QQQ not far behind at 18.99%.
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%
QQQ
- 1D
- 1.24%
- 1M
- -3.79%
- YTD
- -4.76%
- 6M
- -2.89%
- 1Y
- 24.21%
- 3Y*
- 22.83%
- 5Y*
- 13.16%
- 10Y*
- 18.99%
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RYTNX vs. QQQ - Expense Ratio Comparison
RYTNX has a 1.82% expense ratio, which is higher than QQQ's 0.18% expense ratio.
Return for Risk
RYTNX vs. QQQ — Risk / Return Rank
RYTNX
QQQ
RYTNX vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex S&P 500 2x Strategy Fund (RYTNX) and Invesco QQQ ETF (QQQ). 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 | QQQ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.69 | 1.07 | -0.39 |
Sortino ratioReturn per unit of downside risk | 1.19 | 1.66 | -0.47 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.24 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.13 | 2.00 | -0.87 |
Martin ratioReturn relative to average drawdown | 4.84 | 7.32 | -2.48 |
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 | QQQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.69 | 1.07 | -0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.59 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.86 | -0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.38 | -0.15 |
Correlation
The correlation between RYTNX and QQQ is 0.88, 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. QQQ - Dividend Comparison
RYTNX's dividend yield for the trailing twelve months is around 5.35%, more than QQQ's 0.48% 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% |
QQQ Invesco QQQ ETF | 0.48% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
Drawdowns
RYTNX vs. QQQ - Drawdown Comparison
The maximum RYTNX drawdown since its inception was -86.64%, roughly equal to the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for RYTNX and QQQ.
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Drawdown Indicators
| RYTNX | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.64% | -82.97% | -3.67% |
Max Drawdown (1Y)Largest decline over 1 year | -23.40% | -12.62% | -10.78% |
Max Drawdown (5Y)Largest decline over 5 years | -47.01% | -35.12% | -11.89% |
Max Drawdown (10Y)Largest decline over 10 years | -59.23% | -35.12% | -24.11% |
Current DrawdownCurrent decline from peak | -13.68% | -7.86% | -5.82% |
Average DrawdownAverage peak-to-trough decline | -28.72% | -32.99% | +4.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.44% | 3.44% | +2.00% |
Volatility
RYTNX vs. QQQ - Volatility Comparison
Rydex S&P 500 2x Strategy Fund (RYTNX) has a higher volatility of 10.67% compared to Invesco QQQ ETF (QQQ) at 6.61%. This indicates that RYTNX's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYTNX | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.67% | 6.61% | +4.06% |
Volatility (6M)Calculated over the trailing 6-month period | 19.04% | 12.82% | +6.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.61% | 22.70% | +13.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.77% | 22.38% | +11.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.13% | 22.25% | +13.88% |