RYDAX vs. RYSOX
Compare and contrast key facts about Rydex Dow Jones Industrial Average Fund (RYDAX) and Rydex S&P 500 Fund (RYSOX).
RYDAX is managed by Rydex Funds. It was launched on Dec 1, 2015. 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
RYDAX vs. RYSOX - Performance Comparison
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RYDAX vs. RYSOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYDAX Rydex Dow Jones Industrial Average Fund | -5.94% | 12.98% | 13.10% | 14.36% | -8.88% | 19.11% | 7.47% | 23.13% | -5.14% | 26.19% |
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, RYDAX achieves a -5.94% return, which is significantly higher than RYSOX's -7.32% return. Over the past 10 years, RYDAX has underperformed RYSOX with an annualized return of 10.22%, while RYSOX has yielded a comparatively higher 11.83% annualized return.
RYDAX
- 1D
- -0.06%
- 1M
- -7.64%
- YTD
- -5.94%
- 6M
- -2.59%
- 1Y
- 7.67%
- 3Y*
- 10.99%
- 5Y*
- 6.69%
- 10Y*
- 10.22%
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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RYDAX vs. RYSOX - Expense Ratio Comparison
RYDAX has a 1.58% expense ratio, which is higher than RYSOX's 1.56% expense ratio.
Return for Risk
RYDAX vs. RYSOX — Risk / Return Rank
RYDAX
RYSOX
RYDAX vs. RYSOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex Dow Jones Industrial Average Fund (RYDAX) 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.
| RYDAX | RYSOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.53 | 0.74 | -0.21 |
Sortino ratioReturn per unit of downside risk | 0.87 | 1.17 | -0.30 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.18 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.63 | 0.92 | -0.28 |
Martin ratioReturn relative to average drawdown | 2.34 | 4.36 | -2.03 |
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
| RYDAX | RYSOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.53 | 0.74 | -0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.57 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.66 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.43 | +0.16 |
Correlation
The correlation between RYDAX and RYSOX is 0.90, 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. RYSOX - Dividend Comparison
RYDAX's dividend yield for the trailing twelve months is around 0.40%, less than RYSOX's 2.86% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYDAX Rydex Dow Jones Industrial Average Fund | 0.40% | 0.38% | 1.73% | 0.75% | 3.17% | 1.22% | 4.87% | 4.02% | 1.25% | 3.70% | 0.56% | 0.00% |
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
RYDAX vs. RYSOX - Drawdown Comparison
The maximum RYDAX drawdown since its inception was -37.34%, smaller than the maximum RYSOX drawdown of -55.24%. Use the drawdown chart below to compare losses from any high point for RYDAX and RYSOX.
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Drawdown Indicators
| RYDAX | RYSOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.34% | -55.24% | +17.90% |
Max Drawdown (1Y)Largest decline over 1 year | -10.87% | -12.14% | +1.27% |
Max Drawdown (5Y)Largest decline over 5 years | -22.12% | -25.45% | +3.33% |
Max Drawdown (10Y)Largest decline over 10 years | -37.34% | -34.05% | -3.29% |
Current DrawdownCurrent decline from peak | -9.86% | -9.06% | -0.80% |
Average DrawdownAverage peak-to-trough decline | -4.38% | -8.33% | +3.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 2.55% | +0.40% |
Volatility
RYDAX vs. RYSOX - Volatility Comparison
The current volatility for Rydex Dow Jones Industrial Average Fund (RYDAX) is 3.99%, while Rydex S&P 500 Fund (RYSOX) has a volatility of 4.22%. This indicates that RYDAX experiences smaller price fluctuations and is considered to be less risky 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
| RYDAX | RYSOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.99% | 4.22% | -0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 8.92% | 9.06% | -0.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.68% | 18.13% | -1.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.73% | 16.87% | -2.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.56% | 18.05% | -0.49% |