RYYCX vs. RYURX
RYYCX (Rydex S&P SmallCap 600 Pure Value Fund) and RYURX (Rydex Inverse S&P 500 Strategy Fund) are both mutual funds - RYYCX is a Small Cap Value Equities fund managed by Rydex Funds, while RYURX is a Inverse Equities fund managed by Rydex Funds. Over the past 10 years, RYYCX returned 7.57%/yr vs -12.74%/yr for RYURX. At a correlation of -0.76, they often move in opposite directions. RYYCX charges 2.26%/yr vs 1.49%/yr for RYURX.
Performance
RYYCX vs. RYURX - Performance Comparison
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Returns By Period
In the year-to-date period, RYYCX achieves a 22.64% return, which is significantly higher than RYURX's -8.00% return. Over the past 10 years, RYYCX has outperformed RYURX with an annualized return of 7.57%, while RYURX has yielded a comparatively lower -12.74% annualized return.
RYYCX
- 1D
- 0.90%
- 1M
- 0.85%
- 6M
- 14.56%
- YTD
- 22.64%
- 1Y
- 30.90%
- 3Y*
- 14.58%
- 5Y*
- 8.34%
- 10Y*
- 7.57%
RYURX
- 1D
- -0.38%
- 1M
- -1.59%
- 6M
- -6.41%
- YTD
- -8.00%
- 1Y
- -13.80%
- 3Y*
- -11.96%
- 5Y*
- -8.52%
- 10Y*
- -12.74%
RYYCX vs. RYURX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYYCX Rydex S&P SmallCap 600 Pure Value Fund | 22.64% | 5.81% | 2.73% | 20.36% | -9.15% | 42.14% | -7.85% | 18.86% | -21.05% | -1.70% |
RYURX Rydex Inverse S&P 500 Strategy Fund | -8.00% | -11.41% | -13.04% | -14.56% | 17.56% | -24.19% | -24.90% | -22.65% | 4.33% | -17.38% |
Correlation
The correlation between RYYCX and RYURX is -0.58, 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 | -0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.69 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.67 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2005 | -0.76 |
The correlation between RYYCX and RYURX shifts across timeframes, from -0.76 (all time) to -0.58 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
RYYCX vs. RYURX — Risk / Return Rank
RYYCX
RYURX
RYYCX vs. RYURX - 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 S&P 500 Strategy Fund (RYURX). 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.
| RYYCX | RYURX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.54 | ||
| Sortino ratioReturn per unit of downside risk | +3.70 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 0.83 | +0.42 |
| Calmar ratioReturn relative to maximum drawdown | 2.33 | -0.84 | +3.17 |
| Martin ratioReturn relative to average drawdown | 7.55 | -1.62 | +9.17 |
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Drawdowns
RYYCX vs. RYURX - Drawdown Comparison
The maximum RYYCX drawdown since its inception was -78.51%, smaller than the maximum RYURX drawdown of -96.72%. Use the drawdown chart below to compare losses from any high point for RYYCX and RYURX.
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Drawdown Indicators
| RYYCX | RYURX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.51% | -96.72% | +18.21% |
Max Drawdown (1Y)Largest decline over 1 year | -12.78% | -16.08% | +3.30% |
Max Drawdown (3Y)Largest decline over 3 years | -30.24% | -38.48% | +8.24% |
Max Drawdown (5Y)Largest decline over 5 years | -30.24% | -44.10% | +13.86% |
Max Drawdown (10Y)Largest decline over 10 years | -62.25% | -75.17% | +12.92% |
Current DrawdownCurrent decline from peak | -1.53% | -96.69% | +95.16% |
Average DrawdownAverage peak-to-trough decline | -16.54% | -69.00% | +52.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.95% | 8.34% | -4.39% |
Volatility
RYYCX vs. RYURX - Volatility Comparison
Rydex S&P SmallCap 600 Pure Value Fund (RYYCX) has a higher volatility of 5.34% compared to Rydex Inverse S&P 500 Strategy Fund (RYURX) at 4.27%. This indicates that RYYCX's price experiences larger fluctuations and is considered to be riskier than RYURX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYYCX | RYURX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.34% | 4.27% | +1.07% |
Volatility (6M)Calculated over the trailing 6-month period | 14.10% | 9.91% | +4.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.44% | 12.46% | +7.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.20% | 17.10% | +7.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.15% | 18.08% | +9.07% |
RYYCX vs. RYURX - Expense Ratio Comparison
RYYCX has a 2.26% expense ratio, which is higher than RYURX's 1.49% expense ratio.
Dividends
RYYCX vs. RYURX - Dividend Comparison
RYYCX's dividend yield for the trailing twelve months is around 0.02%, less than RYURX's 4.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
RYURX Rydex Inverse S&P 500 Strategy Fund | 4.15% | 3.82% | 6.78% | 2.79% | 0.00% | 0.00% | 0.42% | 0.86% |
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 RYURX have a correlation of -0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RYYCX has higher volatility (5.34%) compared to RYURX (4.27%). In terms of maximum drawdown, RYYCX dropped -78.51% vs RYURX's -96.72%.
RYYCX currently has the higher Sharpe Ratio (1.46 vs -1.08), 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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