PortfoliosLab logoPortfoliosLab logo
RYVIX vs. BACIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RYVIX vs. BACIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rydex Energy Services Fund (RYVIX) and BlackRock Energy Opportunities Fund (BACIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

RYVIX vs. BACIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RYVIX
Rydex Energy Services Fund
39.66%2.29%-7.73%4.45%43.02%17.12%-36.94%-0.41%-45.58%-18.85%
BACIX
BlackRock Energy Opportunities Fund
36.34%11.03%4.23%2.97%43.64%43.50%-29.38%13.04%-19.55%2.47%

Returns By Period

In the year-to-date period, RYVIX achieves a 39.66% return, which is significantly higher than BACIX's 36.34% return. Over the past 10 years, RYVIX has underperformed BACIX with an annualized return of -1.93%, while BACIX has yielded a comparatively higher 10.55% annualized return.


RYVIX

1D
-3.33%
1M
1.26%
YTD
39.66%
6M
54.69%
1Y
54.54%
3Y*
14.95%
5Y*
14.00%
10Y*
-1.93%

BACIX

1D
-0.46%
1M
10.35%
YTD
36.34%
6M
39.26%
1Y
39.36%
3Y*
18.93%
5Y*
22.91%
10Y*
10.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


RYVIX vs. BACIX - Expense Ratio Comparison

RYVIX has a 1.36% expense ratio, which is higher than BACIX's 0.91% expense ratio.


Return for Risk

RYVIX vs. BACIX — Risk / Return Rank

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

RYVIX
RYVIX Risk / Return Rank: 7474
Overall Rank
RYVIX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
RYVIX Sortino Ratio Rank: 7878
Sortino Ratio Rank
RYVIX Omega Ratio Rank: 7373
Omega Ratio Rank
RYVIX Calmar Ratio Rank: 8282
Calmar Ratio Rank
RYVIX Martin Ratio Rank: 5757
Martin Ratio Rank

BACIX
BACIX Risk / Return Rank: 8585
Overall Rank
BACIX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
BACIX Sortino Ratio Rank: 8686
Sortino Ratio Rank
BACIX Omega Ratio Rank: 8787
Omega Ratio Rank
BACIX Calmar Ratio Rank: 8686
Calmar Ratio Rank
BACIX Martin Ratio Rank: 7777
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.

RYVIX vs. BACIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rydex Energy Services Fund (RYVIX) and BlackRock Energy Opportunities Fund (BACIX). 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.


RYVIXBACIXDifference

Sharpe ratio

Return per unit of total volatility

1.49

1.90

-0.41

Sortino ratio

Return per unit of downside risk

1.99

2.28

-0.28

Omega ratio

Gain probability vs. loss probability

1.28

1.37

-0.09

Calmar ratio

Return relative to maximum drawdown

1.99

2.21

-0.23

Martin ratio

Return relative to average drawdown

5.54

7.42

-1.87

RYVIX vs. BACIX - Sharpe Ratio Comparison

The current RYVIX Sharpe Ratio is 1.49, which is comparable to the BACIX Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of RYVIX and BACIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


RYVIXBACIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.49

1.90

-0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.98

-0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.05

0.39

-0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

0.21

-0.16

Correlation

The correlation between RYVIX and BACIX 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

RYVIX vs. BACIX - Dividend Comparison

RYVIX's dividend yield for the trailing twelve months is around 0.39%, less than BACIX's 2.05% yield.


TTM20252024202320222021202020192018201720162015
RYVIX
Rydex Energy Services Fund
0.39%0.54%0.00%0.00%0.00%0.30%1.30%0.11%1.48%0.88%0.71%1.19%
BACIX
BlackRock Energy Opportunities Fund
2.05%2.79%2.63%3.39%2.49%2.67%3.66%3.06%3.43%2.76%2.38%2.51%

Drawdowns

RYVIX vs. BACIX - Drawdown Comparison

The maximum RYVIX drawdown since its inception was -94.06%, which is greater than BACIX's maximum drawdown of -77.81%. Use the drawdown chart below to compare losses from any high point for RYVIX and BACIX.


Loading graphics...

Drawdown Indicators


RYVIXBACIXDifference

Max Drawdown

Largest peak-to-trough decline

-94.06%

-77.81%

-16.25%

Max Drawdown (1Y)

Largest decline over 1 year

-26.31%

-17.60%

-8.71%

Max Drawdown (5Y)

Largest decline over 5 years

-43.86%

-25.76%

-18.10%

Max Drawdown (10Y)

Largest decline over 10 years

-88.04%

-65.65%

-22.39%

Current Drawdown

Current decline from peak

-69.90%

-0.46%

-69.44%

Average Drawdown

Average peak-to-trough decline

-46.04%

-32.59%

-13.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.44%

5.26%

+4.18%

Volatility

RYVIX vs. BACIX - Volatility Comparison

Rydex Energy Services Fund (RYVIX) has a higher volatility of 8.48% compared to BlackRock Energy Opportunities Fund (BACIX) at 4.26%. This indicates that RYVIX's price experiences larger fluctuations and is considered to be riskier than BACIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


RYVIXBACIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.48%

4.26%

+4.22%

Volatility (6M)

Calculated over the trailing 6-month period

21.18%

11.58%

+9.60%

Volatility (1Y)

Calculated over the trailing 1-year period

37.17%

21.56%

+15.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.72%

23.61%

+12.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.45%

27.17%

+13.28%