RYCKX vs. RYSOX
Compare and contrast key facts about Rydex S&P MidCap 400 Pure Growth Fund (RYCKX) and Rydex S&P 500 Fund (RYSOX).
RYCKX is managed by Rydex Funds. It was launched on Feb 20, 2004. RYSOX is a passively managed fund by Rydex Funds that tracks the performance of the S&P 500 Index. It was launched on May 31, 2006.
Performance
RYCKX vs. RYSOX - Performance Comparison
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RYCKX vs. RYSOX - 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% |
RYSOX Rydex S&P 500 Fund | -7.32% | 15.93% | 22.98% | 24.15% | -19.47% | 26.68% | 16.25% | 29.15% | -6.01% | 19.53% |
Returns By Period
In the year-to-date period, RYCKX achieves a 0.34% return, which is significantly higher than RYSOX's -7.32% return. Over the past 10 years, RYCKX has underperformed RYSOX with an annualized return of 6.45%, while RYSOX has yielded a comparatively higher 11.83% 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%
RYSOX
- 1D
- -0.40%
- 1M
- -7.69%
- YTD
- -7.32%
- 6M
- -5.26%
- 1Y
- 12.73%
- 3Y*
- 15.30%
- 5Y*
- 9.61%
- 10Y*
- 11.83%
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RYCKX vs. RYSOX - Expense Ratio Comparison
RYCKX has a 2.26% expense ratio, which is higher than RYSOX's 1.56% expense ratio.
Return for Risk
RYCKX vs. RYSOX — Risk / Return Rank
RYCKX
RYSOX
RYCKX vs. RYSOX - 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 S&P 500 Fund (RYSOX). 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 | RYSOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.82 | 0.74 | +0.08 |
Sortino ratioReturn per unit of downside risk | 1.30 | 1.17 | +0.13 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.18 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.21 | 0.92 | +0.29 |
Martin ratioReturn relative to average drawdown | 5.17 | 4.36 | +0.81 |
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 | RYSOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 0.74 | +0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | 0.57 | -0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.28 | 0.66 | -0.38 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.43 | -0.12 |
Correlation
The correlation between RYCKX and RYSOX 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.
Dividends
RYCKX vs. RYSOX - Dividend Comparison
RYCKX has not paid dividends to shareholders, while RYSOX's dividend yield for the trailing twelve months is around 2.86%.
| 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% |
RYSOX Rydex S&P 500 Fund | 2.86% | 2.65% | 1.08% | 0.60% | 1.17% | 1.25% | 13.42% | 0.93% | 1.69% | 4.56% | 0.84% | 4.01% |
Drawdowns
RYCKX vs. RYSOX - Drawdown Comparison
The maximum RYCKX drawdown since its inception was -52.60%, roughly equal to the maximum RYSOX drawdown of -55.24%. Use the drawdown chart below to compare losses from any high point for RYCKX and RYSOX.
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Drawdown Indicators
| RYCKX | RYSOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.60% | -55.24% | +2.64% |
Max Drawdown (1Y)Largest decline over 1 year | -13.33% | -12.14% | -1.19% |
Max Drawdown (5Y)Largest decline over 5 years | -35.98% | -25.45% | -10.53% |
Max Drawdown (10Y)Largest decline over 10 years | -44.75% | -34.05% | -10.70% |
Current DrawdownCurrent decline from peak | -10.50% | -9.06% | -1.44% |
Average DrawdownAverage peak-to-trough decline | -9.58% | -8.33% | -1.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.11% | 2.55% | +0.56% |
Volatility
RYCKX vs. RYSOX - Volatility Comparison
Rydex S&P MidCap 400 Pure Growth Fund (RYCKX) has a higher volatility of 7.64% compared to Rydex S&P 500 Fund (RYSOX) at 4.22%. This indicates that RYCKX's price experiences larger fluctuations and is considered to be riskier than RYSOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYCKX | RYSOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.64% | 4.22% | +3.42% |
Volatility (6M)Calculated over the trailing 6-month period | 13.60% | 9.06% | +4.54% |
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% | 16.87% | +5.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.96% | 18.05% | +4.91% |