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MNRGX vs. RYGRX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MNRGX vs. RYGRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Manor Investment Funds Growth Fund (MNRGX) 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, MNRGX achieves a 8.80% return, which is significantly lower than RYGRX's 30.30% return. Over the past 10 years, MNRGX has outperformed RYGRX with an annualized return of 14.45%, while RYGRX has yielded a comparatively lower 13.21% annualized return.


MNRGX

1D
-1.16%
1M
4.41%
YTD
8.80%
6M
8.00%
1Y
31.69%
3Y*
18.63%
5Y*
12.10%
10Y*
14.45%

RYGRX

1D
0.12%
1M
9.11%
YTD
30.30%
6M
30.09%
1Y
38.20%
3Y*
25.72%
5Y*
10.76%
10Y*
13.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MNRGX vs. RYGRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MNRGX
Manor Investment Funds Growth Fund
8.80%15.41%18.27%22.77%-17.43%27.93%26.64%30.79%-6.01%24.44%
RYGRX
Rydex S&P 500 Pure Growth Fund
30.30%11.00%25.73%5.80%-28.71%26.61%26.34%34.13%-6.28%23.74%

Correlation

The correlation between MNRGX and RYGRX is 0.79, 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

0.79

Correlation (3Y)
Calculated over the trailing 3-year period

0.83

Correlation (5Y)
Calculated over the trailing 5-year period

0.87

Correlation (10Y)
Calculated over the trailing 10-year period

0.88

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2005

0.91

The correlation between MNRGX and RYGRX shifts across timeframes, from 0.79 (1 year) to 0.91 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

MNRGX vs. RYGRX — Risk / Return Rank

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

MNRGX
MNRGX Risk / Return Rank: 4545
Overall Rank
MNRGX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
MNRGX Sortino Ratio Rank: 5050
Sortino Ratio Rank
MNRGX Omega Ratio Rank: 4848
Omega Ratio Rank
MNRGX Calmar Ratio Rank: 3737
Calmar Ratio Rank
MNRGX Martin Ratio Rank: 3737
Martin Ratio Rank

RYGRX
RYGRX Risk / Return Rank: 5454
Overall Rank
RYGRX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
RYGRX Sortino Ratio Rank: 4040
Sortino Ratio Rank
RYGRX Omega Ratio Rank: 4040
Omega Ratio Rank
RYGRX Calmar Ratio Rank: 7777
Calmar Ratio Rank
RYGRX Martin Ratio Rank: 6969
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.

MNRGX vs. RYGRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Manor Investment Funds Growth Fund (MNRGX) 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.


MNRGXRYGRXDifference
Sharpe ratioReturn per unit of total volatility

+0.17

Sortino ratioReturn per unit of downside risk

+0.23

Omega ratioGain probability vs. loss probability

1.36

1.34

+0.03

Calmar ratioReturn relative to maximum drawdown

2.22

3.42

-1.20

Martin ratioReturn relative to average drawdown

7.91

13.11

-5.20

MNRGX vs. RYGRX - Sharpe Ratio Comparison

The current MNRGX Sharpe Ratio is 2.11, which is comparable to the RYGRX Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of MNRGX 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


MNRGXRYGRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.11

1.94

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.46

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.58

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.44

-0.04

Drawdowns

MNRGX vs. RYGRX - Drawdown Comparison

The maximum MNRGX drawdown since its inception was -56.04%, roughly equal to the maximum RYGRX drawdown of -54.22%. Use the drawdown chart below to compare losses from any high point for MNRGX and RYGRX.


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Drawdown Indicators


MNRGXRYGRXDifference

Max Drawdown

Largest peak-to-trough decline

-56.04%

-54.22%

-1.82%

Max Drawdown (1Y)

Largest decline over 1 year

-14.52%

-11.17%

-3.35%

Max Drawdown (3Y)

Largest decline over 3 years

-29.23%

-24.95%

-4.28%

Max Drawdown (5Y)

Largest decline over 5 years

-29.23%

-36.57%

+7.34%

Max Drawdown (10Y)

Largest decline over 10 years

-30.57%

-36.63%

+6.06%

Current Drawdown

Current decline from peak

-1.62%

0.00%

-1.62%

Average Drawdown

Average peak-to-trough decline

-13.50%

-9.41%

-4.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.07%

2.91%

+1.16%

Volatility

MNRGX vs. RYGRX - Volatility Comparison

The current volatility for Manor Investment Funds Growth Fund (MNRGX) is 3.73%, while Rydex S&P 500 Pure Growth Fund (RYGRX) has a volatility of 6.40%. This indicates that MNRGX 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


MNRGXRYGRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.73%

6.40%

-2.67%

Volatility (6M)

Calculated over the trailing 6-month period

11.82%

16.28%

-4.46%

Volatility (1Y)

Calculated over the trailing 1-year period

15.27%

19.71%

-4.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.12%

23.50%

-4.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.35%

22.87%

-3.52%

MNRGX vs. RYGRX - Expense Ratio Comparison

MNRGX has a 0.99% expense ratio, which is lower than RYGRX's 2.26% expense ratio.


Dividends

MNRGX vs. RYGRX - Dividend Comparison

MNRGX's dividend yield for the trailing twelve months is around 7.86%, more than RYGRX's 3.91% yield.


PositionTTM20252024202320222021202020192018201720162015
MNRGX
Manor Investment Funds Growth Fund
7.86%8.56%0.00%2.98%5.34%4.81%11.66%3.00%9.20%0.03%0.06%3.46%
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


MNRGX and RYGRX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RYGRX has higher volatility (6.40%) compared to MNRGX (3.73%). In terms of maximum drawdown, MNRGX dropped -56.04% vs RYGRX's -54.22%.

MNRGX currently has the higher Sharpe Ratio (2.11 vs 1.94), 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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