RYVYX vs. PRRSX
Compare and contrast key facts about Rydex NASDAQ-100 2x Strategy Fund (RYVYX) and PIMCO Variable Insurance Trust Real Estate Real Return Strategy Fund (PRRSX).
RYVYX is managed by Rydex Funds. It was launched on May 23, 2000. PRRSX is managed by PIMCO. It was launched on Oct 30, 2003.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RYVYX or PRRSX.
Key characteristics
| RYVYX | PRRSX | |
|---|---|---|
| YTD Return | 41.95% | 8.77% |
| 1Y Return | 59.17% | 23.58% |
| 3Y Return (Ann) | 4.85% | -7.29% |
| 5Y Return (Ann) | 25.85% | 1.56% |
| 10Y Return (Ann) | 23.08% | 4.90% |
| Sharpe Ratio | 1.70 | 1.39 |
| Sortino Ratio | 2.20 | 2.00 |
| Omega Ratio | 1.30 | 1.25 |
| Calmar Ratio | 1.89 | 0.65 |
| Martin Ratio | 7.33 | 5.49 |
| Ulcer Index | 8.09% | 4.27% |
| Daily Std Dev | 34.82% | 16.81% |
| Max Drawdown | -98.21% | -84.12% |
| Current Drawdown | -2.17% | -20.58% |
Correlation
The correlation between RYVYX and PRRSX is 0.49, 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.
Performance
RYVYX vs. PRRSX - Performance Comparison
In the year-to-date period, RYVYX achieves a 41.95% return, which is significantly higher than PRRSX's 8.77% return. Over the past 10 years, RYVYX has outperformed PRRSX with an annualized return of 23.08%, while PRRSX has yielded a comparatively lower 4.90% 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. PRRSX - Expense Ratio Comparison
RYVYX has a 1.87% expense ratio, which is higher than PRRSX's 0.79% expense ratio.
Risk-Adjusted Performance
RYVYX vs. PRRSX - Risk-Adjusted Performance Comparison
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.
Dividends
RYVYX vs. PRRSX - Dividend Comparison
RYVYX has not paid dividends to shareholders, while PRRSX's dividend yield for the trailing twelve months is around 0.38%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
PRRSX PIMCO Variable Insurance Trust Real Estate Real Return Strategy Fund | 0.38% | 0.00% | 11.43% | 27.14% | 3.55% | 7.98% | 0.82% | 1.68% | 0.66% | 8.40% | 34.95% | 10.91% |
Drawdowns
RYVYX vs. PRRSX - Drawdown Comparison
The maximum RYVYX drawdown since its inception was -98.21%, which is greater than PRRSX's maximum drawdown of -84.12%. Use the drawdown chart below to compare losses from any high point for RYVYX and PRRSX. For additional features, visit the drawdowns tool.
Volatility
RYVYX vs. PRRSX - Volatility Comparison
Rydex NASDAQ-100 2x Strategy Fund (RYVYX) has a higher volatility of 9.95% compared to PIMCO Variable Insurance Trust Real Estate Real Return Strategy Fund (PRRSX) at 4.99%. 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.