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RYUIX vs. EVUAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RYUIX vs. EVUAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rydex Utilities Fund (RYUIX) and Allspring Utility and Telecommunications Fund (EVUAX). The values are adjusted to include any dividend payments, if applicable.

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RYUIX vs. EVUAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RYUIX
Rydex Utilities Fund
7.22%17.90%20.25%-6.78%1.32%15.08%-4.56%19.38%4.07%11.36%
EVUAX
Allspring Utility and Telecommunications Fund
4.92%15.41%17.68%-5.17%-3.47%13.95%4.19%54.25%3.25%13.66%

Returns By Period

In the year-to-date period, RYUIX achieves a 7.22% return, which is significantly higher than EVUAX's 4.92% return. Over the past 10 years, RYUIX has underperformed EVUAX with an annualized return of 8.29%, while EVUAX has yielded a comparatively higher 11.08% annualized return.


RYUIX

1D
0.49%
1M
-3.53%
YTD
7.22%
6M
5.29%
1Y
19.88%
3Y*
13.37%
5Y*
9.84%
10Y*
8.29%

EVUAX

1D
0.43%
1M
-4.30%
YTD
4.92%
6M
3.81%
1Y
15.44%
3Y*
11.56%
5Y*
7.69%
10Y*
11.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RYUIX vs. EVUAX - Expense Ratio Comparison

RYUIX has a 1.39% expense ratio, which is higher than EVUAX's 1.04% expense ratio.


Return for Risk

RYUIX vs. EVUAX — Risk / Return Rank

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

RYUIX
RYUIX Risk / Return Rank: 7575
Overall Rank
RYUIX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
RYUIX Sortino Ratio Rank: 7575
Sortino Ratio Rank
RYUIX Omega Ratio Rank: 6767
Omega Ratio Rank
RYUIX Calmar Ratio Rank: 9191
Calmar Ratio Rank
RYUIX Martin Ratio Rank: 6767
Martin Ratio Rank

EVUAX
EVUAX Risk / Return Rank: 6363
Overall Rank
EVUAX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
EVUAX Sortino Ratio Rank: 5959
Sortino Ratio Rank
EVUAX Omega Ratio Rank: 5353
Omega Ratio Rank
EVUAX Calmar Ratio Rank: 8585
Calmar Ratio Rank
EVUAX 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.

RYUIX vs. EVUAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rydex Utilities Fund (RYUIX) and Allspring Utility and Telecommunications Fund (EVUAX). 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.


RYUIXEVUAXDifference

Sharpe ratio

Return per unit of total volatility

1.40

1.14

+0.27

Sortino ratio

Return per unit of downside risk

1.89

1.56

+0.33

Omega ratio

Gain probability vs. loss probability

1.26

1.22

+0.04

Calmar ratio

Return relative to maximum drawdown

2.64

2.15

+0.49

Martin ratio

Return relative to average drawdown

6.40

5.19

+1.20

RYUIX vs. EVUAX - Sharpe Ratio Comparison

The current RYUIX Sharpe Ratio is 1.40, which is comparable to the EVUAX Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of RYUIX and EVUAX, 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


RYUIXEVUAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

1.14

+0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.45

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.58

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.67

-0.39

Correlation

The correlation between RYUIX and EVUAX is 0.91, 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

RYUIX vs. EVUAX - Dividend Comparison

RYUIX's dividend yield for the trailing twelve months is around 1.74%, less than EVUAX's 5.77% yield.


TTM20252024202320222021202020192018201720162015
RYUIX
Rydex Utilities Fund
1.74%1.87%0.67%3.16%0.81%2.61%2.17%0.91%0.00%2.61%10.04%1.62%
EVUAX
Allspring Utility and Telecommunications Fund
5.77%6.17%4.70%5.76%11.09%13.01%13.60%35.11%1.96%1.75%1.34%1.95%

Drawdowns

RYUIX vs. EVUAX - Drawdown Comparison

The maximum RYUIX drawdown since its inception was -63.29%, which is greater than EVUAX's maximum drawdown of -56.00%. Use the drawdown chart below to compare losses from any high point for RYUIX and EVUAX.


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Drawdown Indicators


RYUIXEVUAXDifference

Max Drawdown

Largest peak-to-trough decline

-63.29%

-56.00%

-7.29%

Max Drawdown (1Y)

Largest decline over 1 year

-8.27%

-7.90%

-0.37%

Max Drawdown (5Y)

Largest decline over 5 years

-24.28%

-23.32%

-0.96%

Max Drawdown (10Y)

Largest decline over 10 years

-36.88%

-31.72%

-5.16%

Current Drawdown

Current decline from peak

-3.53%

-4.30%

+0.77%

Average Drawdown

Average peak-to-trough decline

-14.53%

-9.60%

-4.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.41%

3.27%

+0.14%

Volatility

RYUIX vs. EVUAX - Volatility Comparison

Rydex Utilities Fund (RYUIX) and Allspring Utility and Telecommunications Fund (EVUAX) have volatilities of 4.91% and 4.79%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RYUIXEVUAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.91%

4.79%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

9.58%

9.44%

+0.14%

Volatility (1Y)

Calculated over the trailing 1-year period

15.08%

14.63%

+0.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.54%

17.01%

-0.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.88%

19.04%

-0.16%