SOPIX vs. RYILX
Compare and contrast key facts about ProFunds Short NASDAQ-100 Fund (SOPIX) and Rydex Inverse High Yield Strategy Fund (RYILX).
SOPIX is managed by ProFunds. It was launched on Apr 30, 2002. RYILX is managed by Rydex Funds. It was launched on Apr 15, 2007.
Performance
SOPIX vs. RYILX - Performance Comparison
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SOPIX vs. RYILX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SOPIX ProFunds Short NASDAQ-100 Fund | 10.52% | -15.80% | -23.82% | -31.85% | 34.73% | -25.69% | -42.92% | -28.29% | -3.07% | -25.24% |
RYILX Rydex Inverse High Yield Strategy Fund | 4.04% | -4.36% | 0.83% | -5.00% | 8.71% | -3.58% | -5.89% | -11.11% | 1.00% | -5.87% |
Returns By Period
In the year-to-date period, SOPIX achieves a 10.52% return, which is significantly higher than RYILX's 4.04% return. Over the past 10 years, SOPIX has underperformed RYILX with an annualized return of -18.48%, while RYILX has yielded a comparatively higher -2.91% annualized return.
SOPIX
- 1D
- 0.80%
- 1M
- 8.80%
- YTD
- 10.52%
- 6M
- 8.77%
- 1Y
- -14.65%
- 3Y*
- -16.68%
- 5Y*
- -12.90%
- 10Y*
- -18.48%
RYILX
- 1D
- -0.31%
- 1M
- 3.51%
- YTD
- 4.04%
- 6M
- 3.68%
- 1Y
- -0.66%
- 3Y*
- -0.93%
- 5Y*
- -0.22%
- 10Y*
- -2.91%
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SOPIX vs. RYILX - Expense Ratio Comparison
SOPIX has a 1.78% expense ratio, which is higher than RYILX's 1.55% expense ratio.
Return for Risk
SOPIX vs. RYILX — Risk / Return Rank
SOPIX
RYILX
SOPIX vs. RYILX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProFunds Short NASDAQ-100 Fund (SOPIX) and Rydex Inverse High Yield Strategy Fund (RYILX). 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.
| SOPIX | RYILX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.59 | -0.11 | -0.48 |
Sortino ratioReturn per unit of downside risk | -0.69 | -0.11 | -0.58 |
Omega ratioGain probability vs. loss probability | 0.90 | 0.98 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | -0.36 | -0.08 | -0.28 |
Martin ratioReturn relative to average drawdown | -0.45 | -0.11 | -0.35 |
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
| SOPIX | RYILX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.59 | -0.11 | -0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.55 | -0.03 | -0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.83 | -0.36 | -0.47 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.77 | -0.74 | -0.03 |
Correlation
The correlation between SOPIX and RYILX is 0.55, 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
SOPIX vs. RYILX - Dividend Comparison
SOPIX's dividend yield for the trailing twelve months is around 1.94%, while RYILX has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SOPIX ProFunds Short NASDAQ-100 Fund | 1.94% | 2.14% | 0.00% | 6.71% | 0.00% | 0.00% | 0.00% | 0.29% |
RYILX Rydex Inverse High Yield Strategy Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 2.45% | 7.79% | 0.00% |
Drawdowns
SOPIX vs. RYILX - Drawdown Comparison
The maximum SOPIX drawdown since its inception was -98.92%, which is greater than RYILX's maximum drawdown of -77.21%. Use the drawdown chart below to compare losses from any high point for SOPIX and RYILX.
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Drawdown Indicators
| SOPIX | RYILX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.92% | -77.21% | -21.71% |
Max Drawdown (1Y)Largest decline over 1 year | -33.92% | -8.10% | -25.82% |
Max Drawdown (5Y)Largest decline over 5 years | -59.43% | -15.44% | -43.99% |
Max Drawdown (10Y)Largest decline over 10 years | -89.41% | -29.17% | -60.24% |
Current DrawdownCurrent decline from peak | -98.76% | -76.21% | -22.55% |
Average DrawdownAverage peak-to-trough decline | -75.96% | -57.92% | -18.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.20% | 6.44% | +20.76% |
Volatility
SOPIX vs. RYILX - Volatility Comparison
ProFunds Short NASDAQ-100 Fund (SOPIX) has a higher volatility of 5.28% compared to Rydex Inverse High Yield Strategy Fund (RYILX) at 2.52%. This indicates that SOPIX's price experiences larger fluctuations and is considered to be riskier than RYILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SOPIX | RYILX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.28% | 2.52% | +2.76% |
Volatility (6M)Calculated over the trailing 6-month period | 12.29% | 3.21% | +9.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.87% | 6.10% | +18.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.36% | 7.47% | +15.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.42% | 8.13% | +14.29% |