RYGRX vs. CPEAX
RYGRX (Rydex S&P 500 Pure Growth Fund) and CPEAX (Catalyst Dynamic Alpha Fund) are both Large Cap Growth Equities funds. Over the past 10 years, RYGRX returned 11.96%/yr vs 11.82%/yr for CPEAX. Their correlation of 0.89 means they have usually moved in the same direction. RYGRX charges 2.26%/yr vs 1.38%/yr for CPEAX.
Performance
RYGRX vs. CPEAX - Performance Comparison
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Returns By Period
In the year-to-date period, RYGRX achieves a 21.11% return, which is significantly higher than CPEAX's 17.75% return. Both investments have delivered pretty close results over the past 10 years, with RYGRX having a 11.96% annualized return and CPEAX not far behind at 11.82%.
RYGRX
- 1D
- 2.02%
- 1M
- -4.71%
- 6M
- 15.07%
- YTD
- 21.11%
- 1Y
- 19.73%
- 3Y*
- 20.46%
- 5Y*
- 6.18%
- 10Y*
- 11.96%
- ALL TIME*
- 9.26%
CPEAX
- 1D
- 1.06%
- 1M
- -4.09%
- 6M
- 13.21%
- YTD
- 17.75%
- 1Y
- 23.29%
- 3Y*
- 17.67%
- 5Y*
- 11.15%
- 10Y*
- 11.82%
- ALL TIME*
- 13.61%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
RYGRX vs. CPEAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYGRX Rydex S&P 500 Pure Growth Fund | 21.11% | 11.00% | 25.73% | 5.80% | -28.71% | 26.61% | 26.34% | 34.13% | -6.28% | 23.74% |
CPEAX Catalyst Dynamic Alpha Fund | 17.75% | 9.98% | 22.02% | 13.44% | -14.87% | 19.59% | 21.00% | 11.14% | -4.35% | 26.91% |
Correlation
The correlation between RYGRX and CPEAX is 0.92, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.92 |
Correlation (3Y) Balances recent behavior with more history. | 0.91 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.89 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.88 |
Correlation (All Time) Calculated using the full available price history since Dec 22, 2011 | 0.89 |
The correlation between RYGRX and CPEAX has been stable across timeframes, ranging from 0.88 to 0.92 - a consistent structural relationship.
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Return for Risk
RYGRX vs. CPEAX — Risk / Return Rank
RYGRX
CPEAX
RYGRX vs. CPEAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex S&P 500 Pure Growth Fund (RYGRX) and Catalyst Dynamic Alpha Fund (CPEAX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| RYGRX | CPEAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.13 | ||
| Sortino ratioReturn per unit of downside risk | -0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.19 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.30 | 1.68 | -0.39 |
| Martin ratioReturn relative to average drawdown | 5.26 | 5.73 | -0.47 |
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Drawdowns
RYGRX vs. CPEAX - Drawdown Comparison
The maximum RYGRX drawdown since its inception was -54.22%, which is greater than CPEAX's maximum drawdown of -34.39%. Use the drawdown chart below to compare losses from any high point for RYGRX and CPEAX.
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Drawdown Indicators
| RYGRX | CPEAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.22% | -34.39% | -19.83% |
Max Drawdown (1Y)Largest decline over 1 year | -17.01% | -15.44% | -1.57% |
Max Drawdown (3Y)Largest decline over 3 years | -24.95% | -26.28% | +1.33% |
Max Drawdown (5Y)Largest decline over 5 years | -36.57% | -26.28% | -10.29% |
Max Drawdown (10Y)Largest decline over 10 years | -36.63% | -34.39% | -2.24% |
Current DrawdownCurrent decline from peak | -10.77% | -10.26% | -0.51% |
Average DrawdownAverage peak-to-trough decline | -9.38% | -5.31% | -4.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.19% | 4.53% | -0.34% |
Volatility
RYGRX vs. CPEAX - Volatility Comparison
Rydex S&P 500 Pure Growth Fund (RYGRX) has a higher volatility of 10.44% compared to Catalyst Dynamic Alpha Fund (CPEAX) at 8.53%. This indicates that RYGRX's price experiences larger fluctuations and is considered to be riskier than CPEAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYGRX | CPEAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.44% | 8.53% | +1.91% |
Volatility (6M)Calculated over the trailing 6-month period | 22.12% | 21.99% | +0.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.91% | 25.65% | -0.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.48% | 21.01% | +3.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.35% | 21.06% | +2.29% |
RYGRX vs. CPEAX - Expense Ratio Comparison
RYGRX has a 2.26% expense ratio, which is higher than CPEAX's 1.38% expense ratio.
Dividends
RYGRX vs. CPEAX - Dividend Comparison
RYGRX's dividend yield for the trailing twelve months is around 4.20%, less than CPEAX's 13.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CPEAX Catalyst Dynamic Alpha Fund | 13.37% | 15.75% | 9.57% | 0.00% | 1.21% | 30.88% | 0.00% | 0.12% | 19.37% | 2.32% | 0.00% | 1.36% |
RYGRX Rydex S&P 500 Pure Growth Fund | 4.20% | 5.09% | 0.00% | 0.00% | 0.00% | 2.81% | 4.43% | 12.10% | 7.15% | 6.26% | 0.05% | 2.96% |
Frequently Asked Questions
With a correlation of 0.92, RYGRX and CPEAX 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.
RYGRX has higher volatility (10.44%) compared to CPEAX (8.53%). In terms of maximum drawdown, RYGRX dropped -54.22% vs CPEAX's -34.39%.
CPEAX currently has the higher Sharpe Ratio (1.02 vs 0.89), 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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