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RYVYX vs. RYAIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RYVYX vs. RYAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rydex NASDAQ-100 2x Strategy Fund (RYVYX) and Rydex Inverse NASDAQ-100 Strategy Fund (RYAIX). The values are adjusted to include any dividend payments, if applicable.

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RYVYX vs. RYAIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RYVYX
Rydex NASDAQ-100 2x Strategy Fund
-18.97%29.54%49.77%116.15%-60.57%46.61%88.38%80.70%-9.20%68.67%
RYAIX
Rydex Inverse NASDAQ-100 Strategy Fund
10.70%-15.63%-15.64%-31.71%35.92%-24.88%-40.98%-27.65%-2.63%-24.47%

Returns By Period

In the year-to-date period, RYVYX achieves a -18.97% return, which is significantly lower than RYAIX's 10.70% return. Over the past 10 years, RYVYX has outperformed RYAIX with an annualized return of 27.79%, while RYAIX has yielded a comparatively lower -16.89% annualized return.


RYVYX

1D
-1.54%
1M
-15.96%
YTD
-18.97%
6M
-17.04%
1Y
27.94%
3Y*
33.91%
5Y*
14.13%
10Y*
27.79%

RYAIX

1D
0.78%
1M
8.79%
YTD
10.70%
6M
9.08%
1Y
-14.68%
3Y*
-13.58%
5Y*
-10.67%
10Y*
-16.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RYVYX vs. RYAIX - Expense Ratio Comparison

RYVYX has a 1.87% expense ratio, which is higher than RYAIX's 1.55% expense ratio.


Return for Risk

RYVYX vs. RYAIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RYVYX
RYVYX Risk / Return Rank: 3131
Overall Rank
RYVYX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
RYVYX Sortino Ratio Rank: 3636
Sortino Ratio Rank
RYVYX Omega Ratio Rank: 3535
Omega Ratio Rank
RYVYX Calmar Ratio Rank: 3030
Calmar Ratio Rank
RYVYX Martin Ratio Rank: 2626
Martin Ratio Rank

RYAIX
RYAIX Risk / Return Rank: 22
Overall Rank
RYAIX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
RYAIX Sortino Ratio Rank: 11
Sortino Ratio Rank
RYAIX Omega Ratio Rank: 11
Omega Ratio Rank
RYAIX Calmar Ratio Rank: 22
Calmar Ratio Rank
RYAIX Martin Ratio Rank: 44
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

RYVYX vs. RYAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rydex NASDAQ-100 2x Strategy Fund (RYVYX) and Rydex Inverse NASDAQ-100 Strategy Fund (RYAIX). 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.


RYVYXRYAIXDifference

Sharpe ratio

Return per unit of total volatility

0.62

-0.65

+1.28

Sortino ratio

Return per unit of downside risk

1.17

-0.79

+1.96

Omega ratio

Gain probability vs. loss probability

1.17

0.89

+0.28

Calmar ratio

Return relative to maximum drawdown

0.83

-0.36

+1.20

Martin ratio

Return relative to average drawdown

2.76

-0.45

+3.22

RYVYX vs. RYAIX - Sharpe Ratio Comparison

The current RYVYX Sharpe Ratio is 0.62, which is higher than the RYAIX Sharpe Ratio of -0.65. The chart below compares the historical Sharpe Ratios of RYVYX and RYAIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RYVYXRYAIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

-0.65

+1.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

-0.47

+0.79

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

-0.75

+1.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

-0.16

+0.42

Correlation

The correlation between RYVYX and RYAIX is -0.99. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

RYVYX vs. RYAIX - Dividend Comparison

RYVYX's dividend yield for the trailing twelve months is around 8.84%, more than RYAIX's 2.01% yield.


TTM20252024202320222021202020192018201720162015
RYVYX
Rydex NASDAQ-100 2x Strategy Fund
8.84%7.16%11.52%0.00%0.00%1.23%8.91%5.19%0.00%14.19%1.63%21.29%
RYAIX
Rydex Inverse NASDAQ-100 Strategy Fund
2.01%2.23%5.67%4.81%0.00%0.00%0.09%0.72%0.00%0.00%0.00%0.00%

Drawdowns

RYVYX vs. RYAIX - Drawdown Comparison

The maximum RYVYX drawdown since its inception was -95.57%, roughly equal to the maximum RYAIX drawdown of -98.75%. Use the drawdown chart below to compare losses from any high point for RYVYX and RYAIX.


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Drawdown Indicators


RYVYXRYAIXDifference

Max Drawdown

Largest peak-to-trough decline

-95.57%

-98.75%

+3.18%

Max Drawdown (1Y)

Largest decline over 1 year

-25.39%

-33.93%

+8.54%

Max Drawdown (5Y)

Largest decline over 5 years

-65.38%

-54.73%

-10.65%

Max Drawdown (10Y)

Largest decline over 10 years

-65.38%

-87.23%

+21.85%

Current Drawdown

Current decline from peak

-25.39%

-98.56%

+73.17%

Average Drawdown

Average peak-to-trough decline

-49.49%

-73.13%

+23.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.64%

27.19%

-19.55%

Volatility

RYVYX vs. RYAIX - Volatility Comparison

Rydex NASDAQ-100 2x Strategy Fund (RYVYX) has a higher volatility of 10.85% compared to Rydex Inverse NASDAQ-100 Strategy Fund (RYAIX) at 5.34%. This indicates that RYVYX's price experiences larger fluctuations and is considered to be riskier than RYAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RYVYXRYAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.85%

5.34%

+5.51%

Volatility (6M)

Calculated over the trailing 6-month period

24.87%

12.33%

+12.54%

Volatility (1Y)

Calculated over the trailing 1-year period

44.91%

22.52%

+22.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.06%

22.82%

+22.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.87%

22.58%

+22.29%