Rydex S&P 500 Pure Value Fund (RYVVX)
The fund employs as its investment strategy a program of investing in the common stock of companies that are within the capitalization range of the underlying index and derivative instruments. It will invest at least 80% of its net assets, plus any borrowings for investment purposes, in securities of companies in the underlying index and derivatives and other instruments whose performance is expected to correspond to that of the underlying index. The fund is non-diversified.
Fund Info
| ISIN | US78355E6840 |
|---|---|
| CUSIP | 78355E684 |
| Issuer | Rydex Funds |
| Inception Date | Feb 20, 2004 |
| Category | Large Cap Value Equities |
| Min. Investment | $2,500 |
| Asset Class | Equity |
Asset Class Size | Large-Cap |
Asset Class Style | Value |
Expense Ratio
RYVVX has a high expense ratio of 2.26%, indicating higher-than-average management fees.
Share Price Chart
Loading data...
Compare to other instruments
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Popular comparisons: RYVVX vs. ULPIX
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Rydex S&P 500 Pure Value Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Rydex S&P 500 Pure Value Fund had a return of 13.89% year-to-date (YTD) and 29.93% in the last 12 months. Over the past 10 years, Rydex S&P 500 Pure Value Fund had an annualized return of 5.73%, while the S&P 500 had an annualized return of 11.33%, indicating that Rydex S&P 500 Pure Value Fund did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 13.89% | 24.30% |
| 1 month | 6.34% | 4.09% |
| 6 months | 9.75% | 14.29% |
| 1 year | 29.93% | 35.42% |
| 5 years (annualized) | 6.73% | 13.95% |
| 10 years (annualized) | 5.73% | 11.33% |
Monthly Returns
The table below presents the monthly returns of RYVVX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.96% | 2.09% | 6.72% | -5.83% | 2.28% | -2.20% | 5.82% | 1.05% | -0.32% | -0.50% | 13.89% | ||
| 2023 | 11.34% | -6.07% | -6.82% | -0.01% | -6.17% | 9.04% | 3.92% | -4.66% | -4.11% | -5.87% | 10.30% | 7.52% | 5.72% |
| 2022 | 1.81% | 0.58% | 3.26% | -4.79% | 4.04% | -11.33% | 4.37% | -1.63% | -9.28% | 12.78% | 5.10% | -5.68% | -3.31% |
| 2021 | 2.28% | 10.28% | 6.50% | 3.82% | 4.59% | -4.00% | -2.39% | 2.57% | -1.78% | 4.26% | -3.85% | 6.21% | 31.12% |
| 2020 | -6.24% | -13.14% | -28.52% | 14.08% | 2.73% | 1.91% | 2.10% | 4.59% | -3.97% | 1.51% | 18.47% | 3.83% | -10.98% |
| 2019 | 11.01% | 1.82% | -1.76% | 4.95% | -9.49% | 8.62% | 0.36% | -5.84% | 5.75% | 0.73% | 3.59% | 2.39% | 22.34% |
| 2018 | 4.44% | -4.69% | -2.09% | 2.57% | -0.93% | 0.15% | 3.27% | 1.81% | -0.60% | -5.79% | 0.48% | -12.28% | -13.91% |
| 2017 | 1.08% | 4.00% | -2.70% | -0.15% | -1.22% | 2.57% | 2.25% | -2.29% | 3.54% | 1.32% | 4.50% | 1.53% | 15.07% |
| 2016 | -7.61% | 2.07% | 8.99% | 2.58% | -0.33% | -1.45% | 4.17% | -0.55% | -0.01% | -1.15% | 8.32% | 1.42% | 16.51% |
| 2015 | -5.79% | 6.48% | -2.00% | 2.17% | -0.02% | -2.73% | -1.63% | -5.46% | -4.02% | 7.41% | 0.44% | -4.58% | -10.25% |
| 2014 | -4.04% | 4.19% | 3.24% | 1.51% | 1.48% | 2.48% | -3.47% | 4.39% | -3.34% | 2.08% | 1.14% | 0.43% | 10.04% |
| 2013 | 8.20% | -0.28% | 5.18% | 0.65% | 4.47% | -0.63% | 6.30% | -2.54% | 3.74% | 6.04% | 4.29% | 2.37% | 44.28% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of RYVVX is 43, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Rydex S&P 500 Pure Value Fund (RYVVX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Rydex S&P 500 Pure Value Fund provided a 1.97% dividend yield over the last twelve months, with an annual payout of $1.72 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.72 | $1.72 | $2.13 | $2.28 | $0.70 | $0.83 | $1.14 | $0.27 | $0.68 | $0.98 | $0.07 | $0.12 |
Dividend yield | 1.97% | 2.24% | 2.86% | 2.87% | 1.13% | 1.17% | 1.96% | 0.37% | 1.04% | 1.72% | 0.11% | 0.19% |
Monthly Dividends
The table displays the monthly dividend distributions for Rydex S&P 500 Pure Value Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.72 | $1.72 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.13 | $2.13 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.28 | $2.28 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.70 | $0.70 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.83 | $0.83 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.14 | $1.14 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.27 | $0.27 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.68 | $0.00 | $0.68 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.98 | $0.00 | $0.98 |
| 2014 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.07 | $0.00 | $0.07 |
| 2013 | $0.12 | $0.12 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the Rydex S&P 500 Pure Value Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Rydex S&P 500 Pure Value Fund was 76.18%, occurring on Mar 6, 2009. Recovery took 1046 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -76.18% | Jun 5, 2007 | 441 | Mar 6, 2009 | 1046 | May 3, 2013 | 1487 |
| -51.41% | Jan 29, 2018 | 541 | Mar 23, 2020 | 232 | Feb 23, 2021 | 773 |
| -24.01% | Feb 18, 2015 | 249 | Feb 11, 2016 | 193 | Nov 15, 2016 | 442 |
| -23.78% | Feb 3, 2023 | 185 | Oct 27, 2023 | 211 | Aug 30, 2024 | 396 |
| -20.55% | Apr 21, 2022 | 113 | Sep 30, 2022 | 85 | Feb 2, 2023 | 198 |
Volatility
Volatility Chart
The current Rydex S&P 500 Pure Value Fund volatility is 5.61%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.