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RYTNX vs. UTPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RYTNX vs. UTPIX - Performance Comparison

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

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RYTNX vs. UTPIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
UTPIX
ProFunds Utilities UltraSector Fund
11.02%19.28%27.74%-15.46%-2.31%23.33%-8.87%34.24%2.30%15.83%

Returns By Period

In the year-to-date period, RYTNX achieves a -10.47% return, which is significantly lower than UTPIX's 11.02% return. Over the past 10 years, RYTNX has outperformed UTPIX with an annualized return of 19.68%, while UTPIX has yielded a comparatively lower 9.46% 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%

UTPIX

1D
-0.13%
1M
-4.22%
YTD
11.02%
6M
5.87%
1Y
24.41%
3Y*
15.02%
5Y*
10.69%
10Y*
9.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RYTNX vs. UTPIX - Expense Ratio Comparison

RYTNX has a 1.82% expense ratio, which is higher than UTPIX's 1.73% expense ratio.


Return for Risk

RYTNX vs. UTPIX — Risk / Return Rank

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

RYTNX
RYTNX Risk / Return Rank: 3636
Overall Rank
RYTNX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
RYTNX Sortino Ratio Rank: 3232
Sortino Ratio Rank
RYTNX Omega Ratio Rank: 3535
Omega Ratio Rank
RYTNX Calmar Ratio Rank: 4040
Calmar Ratio Rank
RYTNX Martin Ratio Rank: 4545
Martin Ratio Rank

UTPIX
UTPIX Risk / Return Rank: 4646
Overall Rank
UTPIX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
UTPIX Sortino Ratio Rank: 4444
Sortino Ratio Rank
UTPIX Omega Ratio Rank: 3737
Omega Ratio Rank
UTPIX Calmar Ratio Rank: 6969
Calmar Ratio Rank
UTPIX Martin Ratio Rank: 3333
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. UTPIX - 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 Utilities UltraSector Fund (UTPIX). 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.


RYTNXUTPIXDifference

Sharpe ratio

Return per unit of total volatility

0.69

1.05

-0.36

Sortino ratio

Return per unit of downside risk

1.19

1.47

-0.28

Omega ratio

Gain probability vs. loss probability

1.18

1.20

-0.02

Calmar ratio

Return relative to maximum drawdown

1.13

1.86

-0.74

Martin ratio

Return relative to average drawdown

4.84

4.41

+0.43

RYTNX vs. UTPIX - Sharpe Ratio Comparison

The current RYTNX Sharpe Ratio is 0.69, which is lower than the UTPIX Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of RYTNX and UTPIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RYTNXUTPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.69

1.05

-0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.42

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.33

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.25

-0.03

Correlation

The correlation between RYTNX and UTPIX is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

RYTNX vs. UTPIX - Dividend Comparison

RYTNX's dividend yield for the trailing twelve months is around 5.35%, more than UTPIX's 0.70% yield.


TTM20252024202320222021202020192018201720162015
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%
UTPIX
ProFunds Utilities UltraSector Fund
0.70%0.77%0.00%1.74%0.97%0.20%0.58%1.72%0.66%0.74%0.83%1.41%

Drawdowns

RYTNX vs. UTPIX - Drawdown Comparison

The maximum RYTNX drawdown since its inception was -86.64%, which is greater than UTPIX's maximum drawdown of -73.56%. Use the drawdown chart below to compare losses from any high point for RYTNX and UTPIX.


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Drawdown Indicators


RYTNXUTPIXDifference

Max Drawdown

Largest peak-to-trough decline

-86.64%

-73.56%

-13.08%

Max Drawdown (1Y)

Largest decline over 1 year

-23.40%

-14.45%

-8.95%

Max Drawdown (5Y)

Largest decline over 5 years

-47.01%

-38.73%

-8.28%

Max Drawdown (10Y)

Largest decline over 10 years

-59.23%

-50.82%

-8.41%

Current Drawdown

Current decline from peak

-13.68%

-5.32%

-8.36%

Average Drawdown

Average peak-to-trough decline

-28.72%

-22.00%

-6.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.44%

6.10%

-0.66%

Volatility

RYTNX vs. UTPIX - Volatility Comparison

Rydex S&P 500 2x Strategy Fund (RYTNX) has a higher volatility of 10.67% compared to ProFunds Utilities UltraSector Fund (UTPIX) at 7.73%. This indicates that RYTNX's price experiences larger fluctuations and is considered to be riskier than UTPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RYTNXUTPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.67%

7.73%

+2.94%

Volatility (6M)

Calculated over the trailing 6-month period

19.04%

15.71%

+3.33%

Volatility (1Y)

Calculated over the trailing 1-year period

36.61%

23.94%

+12.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.77%

25.79%

+7.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.13%

28.98%

+7.15%