RYVYX vs. FELIX

In the year-to-date period, RYVYX achieves a 38.52% return, which is significantly lower than FELIX's 44.18% return. Over the past 10 years, RYVYX has outperformed FELIX with an annualized return of 22.87%, while FELIX has yielded a comparatively lower 20.97% annualized return.

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RYVYX has a 1.87% expense ratio, which is higher than FELIX's 0.75% expense ratio.

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.

The current RYVYX Sharpe Ratio is 1.17, which is comparable to the FELIX Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of RYVYX and FELIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither RYVYX nor FELIX has paid dividends to shareholders.

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.

Rydex NASDAQ-100 2x Strategy Fund (RYVYX) has a higher volatility of 12.72% compared to Fidelity Advisor Semiconductors Fund Class I (FELIX) at 9.10%. 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.