RYUIX vs. GABUX

Last updated Jun 23, 2026

RYUIX (Rydex Utilities Fund) and GABUX (Gabelli Utilities Fund) are both Utilities Equities funds. Over the past 10 years, RYUIX returned 7.82%/yr vs 6.16%/yr for GABUX. Their correlation of 0.91 suggests significant overlap in exposure. Both charge a 1.39% expense ratio.

Performance

RYUIX vs. GABUX - Performance Comparison

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

Returns By Period

In the year-to-date period, RYUIX achieves a 5.74% return, which is significantly lower than GABUX's 7.30% return. Over the past 10 years, RYUIX has outperformed GABUX with an annualized return of 7.82%, while GABUX has yielded a comparatively lower 6.16% annualized return.

RYUIX

• 1D: 0.69%
• 1M: -1.29%
• YTD: 5.74%
• 6M: 5.90%
• 1Y: 14.42%
• 3Y*: 13.17%
• 5Y*: 9.59%
• 10Y*: 7.82%

GABUX

• 1D: 0.21%
• 1M: -2.22%
• YTD: 7.30%
• 6M: 7.40%
• 1Y: 16.28%
• 3Y*: 11.20%
• 5Y*: 6.76%
• 10Y*: 6.16%

*Multi-year figures are annualized to reflect compound growth (CAGR)

RYUIX vs. GABUX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
RYUIX Rydex Utilities Fund	5.74%	17.90%	20.25%	-6.78%	1.32%	15.08%	-4.56%	19.38%	4.07%	11.36%
GABUX Gabelli Utilities Fund	7.30%	16.86%	14.38%	-6.59%	-5.40%	17.44%	-3.45%	18.37%	-2.83%	8.24%

Correlation

The correlation between RYUIX and GABUX is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.88
Correlation (3Y) Calculated over the trailing 3-year period	0.91
Correlation (5Y) Calculated over the trailing 5-year period	0.93
Correlation (10Y) Calculated over the trailing 10-year period	0.92
Correlation (All Time) Calculated using the full available price history since Jan 2, 2001	0.91

The correlation between RYUIX and GABUX has been stable across timeframes, ranging from 0.88 to 0.93 - a consistent structural relationship.

Return for Risk

RYUIX vs. GABUX — Risk / Return Rank

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

RYUIX

RYUIX Risk / Return Rank: 17
RYUIX Sharpe Ratio Rank: 16
RYUIX Sortino Ratio Rank: 14
RYUIX Omega Ratio Rank: 14
RYUIX Calmar Ratio Rank: 27
RYUIX Martin Ratio Rank: 15

GABUX

GABUX Risk / Return Rank: 34
GABUX Sharpe Ratio Rank: 34
GABUX Sortino Ratio Rank: 31
GABUX Omega Ratio Rank: 31
GABUX Calmar Ratio Rank: 41
GABUX Martin Ratio Rank: 33

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. GABUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rydex Utilities Fund (RYUIX) and Gabelli Utilities Fund (GABUX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	RYUIX	GABUX	Difference
Sharpe ratio: Return per unit of total volatility	1.05	1.55	-0.50
Sortino ratio: Return per unit of downside risk	1.47	2.15	-0.68
Omega ratio: Gain probability vs. loss probability	1.18	1.27	-0.09
Calmar ratio: Return relative to maximum drawdown	1.82	2.32	-0.50
Martin ratio: Return relative to average drawdown	3.81	6.96	-3.15

RYUIX vs. GABUX - Sharpe Ratio Comparison

The current RYUIX Sharpe Ratio is 1.05, which is lower than the GABUX Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of RYUIX and GABUX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

RYUIX vs. GABUX - Drawdown Comparison

The maximum RYUIX drawdown since its inception was -63.29%, which is greater than GABUX's maximum drawdown of -48.88%. Use the drawdown chart below to compare losses from any high point for RYUIX and GABUX.

Drawdown Indicators

	RYUIX	GABUX	Difference
Max Drawdown Largest peak-to-trough decline	-63.29%	-48.88%	-14.41%
Max Drawdown (1Y) Largest decline over 1 year	-7.97%	-7.14%	-0.83%
Max Drawdown (3Y) Largest decline over 3 years	-17.03%	-16.51%	-0.52%
Max Drawdown (5Y) Largest decline over 5 years	-24.28%	-23.98%	-0.30%
Max Drawdown (10Y) Largest decline over 10 years	-36.88%	-33.64%	-3.24%
Current Drawdown Current decline from peak	-4.87%	-5.58%	+0.71%
Average Drawdown Average peak-to-trough decline	-14.44%	-12.13%	-2.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.81%	2.38%	+1.43%

Volatility

RYUIX vs. GABUX - Volatility Comparison

Rydex Utilities Fund (RYUIX) has a higher volatility of 4.98% compared to Gabelli Utilities Fund (GABUX) at 3.50%. This indicates that RYUIX's price experiences larger fluctuations and is considered to be riskier than GABUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RYUIX	GABUX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.98%	3.50%	+1.48%
Volatility (6M) Calculated over the trailing 6-month period	11.03%	8.39%	+2.64%
Volatility (1Y) Calculated over the trailing 1-year period	13.82%	10.69%	+3.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.65%	14.67%	+1.98%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.95%	16.27%	+2.68%

RYUIX vs. GABUX - Expense Ratio Comparison

Both RYUIX and GABUX have an expense ratio of 1.39%.

Dividends

RYUIX vs. GABUX - Dividend Comparison

RYUIX's dividend yield for the trailing twelve months is around 1.77%, less than GABUX's 18.27% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GABUX Gabelli Utilities Fund	18.27%	18.27%	22.50%	16.89%	13.44%	11.03%	11.58%	9.31%	9.50%	8.45%	9.49%	9.66%
RYUIX Rydex Utilities Fund	1.77%	1.87%	0.67%	3.16%	0.81%	2.61%	2.17%	0.91%	0.00%	2.61%	10.04%	1.62%

Frequently Asked Questions

Can I hold both RYUIX and GABUX in my portfolio?

RYUIX and GABUX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RYUIX or GABUX?

RYUIX has higher volatility (4.98%) compared to GABUX (3.50%). In terms of maximum drawdown, RYUIX dropped -63.29% vs GABUX's -48.88%.

Which has better risk-adjusted returns?

GABUX currently has the higher Sharpe Ratio (1.55 vs 1.05), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.