RYGRX vs. FDTEX
Compare and contrast key facts about Rydex S&P 500 Pure Growth Fund (RYGRX) and Fidelity Advisor Diversified Stock Fund Class M (FDTEX).
RYGRX is managed by Rydex Funds. It was launched on Feb 20, 2004. FDTEX is managed by Fidelity. It was launched on Jul 12, 2005.
Performance
RYGRX vs. FDTEX - Performance Comparison
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RYGRX vs. FDTEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYGRX Rydex S&P 500 Pure Growth Fund | -4.70% | 11.00% | 25.73% | 5.80% | -28.71% | 26.61% | 26.34% | 34.13% | -6.28% | 23.74% |
FDTEX Fidelity Advisor Diversified Stock Fund Class M | -5.84% | 13.31% | 48.66% | 27.49% | -20.43% | 27.39% | 26.58% | 27.30% | -6.27% | 17.69% |
Returns By Period
In the year-to-date period, RYGRX achieves a -4.70% return, which is significantly higher than FDTEX's -5.84% return. Over the past 10 years, RYGRX has underperformed FDTEX with an annualized return of 9.87%, while FDTEX has yielded a comparatively higher 15.50% annualized return.
RYGRX
- 1D
- -2.32%
- 1M
- -10.45%
- YTD
- -4.70%
- 6M
- -7.22%
- 1Y
- 14.57%
- 3Y*
- 12.18%
- 5Y*
- 4.84%
- 10Y*
- 9.87%
FDTEX
- 1D
- -0.71%
- 1M
- -8.71%
- YTD
- -5.84%
- 6M
- -3.55%
- 1Y
- 15.04%
- 3Y*
- 23.77%
- 5Y*
- 13.86%
- 10Y*
- 15.50%
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RYGRX vs. FDTEX - Expense Ratio Comparison
RYGRX has a 2.26% expense ratio, which is higher than FDTEX's 1.13% expense ratio.
Return for Risk
RYGRX vs. FDTEX — Risk / Return Rank
RYGRX
FDTEX
RYGRX vs. FDTEX - 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 Diversified Stock Fund Class M (FDTEX). 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 | FDTEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.60 | 0.81 | -0.21 |
Sortino ratioReturn per unit of downside risk | 1.00 | 1.23 | -0.23 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.18 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.87 | 1.03 | -0.16 |
Martin ratioReturn relative to average drawdown | 3.49 | 4.56 | -1.08 |
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 | FDTEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.60 | 0.81 | -0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.58 | -0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.72 | -0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.47 | -0.10 |
Correlation
The correlation between RYGRX and FDTEX is 0.91, 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. FDTEX - Dividend Comparison
RYGRX's dividend yield for the trailing twelve months is around 5.34%, less than FDTEX's 6.87% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYGRX Rydex S&P 500 Pure Growth Fund | 5.34% | 5.09% | 0.00% | 0.00% | 0.00% | 2.81% | 4.43% | 12.10% | 7.15% | 6.26% | 0.05% | 2.96% |
FDTEX Fidelity Advisor Diversified Stock Fund Class M | 6.87% | 6.47% | 28.65% | 3.15% | 8.76% | 17.04% | 4.97% | 2.62% | 13.14% | 7.87% | 1.03% | 7.93% |
Drawdowns
RYGRX vs. FDTEX - Drawdown Comparison
The maximum RYGRX drawdown since its inception was -54.22%, smaller than the maximum FDTEX drawdown of -63.20%. Use the drawdown chart below to compare losses from any high point for RYGRX and FDTEX.
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Drawdown Indicators
| RYGRX | FDTEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.22% | -63.20% | +8.98% |
Max Drawdown (1Y)Largest decline over 1 year | -13.86% | -12.60% | -1.26% |
Max Drawdown (5Y)Largest decline over 5 years | -36.57% | -27.44% | -9.13% |
Max Drawdown (10Y)Largest decline over 10 years | -36.63% | -30.43% | -6.20% |
Current DrawdownCurrent decline from peak | -11.17% | -10.05% | -1.12% |
Average DrawdownAverage peak-to-trough decline | -9.48% | -8.77% | -0.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.47% | 2.84% | +0.63% |
Volatility
RYGRX vs. FDTEX - Volatility Comparison
Rydex S&P 500 Pure Growth Fund (RYGRX) has a higher volatility of 8.03% compared to Fidelity Advisor Diversified Stock Fund Class M (FDTEX) at 5.38%. This indicates that RYGRX's price experiences larger fluctuations and is considered to be riskier than FDTEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYGRX | FDTEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.03% | 5.38% | +2.65% |
Volatility (6M)Calculated over the trailing 6-month period | 14.52% | 11.14% | +3.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.02% | 19.20% | +5.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.26% | 23.83% | -0.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.66% | 21.71% | +0.95% |