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RYVNX vs. RYCKX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RYVNX vs. RYCKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rydex Inverse NASDAQ-100 2x Strategy Fund (RYVNX) and Rydex S&P MidCap 400 Pure Growth Fund (RYCKX). The values are adjusted to include any dividend payments, if applicable.

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RYVNX vs. RYCKX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RYVNX
Rydex Inverse NASDAQ-100 2x Strategy Fund
21.11%-35.24%-34.30%-57.09%65.14%-45.41%-69.71%-50.05%-9.71%-44.28%
RYCKX
Rydex S&P MidCap 400 Pure Growth Fund
0.34%6.61%15.10%13.97%-23.05%11.26%29.72%14.60%-15.17%18.02%

Returns By Period

In the year-to-date period, RYVNX achieves a 21.11% return, which is significantly higher than RYCKX's 0.34% return. Over the past 10 years, RYVNX has underperformed RYCKX with an annualized return of -35.53%, while RYCKX has yielded a comparatively higher 6.45% annualized return.


RYVNX

1D
1.54%
1M
17.79%
YTD
21.11%
6M
15.51%
1Y
-33.38%
3Y*
-31.18%
5Y*
-26.34%
10Y*
-35.53%

RYCKX

1D
-1.99%
1M
-9.85%
YTD
0.34%
6M
2.73%
1Y
18.58%
3Y*
11.21%
5Y*
2.19%
10Y*
6.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RYVNX vs. RYCKX - Expense Ratio Comparison

RYVNX has a 2.49% expense ratio, which is higher than RYCKX's 2.26% expense ratio.


Return for Risk

RYVNX vs. RYCKX — Risk / Return Rank

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

RYVNX
RYVNX Risk / Return Rank: 11
Overall Rank
RYVNX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
RYVNX Sortino Ratio Rank: 11
Sortino Ratio Rank
RYVNX Omega Ratio Rank: 11
Omega Ratio Rank
RYVNX Calmar Ratio Rank: 22
Calmar Ratio Rank
RYVNX Martin Ratio Rank: 44
Martin Ratio Rank

RYCKX
RYCKX Risk / Return Rank: 4444
Overall Rank
RYCKX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
RYCKX Sortino Ratio Rank: 4343
Sortino Ratio Rank
RYCKX Omega Ratio Rank: 3636
Omega Ratio Rank
RYCKX Calmar Ratio Rank: 4949
Calmar Ratio Rank
RYCKX Martin Ratio Rank: 5353
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.

RYVNX vs. RYCKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rydex Inverse NASDAQ-100 2x Strategy Fund (RYVNX) and Rydex S&P MidCap 400 Pure Growth Fund (RYCKX). 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.


RYVNXRYCKXDifference

Sharpe ratio

Return per unit of total volatility

-0.74

0.82

-1.56

Sortino ratio

Return per unit of downside risk

-0.89

1.30

-2.19

Omega ratio

Gain probability vs. loss probability

0.87

1.17

-0.30

Calmar ratio

Return relative to maximum drawdown

-0.51

1.21

-1.71

Martin ratio

Return relative to average drawdown

-0.60

5.17

-5.78

RYVNX vs. RYCKX - Sharpe Ratio Comparison

The current RYVNX Sharpe Ratio is -0.74, which is lower than the RYCKX Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of RYVNX and RYCKX, 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


RYVNXRYCKXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.74

0.82

-1.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.59

0.10

-0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.79

0.28

-1.07

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.60

0.31

-0.91

Correlation

The correlation between RYVNX and RYCKX is -0.80. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

RYVNX vs. RYCKX - Dividend Comparison

RYVNX's dividend yield for the trailing twelve months is around 8.77%, while RYCKX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
RYVNX
Rydex Inverse NASDAQ-100 2x Strategy Fund
8.77%10.62%6.03%4.56%0.00%0.00%0.25%0.03%0.00%0.00%0.00%0.00%
RYCKX
Rydex S&P MidCap 400 Pure Growth Fund
0.00%0.00%20.92%0.00%14.34%13.66%1.29%0.00%18.93%7.60%1.72%5.90%

Drawdowns

RYVNX vs. RYCKX - Drawdown Comparison

The maximum RYVNX drawdown since its inception was -100.00%, which is greater than RYCKX's maximum drawdown of -52.60%. Use the drawdown chart below to compare losses from any high point for RYVNX and RYCKX.


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Drawdown Indicators


RYVNXRYCKXDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-52.60%

-47.40%

Max Drawdown (1Y)

Largest decline over 1 year

-58.82%

-13.33%

-45.49%

Max Drawdown (5Y)

Largest decline over 5 years

-84.44%

-35.98%

-48.46%

Max Drawdown (10Y)

Largest decline over 10 years

-99.16%

-44.75%

-54.41%

Current Drawdown

Current decline from peak

-99.99%

-10.50%

-89.49%

Average Drawdown

Average peak-to-trough decline

-89.49%

-9.58%

-79.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

49.21%

3.11%

+46.10%

Volatility

RYVNX vs. RYCKX - Volatility Comparison

Rydex Inverse NASDAQ-100 2x Strategy Fund (RYVNX) has a higher volatility of 10.66% compared to Rydex S&P MidCap 400 Pure Growth Fund (RYCKX) at 7.64%. This indicates that RYVNX's price experiences larger fluctuations and is considered to be riskier than RYCKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RYVNXRYCKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.66%

7.64%

+3.02%

Volatility (6M)

Calculated over the trailing 6-month period

24.61%

13.60%

+11.01%

Volatility (1Y)

Calculated over the trailing 1-year period

45.06%

22.74%

+22.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.09%

22.65%

+22.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.94%

22.96%

+21.98%