RYVYX vs. RYVNX

In the year-to-date period, RYVYX achieves a -3.25% return, which is significantly higher than RYVNX's -11.19% return. Over the past 10 years, RYVYX has outperformed RYVNX with an annualized return of 26.31%, while RYVNX has yielded a comparatively lower -35.70% annualized return.

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RYVYX has a 1.87% expense ratio, which is lower than RYVNX's 2.49% expense ratio.

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

The current RYVYX Sharpe Ratio is 0.34, which is higher than the RYVNX Sharpe Ratio of -0.60. The chart below compares the historical Sharpe Ratios of RYVYX and RYVNX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

RYVYX's dividend yield for the trailing twelve months is around 5.95%, less than RYVNX's 6.79% yield.

The maximum RYVYX drawdown since its inception was -98.40%, roughly equal to the maximum RYVNX drawdown of -99.99%. Use the drawdown chart below to compare losses from any high point for RYVYX and RYVNX.

Rydex NASDAQ-100 2x Strategy Fund (RYVYX) and Rydex Inverse NASDAQ-100 2x Strategy Fund (RYVNX) have volatilities of 11.07% and 11.62%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.