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RYCKX vs. RYPMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RYCKX vs. RYPMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rydex S&P MidCap 400 Pure Growth Fund (RYCKX) and Rydex Precious Metals Fund (RYPMX). The values are adjusted to include any dividend payments, if applicable.

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RYCKX vs. RYPMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
RYPMX
Rydex Precious Metals Fund
1.40%148.94%10.14%4.24%-10.57%-8.96%34.25%52.91%-16.56%7.04%

Returns By Period

In the year-to-date period, RYCKX achieves a 0.34% return, which is significantly lower than RYPMX's 1.40% return. Over the past 10 years, RYCKX has underperformed RYPMX with an annualized return of 6.45%, while RYPMX has yielded a comparatively higher 16.79% 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%

RYPMX

1D
-1.05%
1M
-26.51%
YTD
1.40%
6M
16.87%
1Y
95.65%
3Y*
37.97%
5Y*
20.57%
10Y*
16.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RYCKX vs. RYPMX - Expense Ratio Comparison

RYCKX has a 2.26% expense ratio, which is higher than RYPMX's 1.26% expense ratio.


Return for Risk

RYCKX vs. RYPMX — Risk / Return Rank

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

RYCKX
RYCKX Risk / Return Rank: 4444
Overall Rank
RYCKX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
RYCKX Sortino Ratio Rank: 4343
Sortino Ratio Rank
RYCKX Omega Ratio Rank: 3636
Omega Ratio Rank
RYCKX Calmar Ratio Rank: 4949
Calmar Ratio Rank
RYCKX Martin Ratio Rank: 5353
Martin Ratio Rank

RYPMX
RYPMX Risk / Return Rank: 9090
Overall Rank
RYPMX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
RYPMX Sortino Ratio Rank: 8787
Sortino Ratio Rank
RYPMX Omega Ratio Rank: 8585
Omega Ratio Rank
RYPMX Calmar Ratio Rank: 9494
Calmar Ratio Rank
RYPMX Martin Ratio Rank: 9292
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.

RYCKX vs. RYPMX - 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 Rydex Precious Metals Fund (RYPMX). 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.


RYCKXRYPMXDifference

Sharpe ratio

Return per unit of total volatility

0.82

2.12

-1.30

Sortino ratio

Return per unit of downside risk

1.30

2.36

-1.05

Omega ratio

Gain probability vs. loss probability

1.17

1.35

-0.18

Calmar ratio

Return relative to maximum drawdown

1.21

3.05

-1.84

Martin ratio

Return relative to average drawdown

5.17

11.29

-6.12

RYCKX vs. RYPMX - Sharpe Ratio Comparison

The current RYCKX Sharpe Ratio is 0.82, which is lower than the RYPMX Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of RYCKX and RYPMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RYCKXRYPMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

2.12

-1.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.57

-0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

0.45

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.07

+0.24

Correlation

The correlation between RYCKX and RYPMX is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

RYCKX vs. RYPMX - Dividend Comparison

RYCKX has not paid dividends to shareholders, while RYPMX's dividend yield for the trailing twelve months is around 2.96%.


TTM20252024202320222021202020192018201720162015
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%
RYPMX
Rydex Precious Metals Fund
2.96%3.01%0.00%3.51%7.15%6.39%1.06%2.08%1.35%5.53%4.04%0.58%

Drawdowns

RYCKX vs. RYPMX - Drawdown Comparison

The maximum RYCKX drawdown since its inception was -52.60%, smaller than the maximum RYPMX drawdown of -81.25%. Use the drawdown chart below to compare losses from any high point for RYCKX and RYPMX.


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Drawdown Indicators


RYCKXRYPMXDifference

Max Drawdown

Largest peak-to-trough decline

-52.60%

-81.25%

+28.65%

Max Drawdown (1Y)

Largest decline over 1 year

-13.33%

-30.86%

+17.53%

Max Drawdown (5Y)

Largest decline over 5 years

-35.98%

-46.83%

+10.85%

Max Drawdown (10Y)

Largest decline over 10 years

-44.75%

-47.81%

+3.06%

Current Drawdown

Current decline from peak

-10.50%

-26.51%

+16.01%

Average Drawdown

Average peak-to-trough decline

-9.58%

-40.48%

+30.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.11%

8.33%

-5.22%

Volatility

RYCKX vs. RYPMX - Volatility Comparison

The current volatility for Rydex S&P MidCap 400 Pure Growth Fund (RYCKX) is 7.64%, while Rydex Precious Metals Fund (RYPMX) has a volatility of 16.06%. This indicates that RYCKX experiences smaller price fluctuations and is considered to be less risky than RYPMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RYCKXRYPMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.64%

16.06%

-8.42%

Volatility (6M)

Calculated over the trailing 6-month period

13.60%

37.91%

-24.31%

Volatility (1Y)

Calculated over the trailing 1-year period

22.74%

45.69%

-22.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.65%

36.30%

-13.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.96%

37.25%

-14.29%