RYVYX vs. RYMEX
RYVYX (Rydex NASDAQ-100 2x Strategy Fund) and RYMEX (Rydex Commodities Strategy Fund) are both mutual funds - RYVYX is a Leveraged Equities fund managed by Rydex Funds, while RYMEX is a Commodities fund managed by Rydex Funds. Over the past 10 years, RYVYX returned 31.83%/yr vs 7.98%/yr for RYMEX. Their 0.21 correlation means their historical movements had little consistent relationship. RYVYX charges 1.87%/yr vs 1.60%/yr for RYMEX.
Performance
RYVYX vs. RYMEX - Performance Comparison
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Returns By Period
In the year-to-date period, RYVYX achieves a 22.59% return, which is significantly lower than RYMEX's 33.77% return. Over the past 10 years, RYVYX has outperformed RYMEX with an annualized return of 31.83%, while RYMEX has yielded a comparatively lower 7.98% annualized return.
RYVYX
- 1D
- 3.52%
- 1M
- -4.64%
- 6M
- 22.61%
- YTD
- 22.59%
- 1Y
- 40.82%
- 3Y*
- 40.75%
- 5Y*
- 17.44%
- 10Y*
- 31.83%
- ALL TIME*
- 15.02%
RYMEX
- 1D
- -2.97%
- 1M
- 9.76%
- 6M
- 23.22%
- YTD
- 33.77%
- 1Y
- 37.68%
- 3Y*
- 12.28%
- 5Y*
- 13.89%
- 10Y*
- 7.98%
- ALL TIME*
- -3.37%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
RYVYX vs. RYMEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYVYX Rydex NASDAQ-100 2x Strategy Fund | 22.59% | 29.54% | 49.77% | 116.15% | -60.57% | 46.61% | 88.38% | 80.70% | -9.20% | 68.67% |
RYMEX Rydex Commodities Strategy Fund | 33.77% | 4.70% | 8.24% | -6.14% | 23.72% | 39.03% | -22.99% | 15.48% | -14.96% | 4.67% |
Correlation
The correlation between RYVYX and RYMEX is -0.17, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.17 |
Correlation (3Y) Balances recent behavior with more history. | -0.02 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.07 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.15 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2006 | 0.21 |
The correlation between RYVYX and RYMEX shifts across timeframes, from -0.17 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
RYVYX vs. RYMEX — Risk / Return Rank
RYVYX
RYMEX
RYVYX vs. RYMEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex NASDAQ-100 2x Strategy Fund (RYVYX) and Rydex Commodities Strategy Fund (RYMEX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| RYVYX | RYMEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.27 | ||
| Sortino ratioReturn per unit of downside risk | -0.32 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.26 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.82 | 1.99 | -0.17 |
| Martin ratioReturn relative to average drawdown | 5.36 | 6.28 | -0.92 |
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Drawdowns
RYVYX vs. RYMEX - Drawdown Comparison
The maximum RYVYX drawdown since its inception was -95.57%, roughly equal to the maximum RYMEX drawdown of -91.81%. Use the drawdown chart below to compare losses from any high point for RYVYX and RYMEX.
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Drawdown Indicators
| RYVYX | RYMEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.57% | -91.81% | -3.76% |
Max Drawdown (1Y)Largest decline over 1 year | -25.39% | -18.68% | -6.71% |
Max Drawdown (3Y)Largest decline over 3 years | -42.48% | -18.68% | -23.80% |
Max Drawdown (5Y)Largest decline over 5 years | -65.38% | -30.45% | -34.93% |
Max Drawdown (10Y)Largest decline over 10 years | -65.38% | -59.20% | -6.18% |
Current DrawdownCurrent decline from peak | -13.90% | -67.31% | +53.41% |
Average DrawdownAverage peak-to-trough decline | -48.91% | -66.07% | +17.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.60% | 5.91% | +2.69% |
Volatility
RYVYX vs. RYMEX - Volatility Comparison
Rydex NASDAQ-100 2x Strategy Fund (RYVYX) has a higher volatility of 13.82% compared to Rydex Commodities Strategy Fund (RYMEX) at 8.93%. This indicates that RYVYX's price experiences larger fluctuations and is considered to be riskier than RYMEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYVYX | RYMEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.82% | 8.93% | +4.89% |
Volatility (6M)Calculated over the trailing 6-month period | 32.05% | 23.31% | +8.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.67% | 25.30% | +13.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.13% | 23.13% | +23.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 45.43% | 22.38% | +23.05% |
RYVYX vs. RYMEX - Expense Ratio Comparison
RYVYX has a 1.87% expense ratio, which is higher than RYMEX's 1.60% expense ratio.
Dividends
RYVYX vs. RYMEX - Dividend Comparison
RYVYX's dividend yield for the trailing twelve months is around 5.84%, more than RYMEX's 1.78% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYMEX Rydex Commodities Strategy Fund | 1.78% | 2.38% | 0.00% | 4.98% | 17.15% | 2.97% | 109.50% | 0.74% | 44.23% | 1.49% | 0.00% | 0.00% |
RYVYX Rydex NASDAQ-100 2x Strategy Fund | 5.84% | 7.16% | 11.52% | 0.00% | 0.00% | 1.23% | 8.91% | 5.19% | 0.00% | 14.19% | 1.63% | 21.29% |
Frequently Asked Questions
RYVYX and RYMEX have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RYVYX has higher volatility (13.82%) compared to RYMEX (8.93%). In terms of maximum drawdown, RYVYX dropped -95.57% vs RYMEX's -91.81%.
RYMEX currently has the higher Sharpe Ratio (1.47 vs 1.20), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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