USLUX vs. RYRIX

Last updated Apr 1, 2026

Compare and contrast key facts about U.S. Global Investors Global Luxury Goods Fund (USLUX) and Rydex Retailing Fund (RYRIX).

USLUX is managed by US Global. It was launched on May 2, 1995. RYRIX is managed by Rydex Funds. It was launched on Mar 31, 1998.

Performance

USLUX vs. RYRIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in U.S. Global Investors Global Luxury Goods Fund (USLUX) and Rydex Retailing Fund (RYRIX). The values are adjusted to include any dividend payments, if applicable.

USLUX vs. RYRIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
USLUX U.S. Global Investors Global Luxury Goods Fund	-13.20%	17.87%	14.26%	23.79%	-23.91%	25.14%	20.76%	13.72%	-8.30%	19.19%
RYRIX Rydex Retailing Fund	-6.97%	9.71%	15.87%	17.11%	-25.91%	12.25%	44.72%	25.44%	-3.10%	12.82%

Returns By Period

In the year-to-date period, USLUX achieves a -13.20% return, which is significantly lower than RYRIX's -6.97% return. Over the past 10 years, USLUX has outperformed RYRIX with an annualized return of 8.72%, while RYRIX has yielded a comparatively lower 8.28% annualized return.

USLUX

• 1D: 0.32%
• 1M: -14.11%
• YTD: -13.20%
• 6M: -9.28%
• 1Y: 5.15%
• 3Y*: 6.96%
• 5Y*: 5.60%
• 10Y*: 8.72%

RYRIX

• 1D: 0.04%
• 1M: -8.65%
• YTD: -6.97%
• 6M: -9.14%
• 1Y: 6.55%
• 3Y*: 9.22%
• 5Y*: 1.00%
• 10Y*: 8.28%

*Multi-year figures are annualized to reflect compound growth (CAGR)

USLUX vs. RYRIX - Expense Ratio Comparison

USLUX has a 1.55% expense ratio, which is higher than RYRIX's 1.40% expense ratio.

USLUX

U.S. Global Investors Global Luxury Goods Fund

RYRIX

Rydex Retailing Fund

Return for Risk

USLUX vs. RYRIX — Risk / Return Rank

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

USLUX

USLUX Risk / Return Rank: 10
USLUX Sharpe Ratio Rank: 9
USLUX Sortino Ratio Rank: 10
USLUX Omega Ratio Rank: 9
USLUX Calmar Ratio Rank: 9
USLUX Martin Ratio Rank: 10

RYRIX

RYRIX Risk / Return Rank: 14
RYRIX Sharpe Ratio Rank: 14
RYRIX Sortino Ratio Rank: 15
RYRIX Omega Ratio Rank: 13
RYRIX Calmar Ratio Rank: 13
RYRIX Martin Ratio Rank: 13

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.

USLUX vs. RYRIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for U.S. Global Investors Global Luxury Goods Fund (USLUX) and Rydex Retailing Fund (RYRIX). 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.

	USLUX	RYRIX	Difference
Sharpe ratio Return per unit of total volatility	0.21	0.38	-0.17
Sortino ratio Return per unit of downside risk	0.47	0.71	-0.23
Omega ratio Gain probability vs. loss probability	1.06	1.09	-0.03
Calmar ratio Return relative to maximum drawdown	0.19	0.38	-0.19
Martin ratio Return relative to average drawdown	0.69	1.14	-0.45
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

USLUX vs. RYRIX - Sharpe Ratio Comparison

The current USLUX Sharpe Ratio is 0.21, which is lower than the RYRIX Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of USLUX and RYRIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	USLUX	RYRIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.21	0.38	-0.17
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.27	0.05	+0.23
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.45	0.40	+0.05
Sharpe Ratio (All Time) Calculated using the full available price history	0.17	0.27	-0.09

Correlation

The correlation between USLUX and RYRIX is 0.70, 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

USLUX vs. RYRIX - Dividend Comparison

USLUX's dividend yield for the trailing twelve months is around 9.08%, more than RYRIX's 1.82% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
USLUX U.S. Global Investors Global Luxury Goods Fund	9.08%	7.88%	9.94%	2.71%	6.40%	15.37%	0.12%	2.31%	16.18%	13.87%	8.35%	8.01%
RYRIX Rydex Retailing Fund	1.82%	1.69%	0.00%	0.00%	0.00%	8.83%	0.00%	0.00%	0.15%	0.00%	0.00%	0.08%

Drawdowns

USLUX vs. RYRIX - Drawdown Comparison

The maximum USLUX drawdown since its inception was -77.61%, which is greater than RYRIX's maximum drawdown of -58.26%. Use the drawdown chart below to compare losses from any high point for USLUX and RYRIX.

Drawdown Indicators

	USLUX	RYRIX	Difference
Max Drawdown Largest peak-to-trough decline	-77.61%	-58.26%	-19.35%
Max Drawdown (1Y) Largest decline over 1 year	-15.68%	-13.35%	-2.33%
Max Drawdown (5Y) Largest decline over 5 years	-33.85%	-38.37%	+4.52%
Max Drawdown (10Y) Largest decline over 10 years	-34.51%	-38.37%	+3.86%
Current Drawdown Current decline from peak	-15.42%	-13.19%	-2.23%
Average Drawdown Average peak-to-trough decline	-42.29%	-13.96%	-28.33%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.22%	4.38%	-0.16%

Volatility

USLUX vs. RYRIX - Volatility Comparison

U.S. Global Investors Global Luxury Goods Fund (USLUX) has a higher volatility of 6.23% compared to Rydex Retailing Fund (RYRIX) at 4.98%. This indicates that USLUX's price experiences larger fluctuations and is considered to be riskier than RYRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	USLUX	RYRIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.23%	4.98%	+1.25%
Volatility (6M) Calculated over the trailing 6-month period	12.99%	11.33%	+1.66%
Volatility (1Y) Calculated over the trailing 1-year period	21.90%	19.81%	+2.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.52%	21.45%	-0.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.45%	20.86%	-1.41%