RYVYX vs. RYVVX
Compare and contrast key facts about Rydex NASDAQ-100 2x Strategy Fund (RYVYX) and Rydex S&P 500 Pure Value Fund (RYVVX).
RYVYX is managed by Rydex Funds. It was launched on May 23, 2000. RYVVX is managed by Rydex Funds. It was launched on Feb 20, 2004.
Performance
RYVYX vs. RYVVX - Performance Comparison
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RYVYX vs. RYVVX - 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% |
RYVVX Rydex S&P 500 Pure Value Fund | 3.83% | 15.67% | 9.88% | 5.72% | -3.31% | 31.12% | -10.98% | 22.34% | -13.91% | 15.07% |
Returns By Period
In the year-to-date period, RYVYX achieves a -13.44% return, which is significantly lower than RYVVX's 3.83% return. Over the past 10 years, RYVYX has outperformed RYVVX with an annualized return of 28.64%, while RYVVX has yielded a comparatively lower 8.04% 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%
RYVVX
- 1D
- 1.42%
- 1M
- -3.94%
- YTD
- 3.83%
- 6M
- 7.73%
- 1Y
- 17.05%
- 3Y*
- 12.71%
- 5Y*
- 7.83%
- 10Y*
- 8.04%
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RYVYX vs. RYVVX - Expense Ratio Comparison
RYVYX has a 1.87% expense ratio, which is lower than RYVVX's 2.26% expense ratio.
Return for Risk
RYVYX vs. RYVVX — Risk / Return Rank
RYVYX
RYVVX
RYVYX vs. RYVVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex NASDAQ-100 2x Strategy Fund (RYVYX) and Rydex S&P 500 Pure Value Fund (RYVVX). 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 | RYVVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.81 | 0.99 | -0.18 |
Sortino ratioReturn per unit of downside risk | 1.41 | 1.47 | -0.06 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.20 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.44 | 1.48 | -0.04 |
Martin ratioReturn relative to average drawdown | 4.72 | 5.82 | -1.10 |
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 | RYVVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 0.99 | -0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.44 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.37 | +0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.22 | +0.05 |
Correlation
The correlation between RYVYX and RYVVX is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
RYVYX vs. RYVVX - Dividend Comparison
RYVYX's dividend yield for the trailing twelve months is around 8.27%, more than RYVVX's 0.24% 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% |
RYVVX Rydex S&P 500 Pure Value Fund | 0.24% | 0.25% | 1.16% | 2.24% | 2.86% | 2.87% | 1.13% | 1.17% | 10.39% | 1.30% | 1.04% | 9.15% |
Drawdowns
RYVYX vs. RYVVX - Drawdown Comparison
The maximum RYVYX drawdown since its inception was -95.57%, which is greater than RYVVX's maximum drawdown of -82.48%. Use the drawdown chart below to compare losses from any high point for RYVYX and RYVVX.
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Drawdown Indicators
| RYVYX | RYVVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.57% | -82.48% | -13.09% |
Max Drawdown (1Y)Largest decline over 1 year | -25.39% | -12.23% | -13.16% |
Max Drawdown (5Y)Largest decline over 5 years | -65.38% | -23.78% | -41.60% |
Max Drawdown (10Y)Largest decline over 10 years | -65.38% | -51.41% | -13.97% |
Current DrawdownCurrent decline from peak | -20.30% | -4.97% | -15.33% |
Average DrawdownAverage peak-to-trough decline | -49.48% | -17.08% | -32.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.75% | 3.10% | +4.65% |
Volatility
RYVYX vs. RYVVX - Volatility Comparison
Rydex NASDAQ-100 2x Strategy Fund (RYVYX) has a higher volatility of 13.13% compared to Rydex S&P 500 Pure Value Fund (RYVVX) at 3.91%. This indicates that RYVYX's price experiences larger fluctuations and is considered to be riskier than RYVVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYVYX | RYVVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.13% | 3.91% | +9.22% |
Volatility (6M)Calculated over the trailing 6-month period | 25.75% | 9.69% | +16.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.31% | 17.16% | +28.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.14% | 18.01% | +27.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.91% | 21.94% | +22.97% |