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RYYCX vs. RYAIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RYYCX vs. RYAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rydex S&P SmallCap 600 Pure Value Fund (RYYCX) and Rydex Inverse NASDAQ-100 Strategy Fund (RYAIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RYYCX achieves a 20.06% return, which is significantly higher than RYAIX's -17.13% return. Over the past 10 years, RYYCX has outperformed RYAIX with an annualized return of 7.93%, while RYAIX has yielded a comparatively lower -19.45% annualized return.


RYYCX

1D
2.09%
1M
6.16%
YTD
20.06%
6M
18.49%
1Y
39.29%
3Y*
15.11%
5Y*
8.04%
10Y*
7.93%

RYAIX

1D
-2.40%
1M
-3.32%
YTD
-17.13%
6M
-16.30%
1Y
-27.22%
3Y*
-18.23%
5Y*
-14.33%
10Y*
-19.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RYYCX vs. RYAIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RYYCX
Rydex S&P SmallCap 600 Pure Value Fund
20.06%5.81%2.73%20.36%-9.15%42.14%-7.85%18.86%-21.05%-1.70%
RYAIX
Rydex Inverse NASDAQ-100 Strategy Fund
-17.13%-15.63%-15.64%-31.71%35.92%-24.88%-40.98%-27.65%-2.63%-24.47%

Correlation

The correlation between RYYCX and RYAIX is -0.47, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.47

Correlation (3Y)
Calculated over the trailing 3-year period

-0.48

Correlation (5Y)
Calculated over the trailing 5-year period

-0.55

Correlation (10Y)
Calculated over the trailing 10-year period

-0.51

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2005

-0.64

The correlation between RYYCX and RYAIX shifts across timeframes, from -0.64 (all time) to -0.47 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

RYYCX vs. RYAIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RYYCX
RYYCX Risk / Return Rank: 5252
Overall Rank
RYYCX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
RYYCX Sortino Ratio Rank: 4949
Sortino Ratio Rank
RYYCX Omega Ratio Rank: 4141
Omega Ratio Rank
RYYCX Calmar Ratio Rank: 7070
Calmar Ratio Rank
RYYCX Martin Ratio Rank: 5151
Martin Ratio Rank

RYAIX
RYAIX Risk / Return Rank: 00
Overall Rank
RYAIX Sharpe Ratio Rank: 00
Sharpe Ratio Rank
RYAIX Sortino Ratio Rank: 00
Sortino Ratio Rank
RYAIX Omega Ratio Rank: 00
Omega Ratio Rank
RYAIX Calmar Ratio Rank: 00
Calmar Ratio Rank
RYAIX Martin Ratio Rank: 00
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

RYYCX vs. RYAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rydex S&P SmallCap 600 Pure Value Fund (RYYCX) and Rydex Inverse NASDAQ-100 Strategy Fund (RYAIX). 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.


RYYCXRYAIXDifference
Sharpe ratioReturn per unit of total volatility

+3.41

Sortino ratioReturn per unit of downside risk

+4.98

Omega ratioGain probability vs. loss probability

1.32

0.75

+0.57

Calmar ratioReturn relative to maximum drawdown

3.06

-0.98

+4.04

Martin ratioReturn relative to average drawdown

9.92

-1.98

+11.91

RYYCX vs. RYAIX - Sharpe Ratio Comparison

The current RYYCX Sharpe Ratio is 1.90, which is higher than the RYAIX Sharpe Ratio of -1.52. The chart below compares the historical Sharpe Ratios of RYYCX and RYAIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

RYYCX vs. RYAIX - Drawdown Comparison

The maximum RYYCX drawdown since its inception was -78.51%, smaller than the maximum RYAIX drawdown of -98.93%. Use the drawdown chart below to compare losses from any high point for RYYCX and RYAIX.


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Drawdown Indicators


RYYCXRYAIXDifference

Max Drawdown

Largest peak-to-trough decline

-78.51%

-98.93%

+20.42%

Max Drawdown (1Y)

Largest decline over 1 year

-12.78%

-26.80%

+14.02%

Max Drawdown (3Y)

Largest decline over 3 years

-30.24%

-50.13%

+19.89%

Max Drawdown (5Y)

Largest decline over 5 years

-30.24%

-61.15%

+30.91%

Max Drawdown (10Y)

Largest decline over 10 years

-62.25%

-89.04%

+26.79%

Current Drawdown

Current decline from peak

-1.28%

-98.92%

+97.64%

Average Drawdown

Average peak-to-trough decline

-16.58%

-73.33%

+56.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.94%

13.57%

-9.63%

Volatility

RYYCX vs. RYAIX - Volatility Comparison

The current volatility for Rydex S&P SmallCap 600 Pure Value Fund (RYYCX) is 5.54%, while Rydex Inverse NASDAQ-100 Strategy Fund (RYAIX) has a volatility of 8.41%. This indicates that RYYCX experiences smaller price fluctuations and is considered to be less risky than RYAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RYYCXRYAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.54%

8.41%

-2.87%

Volatility (6M)

Calculated over the trailing 6-month period

14.05%

14.45%

-0.40%

Volatility (1Y)

Calculated over the trailing 1-year period

20.64%

17.78%

+2.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.30%

23.09%

+1.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.29%

22.78%

+4.51%

RYYCX vs. RYAIX - Expense Ratio Comparison

RYYCX has a 2.26% expense ratio, which is higher than RYAIX's 1.55% expense ratio.


Dividends

RYYCX vs. RYAIX - Dividend Comparison

RYYCX's dividend yield for the trailing twelve months is around 0.02%, less than RYAIX's 2.69% yield.


PositionTTM2025202420232022202120202019
RYAIX
Rydex Inverse NASDAQ-100 Strategy Fund
2.69%2.23%5.67%4.81%0.00%0.00%0.09%0.72%
RYYCX
Rydex S&P SmallCap 600 Pure Value Fund
0.02%0.02%0.00%1.15%0.00%0.00%0.00%0.00%

Frequently Asked Questions


RYYCX and RYAIX have a correlation of -0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RYAIX has higher volatility (8.41%) compared to RYYCX (5.54%). In terms of maximum drawdown, RYYCX dropped -78.51% vs RYAIX's -98.93%.

RYYCX currently has the higher Sharpe Ratio (1.90 vs -1.52), 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.

Portfolio Optimizer

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