RYVYX vs. PRRSX

In the year-to-date period, RYVYX achieves a -13.99% return, which is significantly lower than PRRSX's 0.54% return. Over the past 10 years, RYVYX has outperformed PRRSX with an annualized return of 19.99%, while PRRSX has yielded a comparatively lower 5.89% annualized return.

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RYVYX has a 1.87% expense ratio, which is higher than PRRSX's 0.79% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Rydex NASDAQ-100 2x Strategy Fund (RYVYX) and PIMCO Variable Insurance Trust Real Estate Real Return Strategy Fund (PRRSX). 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 0.06, which is lower than the PRRSX Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of RYVYX and PRRSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

RYVYX has not paid dividends to shareholders, while PRRSX's dividend yield for the trailing twelve months is around 2.30%.

The maximum RYVYX drawdown since its inception was -98.21%, which is greater than PRRSX's maximum drawdown of -82.75%. Use the drawdown chart below to compare losses from any high point for RYVYX and PRRSX. For additional features, visit the drawdowns tool.

Rydex NASDAQ-100 2x Strategy Fund (RYVYX) has a higher volatility of 16.52% compared to PIMCO Variable Insurance Trust Real Estate Real Return Strategy Fund (PRRSX) at 5.73%. This indicates that RYVYX's price experiences larger fluctuations and is considered to be riskier than PRRSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.