RYGRX vs. EPGAX
Compare and contrast key facts about Rydex S&P 500 Pure Growth Fund (RYGRX) and Fidelity Advisor Equity Growth Fund Class A (EPGAX).
RYGRX is managed by Rydex Funds. It was launched on Feb 20, 2004. EPGAX is managed by Fidelity. It was launched on Sep 3, 1996.
Performance
RYGRX vs. EPGAX - Performance Comparison
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RYGRX vs. EPGAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYGRX Rydex S&P 500 Pure Growth Fund | -0.20% | 11.00% | 25.73% | 5.80% | -28.71% | 26.61% | 26.34% | 34.13% | -6.28% | 23.74% |
EPGAX Fidelity Advisor Equity Growth Fund Class A | -5.44% | 14.27% | 15.57% | 35.25% | -24.67% | 22.66% | 43.38% | 33.69% | -0.04% | 34.83% |
Returns By Period
In the year-to-date period, RYGRX achieves a -0.20% return, which is significantly higher than EPGAX's -5.44% return. Over the past 10 years, RYGRX has underperformed EPGAX with an annualized return of 10.37%, while EPGAX has yielded a comparatively higher 15.41% annualized return.
RYGRX
- 1D
- 4.71%
- 1M
- -5.64%
- YTD
- -0.20%
- 6M
- -2.96%
- 1Y
- 18.97%
- 3Y*
- 13.91%
- 5Y*
- 5.42%
- 10Y*
- 10.37%
EPGAX
- 1D
- 4.33%
- 1M
- -5.36%
- YTD
- -5.44%
- 6M
- -4.99%
- 1Y
- 17.13%
- 3Y*
- 15.34%
- 5Y*
- 8.31%
- 10Y*
- 15.41%
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RYGRX vs. EPGAX - Expense Ratio Comparison
RYGRX has a 2.26% expense ratio, which is higher than EPGAX's 0.97% expense ratio.
Return for Risk
RYGRX vs. EPGAX — Risk / Return Rank
RYGRX
EPGAX
RYGRX vs. EPGAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex S&P 500 Pure Growth Fund (RYGRX) and Fidelity Advisor Equity Growth Fund Class A (EPGAX). 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.
| RYGRX | EPGAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.79 | 0.82 | -0.03 |
Sortino ratioReturn per unit of downside risk | 1.26 | 1.30 | -0.04 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.18 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.47 | 1.38 | +0.09 |
Martin ratioReturn relative to average drawdown | 5.82 | 4.84 | +0.98 |
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
| RYGRX | EPGAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.79 | 0.82 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.40 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.74 | -0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.49 | -0.11 |
Correlation
The correlation between RYGRX and EPGAX is 0.92, 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
RYGRX vs. EPGAX - Dividend Comparison
RYGRX's dividend yield for the trailing twelve months is around 5.10%, more than EPGAX's 0.66% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYGRX Rydex S&P 500 Pure Growth Fund | 5.10% | 5.09% | 0.00% | 0.00% | 0.00% | 2.81% | 4.43% | 12.10% | 7.15% | 6.26% | 0.05% | 2.96% |
EPGAX Fidelity Advisor Equity Growth Fund Class A | 0.66% | 0.62% | 0.00% | 0.56% | 2.26% | 12.86% | 12.06% | 9.56% | 7.10% | 12.35% | 6.39% | 2.37% |
Drawdowns
RYGRX vs. EPGAX - Drawdown Comparison
The maximum RYGRX drawdown since its inception was -54.22%, smaller than the maximum EPGAX drawdown of -63.20%. Use the drawdown chart below to compare losses from any high point for RYGRX and EPGAX.
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Drawdown Indicators
| RYGRX | EPGAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.22% | -63.20% | +8.98% |
Max Drawdown (1Y)Largest decline over 1 year | -13.86% | -12.80% | -1.06% |
Max Drawdown (5Y)Largest decline over 5 years | -36.57% | -30.60% | -5.97% |
Max Drawdown (10Y)Largest decline over 10 years | -36.63% | -31.17% | -5.46% |
Current DrawdownCurrent decline from peak | -6.98% | -8.89% | +1.91% |
Average DrawdownAverage peak-to-trough decline | -9.48% | -16.32% | +6.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.50% | 3.66% | -0.16% |
Volatility
RYGRX vs. EPGAX - Volatility Comparison
Rydex S&P 500 Pure Growth Fund (RYGRX) has a higher volatility of 9.53% compared to Fidelity Advisor Equity Growth Fund Class A (EPGAX) at 7.81%. This indicates that RYGRX's price experiences larger fluctuations and is considered to be riskier than EPGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYGRX | EPGAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.53% | 7.81% | +1.72% |
Volatility (6M)Calculated over the trailing 6-month period | 15.25% | 13.35% | +1.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.40% | 21.88% | +3.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.34% | 20.75% | +2.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.71% | 20.77% | +1.94% |