RYVYX vs. RYDAX
Compare and contrast key facts about Rydex NASDAQ-100 2x Strategy Fund (RYVYX) and Rydex Dow Jones Industrial Average Fund (RYDAX).
RYVYX is managed by Rydex Funds. It was launched on May 23, 2000. RYDAX is managed by Rydex Funds. It was launched on Dec 1, 2015.
Performance
RYVYX vs. RYDAX - Performance Comparison
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RYVYX vs. RYDAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
RYDAX Rydex Dow Jones Industrial Average Fund | -5.94% | 12.98% | 13.10% | 14.36% | -8.88% | 19.11% | 7.47% | 23.13% | -5.14% | 26.19% |
Returns By Period
In the year-to-date period, RYVYX achieves a -18.97% return, which is significantly lower than RYDAX's -5.94% return. Over the past 10 years, RYVYX has outperformed RYDAX with an annualized return of 27.79%, while RYDAX has yielded a comparatively lower 10.22% 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%
RYDAX
- 1D
- -0.06%
- 1M
- -7.64%
- YTD
- -5.94%
- 6M
- -2.59%
- 1Y
- 7.67%
- 3Y*
- 10.99%
- 5Y*
- 6.69%
- 10Y*
- 10.22%
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RYVYX vs. RYDAX - Expense Ratio Comparison
RYVYX has a 1.87% expense ratio, which is higher than RYDAX's 1.58% expense ratio.
Return for Risk
RYVYX vs. RYDAX — Risk / Return Rank
RYVYX
RYDAX
RYVYX vs. RYDAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex NASDAQ-100 2x Strategy Fund (RYVYX) and Rydex Dow Jones Industrial Average Fund (RYDAX). 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 | RYDAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.62 | 0.53 | +0.10 |
Sortino ratioReturn per unit of downside risk | 1.17 | 0.87 | +0.30 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.12 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.83 | 0.63 | +0.20 |
Martin ratioReturn relative to average drawdown | 2.76 | 2.34 | +0.42 |
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 | RYDAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 0.53 | +0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.46 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.58 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.59 | -0.33 |
Correlation
The correlation between RYVYX and RYDAX is 0.72, 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. RYDAX - Dividend Comparison
RYVYX's dividend yield for the trailing twelve months is around 8.84%, more than RYDAX's 0.40% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
RYDAX Rydex Dow Jones Industrial Average Fund | 0.40% | 0.38% | 1.73% | 0.75% | 3.17% | 1.22% | 4.87% | 4.02% | 1.25% | 3.70% | 0.56% | 0.00% |
Drawdowns
RYVYX vs. RYDAX - Drawdown Comparison
The maximum RYVYX drawdown since its inception was -95.57%, which is greater than RYDAX's maximum drawdown of -37.34%. Use the drawdown chart below to compare losses from any high point for RYVYX and RYDAX.
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Drawdown Indicators
| RYVYX | RYDAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.57% | -37.34% | -58.23% |
Max Drawdown (1Y)Largest decline over 1 year | -25.39% | -10.87% | -14.52% |
Max Drawdown (5Y)Largest decline over 5 years | -65.38% | -22.12% | -43.26% |
Max Drawdown (10Y)Largest decline over 10 years | -65.38% | -37.34% | -28.04% |
Current DrawdownCurrent decline from peak | -25.39% | -9.86% | -15.53% |
Average DrawdownAverage peak-to-trough decline | -49.49% | -4.38% | -45.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.64% | 2.95% | +4.69% |
Volatility
RYVYX vs. RYDAX - Volatility Comparison
Rydex NASDAQ-100 2x Strategy Fund (RYVYX) has a higher volatility of 10.85% compared to Rydex Dow Jones Industrial Average Fund (RYDAX) at 3.99%. This indicates that RYVYX's price experiences larger fluctuations and is considered to be riskier than RYDAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYVYX | RYDAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.85% | 3.99% | +6.86% |
Volatility (6M)Calculated over the trailing 6-month period | 24.87% | 8.92% | +15.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.91% | 16.68% | +28.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.06% | 14.73% | +30.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.87% | 17.56% | +27.31% |