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ISIN
US78355E5693
CUSIP
78355E569
Inception Date
Feb 20, 2004
Min. Investment
$2,500
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

RYWCX Performance Chart

Rydex S&P SmallCap 600 Pure Growth Fund (RYWCX) is up 26.2% since the beginning of the year. RYWCX is currently trading at $52 per share. Investors who bought $1,000 worth of RYWCX shares 5 years ago would now be looking at an investment worth $1,235.


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S&P 500 Index

Returns By Period

Rydex S&P SmallCap 600 Pure Growth Fund (RYWCX) has returned 26.17% so far this year and 39.57% over the past 12 months. Over the last ten years, RYWCX has returned 8.02% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Rydex S&P SmallCap 600 Pure Growth Fund

1D
2.18%
1M
8.60%
YTD
26.17%
6M
21.54%
1Y
39.57%
3Y*
16.68%
5Y*
4.31%
10Y*
8.02%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RYWCX Monthly Returns History

Based on dividend-adjusted daily data since Jan 3, 2005, RYWCX's average daily return is +0.04%, while the average monthly return is +0.73%. At this rate, an investment would double in approximately 7.9 years.

Historically, 59% of months were positive and 41% were negative. The best month was Apr 2009 with a return of +23.7%, while the worst month was Mar 2020 at -25.8%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.

On a daily basis, RYWCX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +10.1%, while the worst single day was Mar 16, 2020 at -15.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.27%2.77%-3.38%12.05%0.16%7.55%26.17%
20254.28%-5.97%-4.13%-1.79%5.56%3.65%1.03%5.49%0.70%-1.34%2.11%-1.33%7.76%
2024-1.67%4.84%3.40%-5.11%4.61%-2.34%10.54%-2.56%0.48%-4.63%12.10%-10.35%7.20%
20236.20%-0.87%-3.52%-2.54%2.41%7.53%4.92%-3.51%-5.98%-5.01%7.69%10.25%17.03%
2022-12.74%-0.64%-2.28%-12.37%1.70%-8.80%12.52%-6.02%-9.86%10.52%5.35%-8.82%-30.33%
20219.48%3.36%0.12%0.84%-0.26%2.22%-0.39%1.99%-4.05%5.29%-4.29%1.71%16.37%

Benchmark Metrics

Rydex S&P SmallCap 600 Pure Growth Fund has an annualized alpha of -1.99%, beta of 1.13, and R2 of 0.77 versus S&P 500 Index. Calculated based on daily prices since January 03, 2005.

  • This fund participated in 116.51% of S&P 500 Index downside but only 107.87% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 1.13 and R2 of 0.77, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
-1.99%
Beta
1.13
0.77
Upside Capture
107.87%
Downside Capture
116.51%

Expense Ratio

RYWCX has a high expense ratio of 2.26%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

RYWCX ranks 72 for risk / return — better than 72% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


RYWCX Risk / Return Rank: 7272
Overall Rank
RYWCX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
RYWCX Sortino Ratio Rank: 6767
Sortino Ratio Rank
RYWCX Omega Ratio Rank: 5151
Omega Ratio Rank
RYWCX Calmar Ratio Rank: 9292
Calmar Ratio Rank
RYWCX Martin Ratio Rank: 8787
Martin Ratio Rank
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Rydex S&P SmallCap 600 Pure Growth Fund (RYWCX) and compare them to S&P 500 Index.

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.


RYWCXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.09

Sortino ratioReturn per unit of downside risk

+0.35

Omega ratioGain probability vs. loss probability

1.36

1.37

-0.01

Calmar ratioReturn relative to maximum drawdown

4.69

2.78

+1.90

Martin ratioReturn relative to average drawdown

15.47

12.44

+3.04

Dividends

Dividend History

Rydex S&P SmallCap 600 Pure Growth Fund provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.00%10.00%20.00%30.00%40.00%50.00%60.00%$0.00$5.00$10.00$15.00$20.00$25.00$30.00201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$0.00$0.00$5.60$0.00$0.00$29.96$0.00$0.00$4.93$2.51

Dividend yield

0.00%0.00%14.52%0.00%0.00%59.93%0.00%0.00%9.26%3.92%

Monthly Dividends

The table displays the monthly dividend distributions for Rydex S&P SmallCap 600 Pure Growth Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$5.60$5.60
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$29.96$29.96

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Rydex S&P SmallCap 600 Pure Growth 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 SmallCap 600 Pure Growth Fund was 60.64%, occurring on Mar 9, 2009. Recovery took 488 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-60.64%Mar 2009
1y 5mo1y 11mo
3y 4moOct 2007 - Feb 2011
COVID crash2020
-54.65%Mar 2020
1y 6mo9mo 24d
2y 4moSep 2018 - Jan 2021
Bear market2022
-40.28%Sep 2022
10mo 21d3y 6mo
4y 5moNov 2021 - Apr 2026
2016 bear market2016
-27.33%Feb 2016
7mo 23d9mo 18d
1y 5moJun 2015 - Nov 2016
2011 bear market2011
-25.53%Oct 2011
2mo 27d5mo 25d
8mo 22dJul 2011 - Mar 2012

Drawdown Indicators


RYWCXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-60.64%

-56.78%

-3.86%

Max Drawdown (1Y)

Largest decline over 1 year

-8.49%

-9.10%

+0.61%

Max Drawdown (3Y)

Largest decline over 3 years

-26.39%

-18.90%

-7.49%

Max Drawdown (5Y)

Largest decline over 5 years

-40.28%

-25.43%

-14.85%

Max Drawdown (10Y)

Largest decline over 10 years

-54.65%

-33.92%

-20.73%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-13.42%

-10.71%

-2.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.57%

2.03%

+0.54%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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