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RYTPX vs. FXAIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RYTPX vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rydex Inverse S&P 500 2x Strategy Fund (RYTPX) and Fidelity 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

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RYTPX vs. FXAIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RYTPX
Rydex Inverse S&P 500 2x Strategy Fund
16.72%-27.24%-29.24%-31.96%29.31%-43.38%-50.05%-41.84%4.42%-32.54%
FXAIX
Fidelity 500 Index Fund
-7.05%17.84%25.01%26.29%-18.14%28.71%18.42%31.48%-4.43%21.82%

Returns By Period

In the year-to-date period, RYTPX achieves a 16.72% return, which is significantly higher than FXAIX's -7.05% return. Over the past 10 years, RYTPX has underperformed FXAIX with an annualized return of -15.00%, while FXAIX has yielded a comparatively higher 13.75% annualized return.


RYTPX

1D
0.78%
1M
16.95%
YTD
16.72%
6M
12.84%
1Y
-22.90%
3Y*
-22.33%
5Y*
-19.19%
10Y*
-15.00%

FXAIX

1D
-0.39%
1M
-7.68%
YTD
-7.05%
6M
-4.59%
1Y
14.42%
3Y*
17.17%
5Y*
11.40%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RYTPX vs. FXAIX - Expense Ratio Comparison

RYTPX has a 2.16% expense ratio, which is higher than FXAIX's 0.02% expense ratio.


Return for Risk

RYTPX vs. FXAIX — Risk / Return Rank

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

RYTPX
RYTPX Risk / Return Rank: 22
Overall Rank
RYTPX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
RYTPX Sortino Ratio Rank: 11
Sortino Ratio Rank
RYTPX Omega Ratio Rank: 11
Omega Ratio Rank
RYTPX Calmar Ratio Rank: 22
Calmar Ratio Rank
RYTPX Martin Ratio Rank: 44
Martin Ratio Rank

FXAIX
FXAIX Risk / Return Rank: 4646
Overall Rank
FXAIX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
FXAIX Sortino Ratio Rank: 4545
Sortino Ratio Rank
FXAIX Omega Ratio Rank: 5050
Omega Ratio Rank
FXAIX Calmar Ratio Rank: 4141
Calmar Ratio Rank
FXAIX Martin Ratio Rank: 5353
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.

RYTPX vs. FXAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rydex Inverse S&P 500 2x Strategy Fund (RYTPX) and Fidelity 500 Index Fund (FXAIX). 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.


RYTPXFXAIXDifference

Sharpe ratio

Return per unit of total volatility

-0.66

0.84

-1.50

Sortino ratio

Return per unit of downside risk

-0.77

1.30

-2.07

Omega ratio

Gain probability vs. loss probability

0.89

1.20

-0.31

Calmar ratio

Return relative to maximum drawdown

-0.42

1.05

-1.48

Martin ratio

Return relative to average drawdown

-0.50

5.13

-5.63

RYTPX vs. FXAIX - Sharpe Ratio Comparison

The current RYTPX Sharpe Ratio is -0.66, which is lower than the FXAIX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of RYTPX and FXAIX, 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


RYTPXFXAIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.66

0.84

-1.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.57

0.68

-1.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.03

0.77

-0.80

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.05

0.75

-0.80

Correlation

The correlation between RYTPX and FXAIX is -0.95. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

RYTPX vs. FXAIX - Dividend Comparison

RYTPX's dividend yield for the trailing twelve months is around 4.41%, more than FXAIX's 1.20% yield.


TTM20252024202320222021202020192018201720162015
RYTPX
Rydex Inverse S&P 500 2x Strategy Fund
4.41%5.15%6.90%3.35%0.00%0.00%0.00%0.23%0.00%0.00%0.00%0.00%
FXAIX
Fidelity 500 Index Fund
1.20%1.11%1.25%1.45%1.69%1.22%1.60%2.06%2.72%1.97%2.52%2.83%

Drawdowns

RYTPX vs. FXAIX - Drawdown Comparison

The maximum RYTPX drawdown since its inception was -99.91%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for RYTPX and FXAIX.


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Drawdown Indicators


RYTPXFXAIXDifference

Max Drawdown

Largest peak-to-trough decline

-99.91%

-33.79%

-66.12%

Max Drawdown (1Y)

Largest decline over 1 year

-48.95%

-12.13%

-36.82%

Max Drawdown (5Y)

Largest decline over 5 years

-71.49%

-24.50%

-46.99%

Max Drawdown (10Y)

Largest decline over 10 years

-96.04%

-33.79%

-62.25%

Current Drawdown

Current decline from peak

-99.89%

-8.89%

-91.00%

Average Drawdown

Average peak-to-trough decline

-82.21%

-3.83%

-78.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

40.96%

2.50%

+38.46%

Volatility

RYTPX vs. FXAIX - Volatility Comparison

Rydex Inverse S&P 500 2x Strategy Fund (RYTPX) has a higher volatility of 8.47% compared to Fidelity 500 Index Fund (FXAIX) at 4.24%. This indicates that RYTPX's price experiences larger fluctuations and is considered to be riskier than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RYTPXFXAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.47%

4.24%

+4.23%

Volatility (6M)

Calculated over the trailing 6-month period

18.00%

9.08%

+8.92%

Volatility (1Y)

Calculated over the trailing 1-year period

36.19%

18.13%

+18.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.67%

16.88%

+16.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

436.49%

18.03%

+418.46%