RYUIX vs. VUIAX

Last updated Jun 23, 2026

RYUIX (Rydex Utilities Fund) and VUIAX (Vanguard Utilities Index Fund Admiral Shares) are both Utilities Equities funds. Over the past 10 years, RYUIX returned 7.82%/yr vs 9.11%/yr for VUIAX. With a 0.99 correlation, they move nearly in lockstep. RYUIX charges 1.39%/yr vs 0.10%/yr for VUIAX.

Performance

RYUIX vs. VUIAX - Performance Comparison

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

Returns By Period

The year-to-date returns for both stocks are quite close, with RYUIX having a 5.74% return and VUIAX slightly lower at 5.58%. Over the past 10 years, RYUIX has underperformed VUIAX with an annualized return of 7.82%, while VUIAX has yielded a comparatively higher 9.11% 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%

VUIAX

• 1D: 0.72%
• 1M: -1.28%
• YTD: 5.58%
• 6M: 5.89%
• 1Y: 14.06%
• 3Y*: 13.34%
• 5Y*: 9.98%
• 10Y*: 9.11%

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

RYUIX vs. VUIAX - 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%
VUIAX Vanguard Utilities Index Fund Admiral Shares	5.58%	16.39%	23.03%	-7.49%	1.13%	17.16%	-0.90%	24.97%	4.45%	12.49%

Correlation

The correlation between RYUIX and VUIAX is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.99
Correlation (3Y) Calculated over the trailing 3-year period	0.99
Correlation (5Y) Calculated over the trailing 5-year period	0.99
Correlation (10Y) Calculated over the trailing 10-year period	0.99
Correlation (All Time) Calculated using the full available price history since Feb 2, 2004	0.99

The correlation between RYUIX and VUIAX has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.

Return for Risk

RYUIX vs. VUIAX — 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

VUIAX

VUIAX Risk / Return Rank: 15
VUIAX Sharpe Ratio Rank: 14
VUIAX Sortino Ratio Rank: 13
VUIAX Omega Ratio Rank: 13
VUIAX Calmar Ratio Rank: 22
VUIAX Martin Ratio Rank: 13

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. VUIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rydex Utilities Fund (RYUIX) and Vanguard Utilities Index Fund Admiral Shares (VUIAX). 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	VUIAX	Difference
Sharpe ratio: Return per unit of total volatility	1.05	0.99	+0.06
Sortino ratio: Return per unit of downside risk	1.47	1.40	+0.07
Omega ratio: Gain probability vs. loss probability	1.18	1.18	+0.01
Calmar ratio: Return relative to maximum drawdown	1.82	1.62	+0.21
Martin ratio: Return relative to average drawdown	3.81	3.46	+0.35

RYUIX vs. VUIAX - Sharpe Ratio Comparison

The current RYUIX Sharpe Ratio is 1.05, which is comparable to the VUIAX Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of RYUIX and VUIAX, 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. VUIAX - Drawdown Comparison

The maximum RYUIX drawdown since its inception was -63.29%, which is greater than VUIAX's maximum drawdown of -46.29%. Use the drawdown chart below to compare losses from any high point for RYUIX and VUIAX.

Drawdown Indicators

	RYUIX	VUIAX	Difference
Max Drawdown Largest peak-to-trough decline	-63.29%	-46.29%	-17.00%
Max Drawdown (1Y) Largest decline over 1 year	-7.97%	-8.87%	+0.90%
Max Drawdown (3Y) Largest decline over 3 years	-17.03%	-17.42%	+0.39%
Max Drawdown (5Y) Largest decline over 5 years	-24.28%	-25.18%	+0.90%
Max Drawdown (10Y) Largest decline over 10 years	-36.88%	-36.21%	-0.67%
Current Drawdown Current decline from peak	-4.87%	-5.13%	+0.26%
Average Drawdown Average peak-to-trough decline	-14.44%	-7.76%	-6.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.81%	4.13%	-0.32%

Volatility

RYUIX vs. VUIAX - Volatility Comparison

The current volatility for Rydex Utilities Fund (RYUIX) is 4.98%, while Vanguard Utilities Index Fund Admiral Shares (VUIAX) has a volatility of 5.27%. This indicates that RYUIX experiences smaller price fluctuations and is considered to be less risky than VUIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RYUIX	VUIAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.98%	5.27%	-0.29%
Volatility (6M) Calculated over the trailing 6-month period	11.03%	11.63%	-0.60%
Volatility (1Y) Calculated over the trailing 1-year period	13.82%	14.51%	-0.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.65%	17.10%	-0.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.95%	19.20%	-0.25%

RYUIX vs. VUIAX - Expense Ratio Comparison

RYUIX has a 1.39% expense ratio, which is higher than VUIAX's 0.10% expense ratio.

Dividends

RYUIX vs. VUIAX - Dividend Comparison

RYUIX's dividend yield for the trailing twelve months is around 1.77%, less than VUIAX's 2.62% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
VUIAX Vanguard Utilities Index Fund Admiral Shares	2.62%	2.73%	3.01%	3.49%	2.98%	2.56%	3.17%	2.82%	3.23%	3.18%	3.19%	3.64%

Frequently Asked Questions

Can I hold both RYUIX and VUIAX in my portfolio?

With a correlation of 0.99, RYUIX and VUIAX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, RYUIX or VUIAX?

VUIAX has higher volatility (5.27%) compared to RYUIX (4.98%). In terms of maximum drawdown, RYUIX dropped -63.29% vs VUIAX's -46.29%.

Which has better risk-adjusted returns?

RYUIX currently has the higher Sharpe Ratio (1.05 vs 0.99), 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.