BRLGX vs. RYGRX
BRLGX (American Beacon Bridgeway Large Cap Growth Fund) and RYGRX (Rydex S&P 500 Pure Growth Fund) are both Large Cap Growth Equities funds. Over the past 10 years, BRLGX returned 16.46%/yr vs 13.20%/yr for RYGRX. Their correlation of 0.93 suggests significant overlap in exposure. BRLGX charges 0.80%/yr vs 2.26%/yr for RYGRX.
Performance
BRLGX vs. RYGRX - Performance Comparison
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Returns By Period
In the year-to-date period, BRLGX achieves a 18.19% return, which is significantly lower than RYGRX's 30.14% return. Over the past 10 years, BRLGX has outperformed RYGRX with an annualized return of 16.46%, while RYGRX has yielded a comparatively lower 13.20% annualized return.
BRLGX
- 1D
- 0.58%
- 1M
- 10.94%
- YTD
- 18.19%
- 6M
- 17.42%
- 1Y
- 35.15%
- 3Y*
- 25.35%
- 5Y*
- 14.24%
- 10Y*
- 16.46%
RYGRX
- 1D
- 0.92%
- 1M
- 11.15%
- YTD
- 30.14%
- 6M
- 30.55%
- 1Y
- 37.82%
- 3Y*
- 25.67%
- 5Y*
- 11.07%
- 10Y*
- 13.20%
BRLGX vs. RYGRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BRLGX American Beacon Bridgeway Large Cap Growth Fund | 18.19% | 16.31% | 24.13% | 31.38% | -25.39% | 22.04% | 34.57% | 30.27% | -6.18% | 27.19% |
RYGRX Rydex S&P 500 Pure Growth Fund | 30.14% | 11.00% | 25.73% | 5.80% | -28.71% | 26.61% | 26.34% | 34.13% | -6.28% | 23.74% |
Correlation
The correlation between BRLGX and RYGRX is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2005 | 0.93 |
The correlation between BRLGX and RYGRX shifts across timeframes, from 0.82 (1 year) to 0.93 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
BRLGX vs. RYGRX — Risk / Return Rank
BRLGX
RYGRX
BRLGX vs. RYGRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for American Beacon Bridgeway Large Cap Growth Fund (BRLGX) and Rydex S&P 500 Pure Growth Fund (RYGRX). 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.
| BRLGX | RYGRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.21 | ||
| Sortino ratioReturn per unit of downside risk | +0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.35 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.48 | 3.53 | -1.06 |
| Martin ratioReturn relative to average drawdown | 8.43 | 13.56 | -5.13 |
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
| BRLGX | RYGRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.21 | 2.00 | +0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.47 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 0.58 | +0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.44 | +0.09 |
Drawdowns
BRLGX vs. RYGRX - Drawdown Comparison
The maximum BRLGX drawdown since its inception was -55.32%, roughly equal to the maximum RYGRX drawdown of -54.22%. Use the drawdown chart below to compare losses from any high point for BRLGX and RYGRX.
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Drawdown Indicators
| BRLGX | RYGRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.32% | -54.22% | -1.10% |
Max Drawdown (1Y)Largest decline over 1 year | -14.64% | -11.17% | -3.47% |
Max Drawdown (3Y)Largest decline over 3 years | -28.25% | -24.95% | -3.30% |
Max Drawdown (5Y)Largest decline over 5 years | -32.58% | -36.57% | +3.99% |
Max Drawdown (10Y)Largest decline over 10 years | -34.79% | -36.63% | +1.84% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -9.19% | -9.41% | +0.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.30% | 2.91% | +1.39% |
Volatility
BRLGX vs. RYGRX - Volatility Comparison
The current volatility for American Beacon Bridgeway Large Cap Growth Fund (BRLGX) is 3.83%, while Rydex S&P 500 Pure Growth Fund (RYGRX) has a volatility of 6.39%. This indicates that BRLGX experiences smaller price fluctuations and is considered to be less risky than RYGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRLGX | RYGRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.83% | 6.39% | -2.56% |
Volatility (6M)Calculated over the trailing 6-month period | 12.67% | 16.30% | -3.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.41% | 19.71% | -3.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.57% | 23.50% | -0.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.89% | 22.88% | -0.99% |
BRLGX vs. RYGRX - Expense Ratio Comparison
BRLGX has a 0.80% expense ratio, which is lower than RYGRX's 2.26% expense ratio.
Dividends
BRLGX vs. RYGRX - Dividend Comparison
BRLGX's dividend yield for the trailing twelve months is around 8.55%, more than RYGRX's 3.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRLGX American Beacon Bridgeway Large Cap Growth Fund | 8.55% | 10.11% | 14.74% | 0.76% | 17.14% | 19.83% | 10.72% | 10.33% | 10.87% | 4.20% | 0.64% | 0.00% |
RYGRX Rydex S&P 500 Pure Growth Fund | 3.91% | 5.09% | 0.00% | 0.00% | 0.00% | 2.81% | 4.43% | 12.10% | 7.15% | 6.26% | 0.05% | 2.96% |
Frequently Asked Questions
BRLGX and RYGRX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RYGRX has higher volatility (6.39%) compared to BRLGX (3.83%). In terms of maximum drawdown, BRLGX dropped -55.32% vs RYGRX's -54.22%.
BRLGX currently has the higher Sharpe Ratio (2.21 vs 2.00), 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.
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