RYCKX vs. RYRRX
RYCKX (Rydex S&P MidCap 400 Pure Growth Fund) and RYRRX (Rydex Russell 2000 Fund) are both mutual funds - RYCKX is a Mid Cap Growth Equities fund managed by Rydex Funds, while RYRRX is a Small Cap Blend Equities fund managed by Rydex Funds. Over the past 10 years, RYCKX returned 8.52%/yr vs 9.59%/yr for RYRRX. Their correlation of 0.92 suggests significant overlap in exposure. RYCKX charges 2.26%/yr vs 1.60%/yr for RYRRX.
Performance
RYCKX vs. RYRRX - Performance Comparison
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Returns By Period
In the year-to-date period, RYCKX achieves a 21.00% return, which is significantly higher than RYRRX's 19.73% return. Over the past 10 years, RYCKX has underperformed RYRRX with an annualized return of 8.52%, while RYRRX has yielded a comparatively higher 9.59% annualized return.
RYCKX
- 1D
- 1.09%
- 1M
- 3.82%
- YTD
- 21.00%
- 6M
- 18.07%
- 1Y
- 31.61%
- 3Y*
- 17.08%
- 5Y*
- 6.44%
- 10Y*
- 8.52%
RYRRX
- 1D
- 2.04%
- 1M
- 3.82%
- YTD
- 19.73%
- 6M
- 16.16%
- 1Y
- 40.55%
- 3Y*
- 16.33%
- 5Y*
- 5.66%
- 10Y*
- 9.59%
RYCKX vs. RYRRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYCKX Rydex S&P MidCap 400 Pure Growth Fund | 21.00% | 6.61% | 15.10% | 13.97% | -23.05% | 11.26% | 29.72% | 14.60% | -15.17% | 18.02% |
RYRRX Rydex Russell 2000 Fund | 19.73% | 10.88% | 9.72% | 15.17% | -21.70% | 13.23% | 17.81% | 23.57% | -12.58% | 12.88% |
Correlation
The correlation between RYCKX and RYRRX is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2007 | 0.92 |
The correlation between RYCKX and RYRRX has been stable across timeframes, ranging from 0.89 to 0.92 - a consistent structural relationship.
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Return for Risk
RYCKX vs. RYRRX — Risk / Return Rank
RYCKX
RYRRX
RYCKX vs. RYRRX - 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 Russell 2000 Fund (RYRRX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| RYCKX | RYRRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.38 | ||
| Sortino ratioReturn per unit of downside risk | -0.44 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.34 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.04 | 3.54 | -0.50 |
| Martin ratioReturn relative to average drawdown | 12.17 | 12.48 | -0.30 |
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Drawdowns
RYCKX vs. RYRRX - Drawdown Comparison
The maximum RYCKX drawdown since its inception was -52.60%, smaller than the maximum RYRRX drawdown of -60.36%. Use the drawdown chart below to compare losses from any high point for RYCKX and RYRRX.
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Drawdown Indicators
| RYCKX | RYRRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.60% | -60.36% | +7.76% |
Max Drawdown (1Y)Largest decline over 1 year | -10.50% | -11.43% | +0.93% |
Max Drawdown (3Y)Largest decline over 3 years | -27.14% | -28.03% | +0.89% |
Max Drawdown (5Y)Largest decline over 5 years | -35.98% | -33.02% | -2.96% |
Max Drawdown (10Y)Largest decline over 10 years | -44.75% | -42.84% | -1.91% |
Current DrawdownCurrent decline from peak | -0.34% | 0.00% | -0.34% |
Average DrawdownAverage peak-to-trough decline | -9.50% | -12.20% | +2.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | 3.24% | -0.62% |
Volatility
RYCKX vs. RYRRX - Volatility Comparison
Rydex S&P MidCap 400 Pure Growth Fund (RYCKX) and Rydex Russell 2000 Fund (RYRRX) have volatilities of 6.58% and 6.77%, 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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Volatility by Period
| RYCKX | RYRRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.58% | 6.77% | -0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 15.42% | 14.34% | +1.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.00% | 19.68% | -0.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.88% | 22.66% | +0.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.11% | 23.50% | -0.39% |
RYCKX vs. RYRRX - Expense Ratio Comparison
RYCKX has a 2.26% expense ratio, which is higher than RYRRX's 1.60% expense ratio.
Dividends
RYCKX vs. RYRRX - Dividend Comparison
RYCKX has not paid dividends to shareholders, while RYRRX's dividend yield for the trailing twelve months is around 0.54%.
| Position | 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% |
RYRRX Rydex Russell 2000 Fund | 0.54% | 0.65% | 1.02% | 0.19% | 0.00% | 12.84% | 0.00% | 1.46% | 0.00% | 4.82% | 0.00% | 2.66% |
Frequently Asked Questions
RYCKX and RYRRX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RYRRX has higher volatility (6.77%) compared to RYCKX (6.58%). In terms of maximum drawdown, RYCKX dropped -52.60% vs RYRRX's -60.36%.
RYRRX currently has the higher Sharpe Ratio (2.06 vs 1.68), 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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