RYCKX vs. MGK
Compare and contrast key facts about Rydex S&P MidCap 400 Pure Growth Fund (RYCKX) and Vanguard Mega Cap Growth ETF (MGK).
RYCKX is managed by Rydex Funds. It was launched on Feb 20, 2004. MGK is a passively managed fund by Vanguard that tracks the performance of the CRSP US Mega Cap Growth Index. It was launched on Dec 17, 2007.
Performance
RYCKX vs. MGK - Performance Comparison
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RYCKX vs. MGK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYCKX Rydex S&P MidCap 400 Pure Growth Fund | 4.11% | 6.61% | 15.10% | 13.97% | -23.05% | 11.26% | 29.72% | 14.60% | -15.17% | 18.02% |
MGK Vanguard Mega Cap Growth ETF | -9.86% | 20.67% | 32.94% | 51.67% | -33.59% | 28.58% | 41.01% | 37.38% | -2.91% | 29.49% |
Returns By Period
In the year-to-date period, RYCKX achieves a 4.11% return, which is significantly higher than MGK's -9.86% return. Over the past 10 years, RYCKX has underperformed MGK with an annualized return of 6.84%, while MGK has yielded a comparatively higher 16.97% annualized return.
RYCKX
- 1D
- 3.75%
- 1M
- -7.14%
- YTD
- 4.11%
- 6M
- 6.11%
- 1Y
- 21.90%
- 3Y*
- 12.58%
- 5Y*
- 2.64%
- 10Y*
- 6.84%
MGK
- 1D
- 1.17%
- 1M
- -4.13%
- YTD
- -9.86%
- 6M
- -7.94%
- 1Y
- 19.83%
- 3Y*
- 22.59%
- 5Y*
- 12.64%
- 10Y*
- 16.97%
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RYCKX vs. MGK - Expense Ratio Comparison
RYCKX has a 2.26% expense ratio, which is higher than MGK's 0.05% expense ratio.
Return for Risk
RYCKX vs. MGK — Risk / Return Rank
RYCKX
MGK
RYCKX vs. MGK - 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 Vanguard Mega Cap Growth ETF (MGK). 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 | MGK | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.01 | 0.85 | +0.15 |
Sortino ratioReturn per unit of downside risk | 1.56 | 1.39 | +0.17 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.19 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.72 | 1.23 | +0.49 |
Martin ratioReturn relative to average drawdown | 7.31 | 4.27 | +3.05 |
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 | MGK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | 0.85 | +0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.12 | 0.56 | -0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.30 | 0.78 | -0.48 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.60 | -0.28 |
Correlation
The correlation between RYCKX and MGK is 0.80, 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. MGK - Dividend Comparison
RYCKX has not paid dividends to shareholders, while MGK's dividend yield for the trailing twelve months is around 0.39%.
| 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% |
MGK Vanguard Mega Cap Growth ETF | 0.39% | 0.35% | 0.43% | 0.50% | 0.70% | 0.41% | 0.65% | 0.85% | 1.12% | 1.23% | 1.53% | 1.43% |
Drawdowns
RYCKX vs. MGK - Drawdown Comparison
The maximum RYCKX drawdown since its inception was -52.60%, which is greater than MGK's maximum drawdown of -47.97%. Use the drawdown chart below to compare losses from any high point for RYCKX and MGK.
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Drawdown Indicators
| RYCKX | MGK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.60% | -47.97% | -4.63% |
Max Drawdown (1Y)Largest decline over 1 year | -13.33% | -16.85% | +3.52% |
Max Drawdown (5Y)Largest decline over 5 years | -35.98% | -36.01% | +0.03% |
Max Drawdown (10Y)Largest decline over 10 years | -44.75% | -36.01% | -8.74% |
Current DrawdownCurrent decline from peak | -7.14% | -12.56% | +5.42% |
Average DrawdownAverage peak-to-trough decline | -9.58% | -7.51% | -2.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 4.87% | -1.73% |
Volatility
RYCKX vs. MGK - Volatility Comparison
Rydex S&P MidCap 400 Pure Growth Fund (RYCKX) has a higher volatility of 8.64% compared to Vanguard Mega Cap Growth ETF (MGK) at 7.13%. This indicates that RYCKX's price experiences larger fluctuations and is considered to be riskier than MGK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYCKX | MGK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.64% | 7.13% | +1.51% |
Volatility (6M)Calculated over the trailing 6-month period | 14.09% | 12.93% | +1.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.99% | 23.35% | -0.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.71% | 22.63% | +0.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.99% | 21.82% | +1.17% |