RYVYX vs. QQQ
Compare and contrast key facts about Rydex NASDAQ-100 2x Strategy Fund (RYVYX) and Invesco QQQ ETF (QQQ).
RYVYX is managed by Rydex Funds. It was launched on May 23, 2000. QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999.
Performance
RYVYX vs. QQQ - Performance Comparison
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RYVYX vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYVYX Rydex NASDAQ-100 2x Strategy Fund | -13.44% | 29.54% | 49.77% | 116.15% | -60.57% | 46.61% | 88.38% | 80.70% | -9.20% | 68.67% |
QQQ Invesco QQQ ETF | -4.76% | 20.77% | 25.58% | 54.86% | -32.58% | 27.42% | 48.62% | 38.96% | -0.13% | 32.66% |
Returns By Period
In the year-to-date period, RYVYX achieves a -13.44% return, which is significantly lower than QQQ's -4.76% return. Over the past 10 years, RYVYX has outperformed QQQ with an annualized return of 28.64%, while QQQ has yielded a comparatively lower 18.99% annualized return.
RYVYX
- 1D
- 6.82%
- 1M
- -10.46%
- YTD
- -13.44%
- 6M
- -12.22%
- 1Y
- 34.50%
- 3Y*
- 36.88%
- 5Y*
- 14.83%
- 10Y*
- 28.64%
QQQ
- 1D
- 1.24%
- 1M
- -3.79%
- YTD
- -4.76%
- 6M
- -2.89%
- 1Y
- 24.21%
- 3Y*
- 22.83%
- 5Y*
- 13.16%
- 10Y*
- 18.99%
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RYVYX vs. QQQ - Expense Ratio Comparison
RYVYX has a 1.87% expense ratio, which is higher than QQQ's 0.18% expense ratio.
Return for Risk
RYVYX vs. QQQ — Risk / Return Rank
RYVYX
QQQ
RYVYX vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex NASDAQ-100 2x Strategy Fund (RYVYX) and Invesco QQQ ETF (QQQ). 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.
| RYVYX | QQQ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.81 | 1.07 | -0.26 |
Sortino ratioReturn per unit of downside risk | 1.41 | 1.66 | -0.25 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.24 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.44 | 2.00 | -0.56 |
Martin ratioReturn relative to average drawdown | 4.72 | 7.32 | -2.61 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RYVYX | QQQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 1.07 | -0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.59 | -0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.86 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.38 | -0.11 |
Correlation
The correlation between RYVYX and QQQ is 0.99, 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.
Dividends
RYVYX vs. QQQ - Dividend Comparison
RYVYX's dividend yield for the trailing twelve months is around 8.27%, more than QQQ's 0.48% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYVYX Rydex NASDAQ-100 2x Strategy Fund | 8.27% | 7.16% | 11.52% | 0.00% | 0.00% | 1.23% | 8.91% | 5.19% | 0.00% | 14.19% | 1.63% | 21.29% |
QQQ Invesco QQQ ETF | 0.48% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
Drawdowns
RYVYX vs. QQQ - Drawdown Comparison
The maximum RYVYX drawdown since its inception was -95.57%, which is greater than QQQ's maximum drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for RYVYX and QQQ.
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Drawdown Indicators
| RYVYX | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.57% | -82.97% | -12.60% |
Max Drawdown (1Y)Largest decline over 1 year | -25.39% | -12.62% | -12.77% |
Max Drawdown (5Y)Largest decline over 5 years | -65.38% | -35.12% | -30.26% |
Max Drawdown (10Y)Largest decline over 10 years | -65.38% | -35.12% | -30.26% |
Current DrawdownCurrent decline from peak | -20.30% | -7.86% | -12.44% |
Average DrawdownAverage peak-to-trough decline | -49.48% | -32.99% | -16.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.75% | 3.44% | +4.31% |
Volatility
RYVYX vs. QQQ - Volatility Comparison
Rydex NASDAQ-100 2x Strategy Fund (RYVYX) has a higher volatility of 13.13% compared to Invesco QQQ ETF (QQQ) at 6.61%. This indicates that RYVYX's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYVYX | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.13% | 6.61% | +6.52% |
Volatility (6M)Calculated over the trailing 6-month period | 25.75% | 12.82% | +12.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.31% | 22.70% | +22.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.14% | 22.38% | +22.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.91% | 22.25% | +22.66% |