RYVYX vs. RYRRX
Compare and contrast key facts about Rydex NASDAQ-100 2x Strategy Fund (RYVYX) and Rydex Russell 2000 Fund (RYRRX).
RYVYX is managed by Rydex Funds. It was launched on May 23, 2000. RYRRX is managed by Rydex Funds. It was launched on May 31, 2006.
Performance
RYVYX vs. RYRRX - Performance Comparison
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RYVYX vs. RYRRX - 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% |
RYRRX Rydex Russell 2000 Fund | 0.29% | 10.88% | 9.72% | 15.17% | -21.70% | 13.23% | 17.81% | 23.57% | -12.58% | 12.88% |
Returns By Period
In the year-to-date period, RYVYX achieves a -13.44% return, which is significantly lower than RYRRX's 0.29% return. Over the past 10 years, RYVYX has outperformed RYRRX with an annualized return of 28.64%, while RYRRX has yielded a comparatively lower 8.03% 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%
RYRRX
- 1D
- 3.45%
- 1M
- -6.04%
- YTD
- 0.29%
- 6M
- 1.75%
- 1Y
- 23.38%
- 3Y*
- 11.12%
- 5Y*
- 1.79%
- 10Y*
- 8.03%
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RYVYX vs. RYRRX - Expense Ratio Comparison
RYVYX has a 1.87% expense ratio, which is higher than RYRRX's 1.60% expense ratio.
Return for Risk
RYVYX vs. RYRRX — Risk / Return Rank
RYVYX
RYRRX
RYVYX vs. RYRRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex NASDAQ-100 2x Strategy Fund (RYVYX) and Rydex Russell 2000 Fund (RYRRX). 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 | RYRRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.81 | 1.01 | -0.20 |
Sortino ratioReturn per unit of downside risk | 1.41 | 1.53 | -0.13 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.20 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.44 | 1.64 | -0.20 |
Martin ratioReturn relative to average drawdown | 4.72 | 5.98 | -1.27 |
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 | RYRRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 1.01 | -0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.08 | +0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.34 | +0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.23 | +0.03 |
Correlation
The correlation between RYVYX and RYRRX is 0.76, 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. RYRRX - Dividend Comparison
RYVYX's dividend yield for the trailing twelve months is around 8.27%, more than RYRRX's 0.65% 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% |
RYRRX Rydex Russell 2000 Fund | 0.65% | 0.65% | 1.02% | 0.19% | 0.00% | 12.84% | 0.00% | 1.46% | 0.00% | 4.82% | 0.00% | 2.66% |
Drawdowns
RYVYX vs. RYRRX - Drawdown Comparison
The maximum RYVYX drawdown since its inception was -95.57%, which is greater than RYRRX's maximum drawdown of -60.36%. Use the drawdown chart below to compare losses from any high point for RYVYX and RYRRX.
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Drawdown Indicators
| RYVYX | RYRRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.57% | -60.36% | -35.21% |
Max Drawdown (1Y)Largest decline over 1 year | -25.39% | -13.91% | -11.48% |
Max Drawdown (5Y)Largest decline over 5 years | -65.38% | -33.02% | -32.36% |
Max Drawdown (10Y)Largest decline over 10 years | -65.38% | -42.84% | -22.54% |
Current DrawdownCurrent decline from peak | -20.30% | -8.37% | -11.93% |
Average DrawdownAverage peak-to-trough decline | -49.48% | -12.32% | -37.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.75% | 3.81% | +3.94% |
Volatility
RYVYX vs. RYRRX - Volatility Comparison
Rydex NASDAQ-100 2x Strategy Fund (RYVYX) has a higher volatility of 13.13% compared to Rydex Russell 2000 Fund (RYRRX) at 7.50%. This indicates that RYVYX's price experiences larger fluctuations and is considered to be riskier than RYRRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYVYX | RYRRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.13% | 7.50% | +5.63% |
Volatility (6M)Calculated over the trailing 6-month period | 25.75% | 14.47% | +11.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.31% | 23.29% | +22.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.14% | 22.59% | +22.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.91% | 23.41% | +21.50% |