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RYVIX vs. NMFIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RYVIX vs. NMFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rydex Energy Services Fund (RYVIX) and Northern Multi-Manager Global Listed Infrastructure Fund (NMFIX). The values are adjusted to include any dividend payments, if applicable.

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RYVIX vs. NMFIX - 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%
NMFIX
Northern Multi-Manager Global Listed Infrastructure Fund
6.79%23.11%1.74%6.62%-7.21%13.68%-2.59%24.34%-10.26%22.17%

Returns By Period

In the year-to-date period, RYVIX achieves a 39.66% return, which is significantly higher than NMFIX's 6.79% return. Over the past 10 years, RYVIX has underperformed NMFIX with an annualized return of -1.93%, while NMFIX has yielded a comparatively higher 7.52% 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%

NMFIX

1D
0.49%
1M
-5.75%
YTD
6.79%
6M
9.53%
1Y
22.79%
3Y*
11.15%
5Y*
7.90%
10Y*
7.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RYVIX vs. NMFIX - Expense Ratio Comparison

RYVIX has a 1.36% expense ratio, which is higher than NMFIX's 0.96% expense ratio.


Return for Risk

RYVIX vs. NMFIX — 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

NMFIX
NMFIX Risk / Return Rank: 8989
Overall Rank
NMFIX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
NMFIX Sortino Ratio Rank: 8585
Sortino Ratio Rank
NMFIX Omega Ratio Rank: 8787
Omega Ratio Rank
NMFIX Calmar Ratio Rank: 9494
Calmar Ratio Rank
NMFIX Martin Ratio Rank: 9494
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. NMFIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rydex Energy Services Fund (RYVIX) and Northern Multi-Manager Global Listed Infrastructure Fund (NMFIX). 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.


RYVIXNMFIXDifference

Sharpe ratio

Return per unit of total volatility

1.49

1.61

-0.13

Sortino ratio

Return per unit of downside risk

1.99

2.28

-0.29

Omega ratio

Gain probability vs. loss probability

1.28

1.37

-0.09

Calmar ratio

Return relative to maximum drawdown

1.99

3.01

-1.02

Martin ratio

Return relative to average drawdown

5.54

12.07

-6.53

RYVIX vs. NMFIX - Sharpe Ratio Comparison

The current RYVIX Sharpe Ratio is 1.49, which is comparable to the NMFIX Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of RYVIX and NMFIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RYVIXNMFIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.49

1.61

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.58

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.05

0.49

-0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

0.52

-0.48

Correlation

The correlation between RYVIX and NMFIX 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

RYVIX vs. NMFIX - Dividend Comparison

RYVIX's dividend yield for the trailing twelve months is around 0.39%, less than NMFIX's 5.68% 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%
NMFIX
Northern Multi-Manager Global Listed Infrastructure Fund
5.68%6.03%3.82%2.78%3.98%10.13%2.11%2.47%10.33%7.71%2.53%2.01%

Drawdowns

RYVIX vs. NMFIX - Drawdown Comparison

The maximum RYVIX drawdown since its inception was -94.06%, which is greater than NMFIX's maximum drawdown of -34.93%. Use the drawdown chart below to compare losses from any high point for RYVIX and NMFIX.


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Drawdown Indicators


RYVIXNMFIXDifference

Max Drawdown

Largest peak-to-trough decline

-94.06%

-34.93%

-59.13%

Max Drawdown (1Y)

Largest decline over 1 year

-26.31%

-7.81%

-18.50%

Max Drawdown (5Y)

Largest decline over 5 years

-43.86%

-22.76%

-21.10%

Max Drawdown (10Y)

Largest decline over 10 years

-88.04%

-34.93%

-53.11%

Current Drawdown

Current decline from peak

-69.90%

-5.75%

-64.15%

Average Drawdown

Average peak-to-trough decline

-46.04%

-5.34%

-40.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.44%

1.94%

+7.50%

Volatility

RYVIX vs. NMFIX - Volatility Comparison

Rydex Energy Services Fund (RYVIX) has a higher volatility of 8.48% compared to Northern Multi-Manager Global Listed Infrastructure Fund (NMFIX) at 3.83%. This indicates that RYVIX's price experiences larger fluctuations and is considered to be riskier than NMFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RYVIXNMFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.48%

3.83%

+4.65%

Volatility (6M)

Calculated over the trailing 6-month period

21.18%

10.46%

+10.72%

Volatility (1Y)

Calculated over the trailing 1-year period

37.17%

14.55%

+22.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.72%

13.72%

+22.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.45%

15.43%

+25.02%