RYCKX vs. VOO
Compare and contrast key facts about Rydex S&P MidCap 400 Pure Growth Fund (RYCKX) and Vanguard S&P 500 ETF (VOO).
RYCKX is managed by Rydex Funds. It was launched on Feb 20, 2004. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
RYCKX vs. VOO - Performance Comparison
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RYCKX vs. VOO - 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% |
VOO Vanguard S&P 500 ETF | -4.42% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, RYCKX achieves a 0.34% return, which is significantly higher than VOO's -4.42% return. Over the past 10 years, RYCKX has underperformed VOO with an annualized return of 6.45%, while VOO has yielded a comparatively higher 14.05% 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%
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
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RYCKX vs. VOO - Expense Ratio Comparison
RYCKX has a 2.26% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
RYCKX vs. VOO — Risk / Return Rank
RYCKX
VOO
RYCKX vs. VOO - 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 Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.82 | 0.98 | -0.16 |
Sortino ratioReturn per unit of downside risk | 1.30 | 1.50 | -0.19 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.23 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.21 | 1.53 | -0.33 |
Martin ratioReturn relative to average drawdown | 5.17 | 7.29 | -2.12 |
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 | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 0.98 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | 0.70 | -0.61 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.28 | 0.78 | -0.50 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.83 | -0.52 |
Correlation
The correlation between RYCKX and VOO is 0.84, 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. VOO - Dividend Comparison
RYCKX has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.19%.
| 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% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
RYCKX vs. VOO - Drawdown Comparison
The maximum RYCKX drawdown since its inception was -52.60%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for RYCKX and VOO.
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Drawdown Indicators
| RYCKX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.60% | -33.99% | -18.61% |
Max Drawdown (1Y)Largest decline over 1 year | -13.33% | -11.98% | -1.35% |
Max Drawdown (5Y)Largest decline over 5 years | -35.98% | -24.52% | -11.46% |
Max Drawdown (10Y)Largest decline over 10 years | -44.75% | -33.99% | -10.76% |
Current DrawdownCurrent decline from peak | -10.50% | -6.29% | -4.21% |
Average DrawdownAverage peak-to-trough decline | -9.58% | -3.72% | -5.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.11% | 2.52% | +0.59% |
Volatility
RYCKX vs. VOO - Volatility Comparison
Rydex S&P MidCap 400 Pure Growth Fund (RYCKX) has a higher volatility of 7.64% compared to Vanguard S&P 500 ETF (VOO) at 5.29%. This indicates that RYCKX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYCKX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.64% | 5.29% | +2.35% |
Volatility (6M)Calculated over the trailing 6-month period | 13.60% | 9.44% | +4.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.74% | 18.10% | +4.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.65% | 16.82% | +5.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.96% | 17.99% | +4.97% |