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RYCKX vs. RYUIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RYCKX vs. RYUIX - 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 Utilities Fund (RYUIX). The values are adjusted to include any dividend payments, if applicable.

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RYCKX vs. RYUIX - 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%
RYUIX
Rydex Utilities Fund
7.22%17.90%20.25%-6.78%1.32%15.08%-4.56%19.38%4.07%11.36%

Returns By Period

In the year-to-date period, RYCKX achieves a 0.34% return, which is significantly lower than RYUIX's 7.22% return. Over the past 10 years, RYCKX has underperformed RYUIX with an annualized return of 6.45%, while RYUIX has yielded a comparatively higher 8.29% 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%

RYUIX

1D
0.49%
1M
-3.53%
YTD
7.22%
6M
5.29%
1Y
19.88%
3Y*
13.37%
5Y*
9.84%
10Y*
8.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RYCKX vs. RYUIX - Expense Ratio Comparison

RYCKX has a 2.26% expense ratio, which is higher than RYUIX's 1.39% expense ratio.


Return for Risk

RYCKX vs. RYUIX — 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

RYUIX
RYUIX Risk / Return Rank: 7575
Overall Rank
RYUIX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
RYUIX Sortino Ratio Rank: 7575
Sortino Ratio Rank
RYUIX Omega Ratio Rank: 6767
Omega Ratio Rank
RYUIX Calmar Ratio Rank: 9191
Calmar Ratio Rank
RYUIX Martin Ratio Rank: 6767
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. RYUIX - 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 Utilities Fund (RYUIX). 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.


RYCKXRYUIXDifference

Sharpe ratio

Return per unit of total volatility

0.82

1.40

-0.58

Sortino ratio

Return per unit of downside risk

1.30

1.89

-0.58

Omega ratio

Gain probability vs. loss probability

1.17

1.26

-0.08

Calmar ratio

Return relative to maximum drawdown

1.21

2.64

-1.44

Martin ratio

Return relative to average drawdown

5.17

6.40

-1.22

RYCKX vs. RYUIX - Sharpe Ratio Comparison

The current RYCKX Sharpe Ratio is 0.82, which is lower than the RYUIX Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of RYCKX and RYUIX, 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


RYCKXRYUIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

1.40

-0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.60

-0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

0.44

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.28

+0.03

Correlation

The correlation between RYCKX and RYUIX is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

RYCKX vs. RYUIX - Dividend Comparison

RYCKX has not paid dividends to shareholders, while RYUIX's dividend yield for the trailing twelve months is around 1.74%.


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%
RYUIX
Rydex Utilities Fund
1.74%1.87%0.67%3.16%0.81%2.61%2.17%0.91%0.00%2.61%10.04%1.62%

Drawdowns

RYCKX vs. RYUIX - Drawdown Comparison

The maximum RYCKX drawdown since its inception was -52.60%, smaller than the maximum RYUIX drawdown of -63.29%. Use the drawdown chart below to compare losses from any high point for RYCKX and RYUIX.


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Drawdown Indicators


RYCKXRYUIXDifference

Max Drawdown

Largest peak-to-trough decline

-52.60%

-63.29%

+10.69%

Max Drawdown (1Y)

Largest decline over 1 year

-13.33%

-8.27%

-5.06%

Max Drawdown (5Y)

Largest decline over 5 years

-35.98%

-24.28%

-11.70%

Max Drawdown (10Y)

Largest decline over 10 years

-44.75%

-36.88%

-7.87%

Current Drawdown

Current decline from peak

-10.50%

-3.53%

-6.97%

Average Drawdown

Average peak-to-trough decline

-9.58%

-14.53%

+4.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.11%

3.41%

-0.30%

Volatility

RYCKX vs. RYUIX - Volatility Comparison

Rydex S&P MidCap 400 Pure Growth Fund (RYCKX) has a higher volatility of 7.64% compared to Rydex Utilities Fund (RYUIX) at 4.91%. This indicates that RYCKX's price experiences larger fluctuations and is considered to be riskier than RYUIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RYCKXRYUIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.64%

4.91%

+2.73%

Volatility (6M)

Calculated over the trailing 6-month period

13.60%

9.58%

+4.02%

Volatility (1Y)

Calculated over the trailing 1-year period

22.74%

15.08%

+7.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.65%

16.54%

+6.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.96%

18.88%

+4.08%