Correlation
The correlation between RYCKX and MGK is 0.86, 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.
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 MSCI US Large Cap Growth Index. It was launched on Dec 17, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RYCKX or MGK.
Performance
RYCKX vs. MGK - Performance Comparison
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Key characteristics
RYCKX:
-0.13
MGK:
0.72
RYCKX:
0.04
MGK:
1.04
RYCKX:
1.01
MGK:
1.14
RYCKX:
-0.14
MGK:
0.69
RYCKX:
-0.30
MGK:
2.29
RYCKX:
17.51%
MGK:
7.05%
RYCKX:
35.95%
MGK:
26.04%
RYCKX:
-52.60%
MGK:
-48.36%
RYCKX:
-24.01%
MGK:
-3.53%
Returns By Period
In the year-to-date period, RYCKX achieves a -2.29% return, which is significantly lower than MGK's 0.42% return. Over the past 10 years, RYCKX has underperformed MGK with an annualized return of 4.42%, while MGK has yielded a comparatively higher 16.06% annualized return.
RYCKX
-2.29%
6.47%
-10.98%
-5.25%
6.92%
8.57%
4.42%
MGK
0.42%
7.49%
1.56%
18.30%
20.72%
17.89%
16.06%
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RYCKX vs. MGK - Expense Ratio Comparison
RYCKX has a 2.26% expense ratio, which is higher than MGK's 0.07% expense ratio.
Risk-Adjusted Performance
RYCKX vs. MGK — Risk-Adjusted Performance Rank
RYCKX
MGK
RYCKX vs. MGK - Risk-Adjusted Performance 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.
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Dividends
RYCKX vs. MGK - Dividend Comparison
RYCKX's dividend yield for the trailing twelve months is around 21.41%, more than MGK's 0.44% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYCKX Rydex S&P MidCap 400 Pure Growth Fund | 21.41% | 20.92% | 0.00% | 14.34% | 13.66% | 1.29% | 0.00% | 18.93% | 7.60% | 1.72% | 5.90% | 18.76% |
MGK Vanguard Mega Cap Growth ETF | 0.44% | 0.43% | 0.50% | 0.70% | 0.41% | 0.65% | 0.85% | 1.12% | 1.23% | 1.53% | 1.43% | 1.25% |
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 -48.36%. Use the drawdown chart below to compare losses from any high point for RYCKX and MGK.
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Volatility
RYCKX vs. MGK - Volatility Comparison
Rydex S&P MidCap 400 Pure Growth Fund (RYCKX) and Vanguard Mega Cap Growth ETF (MGK) have volatilities of 5.79% and 6.01%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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