VTIAX vs. RYVYX

Last updated Jun 13, 2026

VTIAX (Vanguard Total International Stock Index Fund Admiral Shares) and RYVYX (Rydex NASDAQ-100 2x Strategy Fund) are both mutual funds - VTIAX is a Foreign Large Cap Equities fund tracking the FTSE Global All Cap ex US Index, while RYVYX is a Leveraged Equities fund managed by Rydex Funds. Over the past 10 years, VTIAX returned 9.95%/yr vs 34.73%/yr for RYVYX. A 0.71 correlation means they provide meaningful diversification when combined. VTIAX charges 0.09%/yr vs 1.87%/yr for RYVYX.

Performance

VTIAX vs. RYVYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) and Rydex NASDAQ-100 2x Strategy Fund (RYVYX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VTIAX achieves a 12.84% return, which is significantly lower than RYVYX's 30.64% return. Over the past 10 years, VTIAX has underperformed RYVYX with an annualized return of 9.95%, while RYVYX has yielded a comparatively higher 34.73% annualized return.

VTIAX

• 1D: 3.14%
• 1M: 0.00%
• YTD: 12.84%
• 6M: 14.70%
• 1Y: 29.19%
• 3Y*: 18.43%
• 5Y*: 8.12%
• 10Y*: 9.95%

RYVYX

• 1D: 6.56%
• 1M: -1.77%
• YTD: 30.64%
• 6M: 30.67%
• 1Y: 70.56%
• 3Y*: 46.26%
• 5Y*: 22.45%
• 10Y*: 34.73%

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

VTIAX vs. RYVYX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VTIAX Vanguard Total International Stock Index Fund Admiral Shares	12.84%	32.18%	5.34%	15.28%	-16.02%	8.59%	11.27%	21.52%	-14.46%	27.54%
RYVYX Rydex NASDAQ-100 2x Strategy Fund	30.64%	29.54%	49.77%	116.15%	-60.57%	46.61%	88.38%	80.70%	-9.20%	68.67%

Correlation

The correlation between VTIAX and RYVYX is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.75
Correlation (3Y) Calculated over the trailing 3-year period	0.67
Correlation (5Y) Calculated over the trailing 5-year period	0.69
Correlation (10Y) Calculated over the trailing 10-year period	0.70
Correlation (All Time) Calculated using the full available price history since Nov 29, 2010	0.71

The correlation between VTIAX and RYVYX has been stable across timeframes, ranging from 0.67 to 0.75 - a consistent structural relationship.

Return for Risk

VTIAX vs. RYVYX — Risk / Return Rank

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

VTIAX

VTIAX Risk / Return Rank: 65
VTIAX Sharpe Ratio Rank: 67
VTIAX Sortino Ratio Rank: 63
VTIAX Omega Ratio Rank: 67
VTIAX Calmar Ratio Rank: 65
VTIAX Martin Ratio Rank: 62

RYVYX

RYVYX Risk / Return Rank: 60
RYVYX Sharpe Ratio Rank: 69
RYVYX Sortino Ratio Rank: 53
RYVYX Omega Ratio Rank: 55
RYVYX Calmar Ratio Rank: 69
RYVYX Martin Ratio Rank: 54

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.

VTIAX vs. RYVYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) and Rydex NASDAQ-100 2x Strategy Fund (RYVYX). 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.

	VTIAX	RYVYX	Difference
Sharpe ratio: Return per unit of total volatility	1.88	1.95	-0.07
Sortino ratio: Return per unit of downside risk	2.57	2.41	+0.16
Omega ratio: Gain probability vs. loss probability	1.35	1.32	+0.03
Calmar ratio: Return relative to maximum drawdown	2.51	2.65	-0.14
Martin ratio: Return relative to average drawdown	9.72	9.01	+0.71

VTIAX vs. RYVYX - Sharpe Ratio Comparison

The current VTIAX Sharpe Ratio is 1.88, which is comparable to the RYVYX Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of VTIAX and RYVYX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

VTIAX vs. RYVYX - Drawdown Comparison

The maximum VTIAX drawdown since its inception was -35.83%, smaller than the maximum RYVYX drawdown of -95.57%. Use the drawdown chart below to compare losses from any high point for VTIAX and RYVYX.

Drawdown Indicators

	VTIAX	RYVYX	Difference
Max Drawdown Largest peak-to-trough decline	-35.83%	-95.57%	+59.74%
Max Drawdown (1Y) Largest decline over 1 year	-11.28%	-25.39%	+14.11%
Max Drawdown (3Y) Largest decline over 3 years	-13.13%	-42.48%	+29.35%
Max Drawdown (5Y) Largest decline over 5 years	-29.52%	-65.38%	+35.86%
Max Drawdown (10Y) Largest decline over 10 years	-35.83%	-65.38%	+29.55%
Current Drawdown Current decline from peak	-2.23%	-8.24%	+6.01%
Average Drawdown Average peak-to-trough decline	-8.07%	-49.12%	+41.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.91%	7.45%	-4.54%

Volatility

VTIAX vs. RYVYX - Volatility Comparison

The current volatility for Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) is 6.40%, while Rydex NASDAQ-100 2x Strategy Fund (RYVYX) has a volatility of 15.23%. This indicates that VTIAX experiences smaller price fluctuations and is considered to be less risky than RYVYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VTIAX	RYVYX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.40%	15.23%	-8.83%
Volatility (6M) Calculated over the trailing 6-month period	12.98%	27.69%	-14.71%
Volatility (1Y) Calculated over the trailing 1-year period	15.09%	34.52%	-19.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.21%	45.45%	-30.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.97%	45.17%	-29.20%

VTIAX vs. RYVYX - Expense Ratio Comparison

VTIAX has a 0.09% expense ratio, which is lower than RYVYX's 1.87% expense ratio.

Dividends

VTIAX vs. RYVYX - Dividend Comparison

VTIAX's dividend yield for the trailing twelve months is around 2.66%, less than RYVYX's 5.48% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
RYVYX Rydex NASDAQ-100 2x Strategy Fund	5.48%	7.16%	11.52%	0.00%	0.00%	1.23%	8.91%	5.19%	0.00%	14.19%	1.63%	21.29%
VTIAX Vanguard Total International Stock Index Fund Admiral Shares	2.66%	3.15%	3.33%	3.22%	3.04%	3.05%	2.10%	3.04%	3.16%	2.73%	2.93%	2.84%

Frequently Asked Questions

Can I hold both VTIAX and RYVYX in my portfolio?

VTIAX and RYVYX have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VTIAX or RYVYX?

RYVYX has higher volatility (15.23%) compared to VTIAX (6.40%). In terms of maximum drawdown, VTIAX dropped -35.83% vs RYVYX's -95.57%.

Which has better risk-adjusted returns?

RYVYX currently has the higher Sharpe Ratio (1.95 vs 1.88), 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.