RYURX vs. RYCLX
Compare and contrast key facts about Rydex Inverse S&P 500 Strategy Fund (RYURX) and Rydex Inverse Mid-Cap Strategy Fund (RYCLX).
RYURX is managed by Rydex Funds. It was launched on Jan 6, 1994. RYCLX is managed by Rydex Funds. It was launched on Feb 19, 2004.
Performance
RYURX vs. RYCLX - Performance Comparison
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RYURX vs. RYCLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYURX Rydex Inverse S&P 500 Strategy Fund | 8.78% | -82.28% | -13.04% | -14.56% | 17.56% | -24.19% | -24.90% | -22.65% | 4.33% | -17.38% |
RYCLX Rydex Inverse Mid-Cap Strategy Fund | 0.49% | -1.04% | -5.59% | -8.75% | 8.93% | -24.21% | -25.53% | -21.03% | 11.39% | -14.94% |
Returns By Period
In the year-to-date period, RYURX achieves a 8.78% return, which is significantly higher than RYCLX's 0.49% return. Over the past 10 years, RYURX has underperformed RYCLX with an annualized return of -24.82%, while RYCLX has yielded a comparatively higher -10.42% annualized return.
RYURX
- 1D
- 0.42%
- 1M
- 8.50%
- YTD
- 8.78%
- 6M
- 7.52%
- 1Y
- -9.01%
- 3Y*
- -46.66%
- 5Y*
- -32.84%
- 10Y*
- -24.82%
RYCLX
- 1D
- 0.86%
- 1M
- 8.76%
- YTD
- 0.49%
- 6M
- 1.69%
- 1Y
- -8.64%
- 3Y*
- -4.16%
- 5Y*
- -3.97%
- 10Y*
- -10.42%
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RYURX vs. RYCLX - Expense Ratio Comparison
RYURX has a 1.49% expense ratio, which is lower than RYCLX's 2.39% expense ratio.
Return for Risk
RYURX vs. RYCLX — Risk / Return Rank
RYURX
RYCLX
RYURX vs. RYCLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex Inverse S&P 500 Strategy Fund (RYURX) and Rydex Inverse Mid-Cap Strategy Fund (RYCLX). 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.
| RYURX | RYCLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.53 | -0.42 | -0.11 |
Sortino ratioReturn per unit of downside risk | -0.63 | -0.46 | -0.17 |
Omega ratioGain probability vs. loss probability | 0.91 | 0.94 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | -0.29 | -0.27 | -0.02 |
Martin ratioReturn relative to average drawdown | -0.35 | -0.36 | +0.01 |
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
| RYURX | RYCLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.53 | -0.42 | -0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.83 | -0.19 | -0.64 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.80 | -0.49 | -0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.16 | -0.53 | +0.37 |
Correlation
The correlation between RYURX and RYCLX is 0.89, 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
RYURX vs. RYCLX - Dividend Comparison
RYURX's dividend yield for the trailing twelve months is around 3.51%, less than RYCLX's 32.85% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
RYURX Rydex Inverse S&P 500 Strategy Fund | 3.51% | 3.82% | 6.78% | 2.79% | 0.00% | 0.00% | 0.42% | 0.86% |
RYCLX Rydex Inverse Mid-Cap Strategy Fund | 32.85% | 33.01% | 25.75% | 9.12% | 0.00% | 0.00% | 0.76% | 0.89% |
Drawdowns
RYURX vs. RYCLX - Drawdown Comparison
The maximum RYURX drawdown since its inception was -99.29%, roughly equal to the maximum RYCLX drawdown of -95.37%. Use the drawdown chart below to compare losses from any high point for RYURX and RYCLX.
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Drawdown Indicators
| RYURX | RYCLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.29% | -95.37% | -3.92% |
Max Drawdown (1Y)Largest decline over 1 year | -26.57% | -26.30% | -0.27% |
Max Drawdown (5Y)Largest decline over 5 years | -87.96% | -30.60% | -57.36% |
Max Drawdown (10Y)Largest decline over 10 years | -94.92% | -70.37% | -24.55% |
Current DrawdownCurrent decline from peak | -99.22% | -94.92% | -4.30% |
Average DrawdownAverage peak-to-trough decline | -68.88% | -69.97% | +1.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.78% | 19.44% | +2.34% |
Volatility
RYURX vs. RYCLX - Volatility Comparison
The current volatility for Rydex Inverse S&P 500 Strategy Fund (RYURX) is 4.20%, while Rydex Inverse Mid-Cap Strategy Fund (RYCLX) has a volatility of 5.70%. This indicates that RYURX experiences smaller price fluctuations and is considered to be less risky than RYCLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYURX | RYCLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.20% | 5.70% | -1.50% |
Volatility (6M)Calculated over the trailing 6-month period | 8.98% | 11.51% | -2.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.07% | 20.92% | -2.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.61% | 20.52% | +19.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.08% | 21.42% | +9.66% |