RYUIX vs. RYDAX
Compare and contrast key facts about Rydex Utilities Fund (RYUIX) and Rydex Dow Jones Industrial Average Fund (RYDAX).
RYUIX is managed by Rydex Funds. It was launched on Apr 2, 2000. RYDAX is managed by Rydex Funds. It was launched on Dec 1, 2015.
Performance
RYUIX vs. RYDAX - Performance Comparison
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RYUIX vs. RYDAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYUIX Rydex Utilities Fund | 7.22% | 17.90% | 20.25% | -6.78% | 1.32% | 15.08% | -4.56% | 19.38% | 4.07% | 11.36% |
RYDAX Rydex Dow Jones Industrial Average Fund | -5.94% | 12.98% | 13.10% | 14.36% | -8.88% | 19.11% | 7.47% | 23.13% | -5.14% | 26.19% |
Returns By Period
In the year-to-date period, RYUIX achieves a 7.22% return, which is significantly higher than RYDAX's -5.94% return. Over the past 10 years, RYUIX has underperformed RYDAX with an annualized return of 8.29%, while RYDAX has yielded a comparatively higher 10.22% 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%
RYDAX
- 1D
- -0.06%
- 1M
- -7.64%
- YTD
- -5.94%
- 6M
- -2.59%
- 1Y
- 7.67%
- 3Y*
- 10.99%
- 5Y*
- 6.69%
- 10Y*
- 10.22%
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RYUIX vs. RYDAX - Expense Ratio Comparison
RYUIX has a 1.39% expense ratio, which is lower than RYDAX's 1.58% expense ratio.
Return for Risk
RYUIX vs. RYDAX — Risk / Return Rank
RYUIX
RYDAX
RYUIX vs. RYDAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex Utilities Fund (RYUIX) and Rydex Dow Jones Industrial Average Fund (RYDAX). 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.
| RYUIX | RYDAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.40 | 0.53 | +0.88 |
Sortino ratioReturn per unit of downside risk | 1.89 | 0.87 | +1.02 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.12 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 2.64 | 0.63 | +2.01 |
Martin ratioReturn relative to average drawdown | 6.40 | 2.34 | +4.06 |
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
| RYUIX | RYDAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.40 | 0.53 | +0.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.46 | +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 | 0.59 | -0.31 |
Correlation
The correlation between RYUIX and RYDAX is 0.44, 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
RYUIX vs. RYDAX - Dividend Comparison
RYUIX's dividend yield for the trailing twelve months is around 1.74%, more than RYDAX's 0.40% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
RYDAX Rydex Dow Jones Industrial Average Fund | 0.40% | 0.38% | 1.73% | 0.75% | 3.17% | 1.22% | 4.87% | 4.02% | 1.25% | 3.70% | 0.56% | 0.00% |
Drawdowns
RYUIX vs. RYDAX - Drawdown Comparison
The maximum RYUIX drawdown since its inception was -63.29%, which is greater than RYDAX's maximum drawdown of -37.34%. Use the drawdown chart below to compare losses from any high point for RYUIX and RYDAX.
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Drawdown Indicators
| RYUIX | RYDAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.29% | -37.34% | -25.95% |
Max Drawdown (1Y)Largest decline over 1 year | -8.27% | -10.87% | +2.60% |
Max Drawdown (5Y)Largest decline over 5 years | -24.28% | -22.12% | -2.16% |
Max Drawdown (10Y)Largest decline over 10 years | -36.88% | -37.34% | +0.46% |
Current DrawdownCurrent decline from peak | -3.53% | -9.86% | +6.33% |
Average DrawdownAverage peak-to-trough decline | -14.53% | -4.38% | -10.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.41% | 2.95% | +0.46% |
Volatility
RYUIX vs. RYDAX - Volatility Comparison
Rydex Utilities Fund (RYUIX) has a higher volatility of 4.91% compared to Rydex Dow Jones Industrial Average Fund (RYDAX) at 3.99%. This indicates that RYUIX's price experiences larger fluctuations and is considered to be riskier than RYDAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYUIX | RYDAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.91% | 3.99% | +0.92% |
Volatility (6M)Calculated over the trailing 6-month period | 9.58% | 8.92% | +0.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.08% | 16.68% | -1.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.54% | 14.73% | +1.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.88% | 17.56% | +1.32% |