RYCKX vs. FXAIX
Compare and contrast key facts about Rydex S&P MidCap 400 Pure Growth Fund (RYCKX) and Fidelity 500 Index Fund (FXAIX).
RYCKX is managed by Rydex Funds. It was launched on Feb 20, 2004. FXAIX is a passively managed fund by Fidelity that tracks the performance of the S&P 500 Index. It was launched on Feb 17, 1988.
Performance
RYCKX vs. FXAIX - Performance Comparison
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RYCKX vs. FXAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYCKX Rydex S&P MidCap 400 Pure Growth Fund | 0.34% | 6.61% | 15.10% | 13.97% | -23.05% | 11.26% | 29.72% | 14.60% | -15.17% | 18.02% |
FXAIX Fidelity 500 Index Fund | -7.05% | 17.84% | 25.01% | 26.29% | -18.14% | 28.71% | 18.42% | 31.48% | -4.43% | 21.82% |
Returns By Period
In the year-to-date period, RYCKX achieves a 0.34% return, which is significantly higher than FXAIX's -7.05% return. Over the past 10 years, RYCKX has underperformed FXAIX with an annualized return of 6.45%, while FXAIX has yielded a comparatively higher 13.75% annualized return.
RYCKX
- 1D
- -1.99%
- 1M
- -9.85%
- YTD
- 0.34%
- 6M
- 2.73%
- 1Y
- 18.58%
- 3Y*
- 11.21%
- 5Y*
- 2.19%
- 10Y*
- 6.45%
FXAIX
- 1D
- -0.39%
- 1M
- -7.68%
- YTD
- -7.05%
- 6M
- -4.59%
- 1Y
- 14.42%
- 3Y*
- 17.17%
- 5Y*
- 11.40%
- 10Y*
- 13.75%
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RYCKX vs. FXAIX - Expense Ratio Comparison
RYCKX has a 2.26% expense ratio, which is higher than FXAIX's 0.02% expense ratio.
Return for Risk
RYCKX vs. FXAIX — Risk / Return Rank
RYCKX
FXAIX
RYCKX vs. FXAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex S&P MidCap 400 Pure Growth Fund (RYCKX) and Fidelity 500 Index Fund (FXAIX). 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.
| RYCKX | FXAIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.82 | 0.84 | -0.02 |
Sortino ratioReturn per unit of downside risk | 1.30 | 1.30 | +0.01 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.20 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.21 | 1.05 | +0.15 |
Martin ratioReturn relative to average drawdown | 5.17 | 5.13 | +0.05 |
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
| RYCKX | FXAIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 0.84 | -0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | 0.68 | -0.58 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.28 | 0.77 | -0.48 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.75 | -0.44 |
Correlation
The correlation between RYCKX and FXAIX is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
RYCKX vs. FXAIX - Dividend Comparison
RYCKX has not paid dividends to shareholders, while FXAIX's dividend yield for the trailing twelve months is around 1.20%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYCKX Rydex S&P MidCap 400 Pure Growth Fund | 0.00% | 0.00% | 20.92% | 0.00% | 14.34% | 13.66% | 1.29% | 0.00% | 18.93% | 7.60% | 1.72% | 5.90% |
FXAIX Fidelity 500 Index Fund | 1.20% | 1.11% | 1.25% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% |
Drawdowns
RYCKX vs. FXAIX - Drawdown Comparison
The maximum RYCKX drawdown since its inception was -52.60%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for RYCKX and FXAIX.
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Drawdown Indicators
| RYCKX | FXAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.60% | -33.79% | -18.81% |
Max Drawdown (1Y)Largest decline over 1 year | -13.33% | -12.13% | -1.20% |
Max Drawdown (5Y)Largest decline over 5 years | -35.98% | -24.50% | -11.48% |
Max Drawdown (10Y)Largest decline over 10 years | -44.75% | -33.79% | -10.96% |
Current DrawdownCurrent decline from peak | -10.50% | -8.89% | -1.61% |
Average DrawdownAverage peak-to-trough decline | -9.58% | -3.83% | -5.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.11% | 2.50% | +0.61% |
Volatility
RYCKX vs. FXAIX - Volatility Comparison
Rydex S&P MidCap 400 Pure Growth Fund (RYCKX) has a higher volatility of 7.64% compared to Fidelity 500 Index Fund (FXAIX) at 4.24%. This indicates that RYCKX's price experiences larger fluctuations and is considered to be riskier than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYCKX | FXAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.64% | 4.24% | +3.40% |
Volatility (6M)Calculated over the trailing 6-month period | 13.60% | 9.08% | +4.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.74% | 18.13% | +4.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.65% | 16.88% | +5.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.96% | 18.03% | +4.93% |