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BRLGX vs. RYGRX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BRLGX vs. RYGRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Beacon Bridgeway Large Cap Growth Fund (BRLGX) and Rydex S&P 500 Pure Growth Fund (RYGRX). The values are adjusted to include any dividend payments, if applicable.

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

BRLGX vs. RYGRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

BRLGX
BRLGX Risk / Return Rank: 4747
Overall Rank
BRLGX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
BRLGX Sortino Ratio Rank: 4848
Sortino Ratio Rank
BRLGX Omega Ratio Rank: 4646
Omega Ratio Rank
BRLGX Calmar Ratio Rank: 4343
Calmar Ratio Rank
BRLGX Martin Ratio Rank: 3939
Martin Ratio Rank

RYGRX
RYGRX Risk / Return Rank: 5555
Overall Rank
RYGRX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
RYGRX Sortino Ratio Rank: 4242
Sortino Ratio Rank
RYGRX Omega Ratio Rank: 4141
Omega Ratio Rank
RYGRX Calmar Ratio Rank: 7878
Calmar Ratio Rank
RYGRX Martin Ratio Rank: 7171
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.

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.


BRLGXRYGRXDifference
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

BRLGX vs. RYGRX - Sharpe Ratio Comparison

The current BRLGX Sharpe Ratio is 2.21, which is comparable to the RYGRX Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of BRLGX and RYGRX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BRLGXRYGRXDifference

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


BRLGXRYGRXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-9.19%

-9.41%

+0.22%

Ulcer Index

Depth 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


BRLGXRYGRXDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

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