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RYCKX vs. SECUX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RYCKX vs. SECUX - 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 Guggenheim StylePlus - Mid Growth Fund (SECUX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RYCKX achieves a 20.27% return, which is significantly higher than SECUX's 16.16% return. Over the past 10 years, RYCKX has underperformed SECUX with an annualized return of 8.17%, while SECUX has yielded a comparatively higher 11.33% annualized return.


RYCKX

1D
0.61%
1M
6.36%
YTD
20.27%
6M
19.77%
1Y
29.41%
3Y*
17.75%
5Y*
6.37%
10Y*
8.17%

SECUX

1D
1.03%
1M
5.29%
YTD
16.16%
6M
16.31%
1Y
18.16%
3Y*
15.63%
5Y*
6.06%
10Y*
11.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RYCKX vs. SECUX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RYCKX
Rydex S&P MidCap 400 Pure Growth Fund
20.27%6.61%15.10%13.97%-23.05%11.26%29.72%14.60%-15.17%18.02%
SECUX
Guggenheim StylePlus - Mid Growth Fund
16.16%1.86%14.29%26.43%-28.33%13.39%31.95%32.44%-7.76%24.15%

Correlation

The correlation between RYCKX and SECUX is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.96

Correlation (3Y)
Calculated over the trailing 3-year period

0.94

Correlation (5Y)
Calculated over the trailing 5-year period

0.94

Correlation (10Y)
Calculated over the trailing 10-year period

0.93

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2005

0.93

The correlation between RYCKX and SECUX has been stable across timeframes, ranging from 0.93 to 0.96 - a consistent structural relationship.

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Return for Risk

RYCKX vs. SECUX — 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: 3434
Sharpe Ratio Rank
RYCKX Sortino Ratio Rank: 3434
Sortino Ratio Rank
RYCKX Omega Ratio Rank: 3131
Omega Ratio Rank
RYCKX Calmar Ratio Rank: 5959
Calmar Ratio Rank
RYCKX Martin Ratio Rank: 5959
Martin Ratio Rank

SECUX
SECUX Risk / Return Rank: 2424
Overall Rank
SECUX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
SECUX Sortino Ratio Rank: 1919
Sortino Ratio Rank
SECUX Omega Ratio Rank: 1818
Omega Ratio Rank
SECUX Calmar Ratio Rank: 3232
Calmar Ratio Rank
SECUX Martin Ratio Rank: 3131
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. SECUX - 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 Guggenheim StylePlus - Mid Growth Fund (SECUX). 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.


RYCKXSECUXDifference
Sharpe ratioReturn per unit of total volatility

+0.46

Sortino ratioReturn per unit of downside risk

+0.61

Omega ratioGain probability vs. loss probability

1.29

1.22

+0.07

Calmar ratioReturn relative to maximum drawdown

2.95

2.12

+0.83

Martin ratioReturn relative to average drawdown

11.86

7.20

+4.66

RYCKX vs. SECUX - Sharpe Ratio Comparison

The current RYCKX Sharpe Ratio is 1.69, which is higher than the SECUX Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of RYCKX and SECUX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


RYCKXSECUXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.69

1.23

+0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.28

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.54

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.27

+0.08

Drawdowns

RYCKX vs. SECUX - Drawdown Comparison

The maximum RYCKX drawdown since its inception was -52.60%, smaller than the maximum SECUX drawdown of -71.68%. Use the drawdown chart below to compare losses from any high point for RYCKX and SECUX.


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Drawdown Indicators


RYCKXSECUXDifference

Max Drawdown

Largest peak-to-trough decline

-52.60%

-71.68%

+19.08%

Max Drawdown (1Y)

Largest decline over 1 year

-10.50%

-9.17%

-1.33%

Max Drawdown (3Y)

Largest decline over 3 years

-27.14%

-25.43%

-1.71%

Max Drawdown (5Y)

Largest decline over 5 years

-35.98%

-37.80%

+1.82%

Max Drawdown (10Y)

Largest decline over 10 years

-44.75%

-38.56%

-6.19%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-9.52%

-18.41%

+8.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.60%

2.70%

-0.10%

Volatility

RYCKX vs. SECUX - Volatility Comparison

Rydex S&P MidCap 400 Pure Growth Fund (RYCKX) has a higher volatility of 6.42% compared to Guggenheim StylePlus - Mid Growth Fund (SECUX) at 4.42%. This indicates that RYCKX's price experiences larger fluctuations and is considered to be riskier than SECUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RYCKXSECUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.42%

4.42%

+2.00%

Volatility (6M)

Calculated over the trailing 6-month period

14.65%

12.56%

+2.09%

Volatility (1Y)

Calculated over the trailing 1-year period

18.34%

15.83%

+2.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.78%

21.43%

+1.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.06%

21.19%

+1.87%

RYCKX vs. SECUX - Expense Ratio Comparison

RYCKX has a 2.26% expense ratio, which is higher than SECUX's 1.42% expense ratio.


Dividends

RYCKX vs. SECUX - Dividend Comparison

Neither RYCKX nor SECUX has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
SECUX
Guggenheim StylePlus - Mid Growth Fund
0.00%0.00%0.00%2.31%41.48%6.54%14.34%2.18%27.68%12.89%0.59%14.34%

Frequently Asked Questions


With a correlation of 0.96, RYCKX and SECUX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

RYCKX has higher volatility (6.42%) compared to SECUX (4.42%). In terms of maximum drawdown, RYCKX dropped -52.60% vs SECUX's -71.68%.

RYCKX currently has the higher Sharpe Ratio (1.69 vs 1.23), 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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