RYVYX vs. FELIX
Compare and contrast key facts about Rydex NASDAQ-100 2x Strategy Fund (RYVYX) and Fidelity Advisor Semiconductors Fund Class I (FELIX).
RYVYX is managed by Rydex Funds. It was launched on May 23, 2000. FELIX is managed by Fidelity. It was launched on Dec 27, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RYVYX or FELIX.
Key characteristics
| RYVYX | FELIX | |
|---|---|---|
| YTD Return | 41.95% | 40.85% |
| 1Y Return | 59.17% | 49.12% |
| 3Y Return (Ann) | 4.85% | 15.16% |
| 5Y Return (Ann) | 25.85% | 27.34% |
| 10Y Return (Ann) | 23.08% | 21.80% |
| Sharpe Ratio | 1.70 | 1.40 |
| Sortino Ratio | 2.20 | 1.92 |
| Omega Ratio | 1.30 | 1.25 |
| Calmar Ratio | 1.89 | 2.05 |
| Martin Ratio | 7.33 | 5.81 |
| Ulcer Index | 8.09% | 8.52% |
| Daily Std Dev | 34.82% | 35.39% |
| Max Drawdown | -98.21% | -71.17% |
| Current Drawdown | -2.17% | -9.86% |
Correlation
The correlation between RYVYX and FELIX is 0.85, 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.
Performance
RYVYX vs. FELIX - Performance Comparison
The year-to-date returns for both stocks are quite close, with RYVYX having a 41.95% return and FELIX slightly lower at 40.85%. Over the past 10 years, RYVYX has outperformed FELIX with an annualized return of 23.08%, while FELIX has yielded a comparatively lower 21.80% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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RYVYX vs. FELIX - Expense Ratio Comparison
RYVYX has a 1.87% expense ratio, which is higher than FELIX's 0.75% expense ratio.
Risk-Adjusted Performance
RYVYX vs. FELIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex NASDAQ-100 2x Strategy Fund (RYVYX) and Fidelity Advisor Semiconductors Fund Class I (FELIX). 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.
Dividends
RYVYX vs. FELIX - Dividend Comparison
Neither RYVYX nor FELIX has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
RYVYX Rydex NASDAQ-100 2x Strategy Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FELIX Fidelity Advisor Semiconductors Fund Class I | 0.00% | 0.00% | 0.00% | 0.00% | 0.29% | 0.34% | 0.89% | 0.75% | 0.44% | 10.62% | 0.11% |
Drawdowns
RYVYX vs. FELIX - Drawdown Comparison
The maximum RYVYX drawdown since its inception was -98.21%, which is greater than FELIX's maximum drawdown of -71.17%. Use the drawdown chart below to compare losses from any high point for RYVYX and FELIX. For additional features, visit the drawdowns tool.
Volatility
RYVYX vs. FELIX - Volatility Comparison
Rydex NASDAQ-100 2x Strategy Fund (RYVYX) has a higher volatility of 9.95% compared to Fidelity Advisor Semiconductors Fund Class I (FELIX) at 8.74%. This indicates that RYVYX's price experiences larger fluctuations and is considered to be riskier than FELIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.