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RYDAX vs. FGINX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RYDAX vs. FGINX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rydex Dow Jones Industrial Average Fund (RYDAX) and Delaware Growth and Income Fund (FGINX). The values are adjusted to include any dividend payments, if applicable.

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RYDAX vs. FGINX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RYDAX
Rydex Dow Jones Industrial Average Fund
-3.60%12.98%13.10%14.36%-8.88%19.11%7.47%23.13%-5.14%26.19%
FGINX
Delaware Growth and Income Fund
4.63%29.78%15.13%11.98%3.03%21.37%-0.08%25.64%-10.27%18.08%

Returns By Period

In the year-to-date period, RYDAX achieves a -3.60% return, which is significantly lower than FGINX's 4.63% return. Over the past 10 years, RYDAX has underperformed FGINX with an annualized return of 10.50%, while FGINX has yielded a comparatively higher 12.18% annualized return.


RYDAX

1D
2.49%
1M
-5.26%
YTD
-3.60%
6M
-0.25%
1Y
10.38%
3Y*
11.90%
5Y*
7.11%
10Y*
10.50%

FGINX

1D
2.03%
1M
-4.23%
YTD
4.63%
6M
13.55%
1Y
29.67%
3Y*
21.87%
5Y*
14.90%
10Y*
12.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RYDAX vs. FGINX - Expense Ratio Comparison

RYDAX has a 1.58% expense ratio, which is higher than FGINX's 1.02% expense ratio.


Return for Risk

RYDAX vs. FGINX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RYDAX
RYDAX Risk / Return Rank: 2727
Overall Rank
RYDAX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
RYDAX Sortino Ratio Rank: 2323
Sortino Ratio Rank
RYDAX Omega Ratio Rank: 2121
Omega Ratio Rank
RYDAX Calmar Ratio Rank: 3636
Calmar Ratio Rank
RYDAX Martin Ratio Rank: 3333
Martin Ratio Rank

FGINX
FGINX Risk / Return Rank: 8989
Overall Rank
FGINX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
FGINX Sortino Ratio Rank: 8888
Sortino Ratio Rank
FGINX Omega Ratio Rank: 8787
Omega Ratio Rank
FGINX Calmar Ratio Rank: 8989
Calmar Ratio Rank
FGINX Martin Ratio Rank: 9191
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.

RYDAX vs. FGINX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rydex Dow Jones Industrial Average Fund (RYDAX) and Delaware Growth and Income Fund (FGINX). 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.


RYDAXFGINXDifference

Sharpe ratio

Return per unit of total volatility

0.62

1.84

-1.22

Sortino ratio

Return per unit of downside risk

1.00

2.47

-1.47

Omega ratio

Gain probability vs. loss probability

1.14

1.38

-0.24

Calmar ratio

Return relative to maximum drawdown

1.05

2.55

-1.49

Martin ratio

Return relative to average drawdown

3.84

10.90

-7.06

RYDAX vs. FGINX - Sharpe Ratio Comparison

The current RYDAX Sharpe Ratio is 0.62, which is lower than the FGINX Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of RYDAX and FGINX, 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


RYDAXFGINXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

1.84

-1.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

1.01

-0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.72

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.53

+0.08

Correlation

The correlation between RYDAX and FGINX is 0.88, 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

RYDAX vs. FGINX - Dividend Comparison

RYDAX's dividend yield for the trailing twelve months is around 0.39%, less than FGINX's 10.86% yield.


TTM20252024202320222021202020192018201720162015
RYDAX
Rydex Dow Jones Industrial Average Fund
0.39%0.38%1.73%0.75%3.17%1.22%4.87%4.02%1.25%3.70%0.56%0.00%
FGINX
Delaware Growth and Income Fund
10.86%11.28%12.40%7.11%7.04%11.97%6.59%51.75%25.36%5.13%4.12%5.66%

Drawdowns

RYDAX vs. FGINX - Drawdown Comparison

The maximum RYDAX drawdown since its inception was -37.34%, smaller than the maximum FGINX drawdown of -54.80%. Use the drawdown chart below to compare losses from any high point for RYDAX and FGINX.


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Drawdown Indicators


RYDAXFGINXDifference

Max Drawdown

Largest peak-to-trough decline

-37.34%

-54.80%

+17.46%

Max Drawdown (1Y)

Largest decline over 1 year

-10.87%

-11.56%

+0.69%

Max Drawdown (5Y)

Largest decline over 5 years

-22.12%

-16.21%

-5.91%

Max Drawdown (10Y)

Largest decline over 10 years

-37.34%

-37.37%

+0.03%

Current Drawdown

Current decline from peak

-7.62%

-5.46%

-2.16%

Average Drawdown

Average peak-to-trough decline

-4.38%

-9.74%

+5.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.98%

2.70%

+0.28%

Volatility

RYDAX vs. FGINX - Volatility Comparison

Rydex Dow Jones Industrial Average Fund (RYDAX) has a higher volatility of 4.90% compared to Delaware Growth and Income Fund (FGINX) at 4.24%. This indicates that RYDAX's price experiences larger fluctuations and is considered to be riskier than FGINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RYDAXFGINXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.90%

4.24%

+0.66%

Volatility (6M)

Calculated over the trailing 6-month period

9.25%

9.01%

+0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

16.83%

16.22%

+0.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.77%

14.88%

-0.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.58%

17.04%

+0.54%