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RYGRX vs. FICGX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RYGRX vs. FICGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rydex S&P 500 Pure Growth Fund (RYGRX) and Delaware Growth Equity Fund (FICGX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RYGRX achieves a 21.11% return, which is significantly higher than FICGX's 13.66% return. Over the past 10 years, RYGRX has underperformed FICGX with an annualized return of 11.96%, while FICGX has yielded a comparatively higher 13.68% annualized return.


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%

FICGX

1D
0.89%
1M
1.74%
6M
13.41%
YTD
13.66%
1Y
23.92%
3Y*
22.82%
5Y*
6.30%
10Y*
13.68%
ALL TIME*
5.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. 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. FICGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
FICGX
Delaware Growth Equity Fund
13.66%20.49%23.76%28.68%-24.65%5.54%28.41%24.12%-3.89%32.19%

Correlation

The correlation between RYGRX and FICGX is 0.86, 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.

0.86

Correlation (3Y)
Balances recent behavior with more history.

0.87

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.89

Correlation (10Y)
Provides a long-term view across more market conditions.

0.90

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2005

0.92

The correlation between RYGRX and FICGX has been stable across timeframes, ranging from 0.86 to 0.92 - a consistent structural relationship.

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Return for Risk

RYGRX vs. FICGX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

RYGRX
RYGRX Risk / Return Rank: 2525
Overall Rank
RYGRX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
RYGRX Sortino Ratio Rank: 2323
Sortino Ratio Rank
RYGRX Omega Ratio Rank: 2323
Omega Ratio Rank
RYGRX Calmar Ratio Rank: 2626
Calmar Ratio Rank
RYGRX Martin Ratio Rank: 3333
Martin Ratio Rank

FICGX
FICGX Risk / Return Rank: 6666
Overall Rank
FICGX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
FICGX Sortino Ratio Rank: 5757
Sortino Ratio Rank
FICGX Omega Ratio Rank: 5454
Omega Ratio Rank
FICGX Calmar Ratio Rank: 7777
Calmar Ratio Rank
FICGX Martin Ratio Rank: 8181
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

RYGRX vs. FICGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rydex S&P 500 Pure Growth Fund (RYGRX) and Delaware Growth Equity Fund (FICGX). 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.


RYGRXFICGXDifference
Sharpe ratioReturn per unit of total volatility

-0.82

Sortino ratioReturn per unit of downside risk

-1.00

Omega ratioGain probability vs. loss probability

1.17

1.30

-0.13

Calmar ratioReturn relative to maximum drawdown

1.30

2.76

-1.46

Martin ratioReturn relative to average drawdown

5.26

11.22

-5.96

RYGRX vs. FICGX - Sharpe Ratio Comparison

The current RYGRX Sharpe Ratio is 0.89, which is lower than the FICGX Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of RYGRX and FICGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

RYGRX vs. FICGX - Drawdown Comparison

The maximum RYGRX drawdown since its inception was -54.22%, roughly equal to the maximum FICGX drawdown of -54.19%. Use the drawdown chart below to compare losses from any high point for RYGRX and FICGX.


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Drawdown Indicators


RYGRXFICGXDifference

Max Drawdown

Largest peak-to-trough decline

-54.22%

-54.19%

-0.03%

Max Drawdown (1Y)

Largest decline over 1 year

-17.01%

-9.48%

-7.53%

Max Drawdown (3Y)

Largest decline over 3 years

-24.95%

-20.48%

-4.47%

Max Drawdown (5Y)

Largest decline over 5 years

-36.57%

-47.73%

+11.16%

Max Drawdown (10Y)

Largest decline over 10 years

-36.63%

-47.73%

+11.10%

Current Drawdown

Current decline from peak

-10.77%

-0.19%

-10.58%

Average Drawdown

Average peak-to-trough decline

-9.38%

-16.15%

+6.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.19%

2.32%

+1.87%

Volatility

RYGRX vs. FICGX - Volatility Comparison

Rydex S&P 500 Pure Growth Fund (RYGRX) has a higher volatility of 10.44% compared to Delaware Growth Equity Fund (FICGX) at 4.35%. This indicates that RYGRX's price experiences larger fluctuations and is considered to be riskier than FICGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RYGRXFICGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.44%

4.35%

+6.09%

Volatility (6M)

Calculated over the trailing 6-month period

22.12%

12.34%

+9.78%

Volatility (1Y)

Calculated over the trailing 1-year period

24.91%

15.34%

+9.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.48%

21.28%

+3.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.35%

20.64%

+2.71%

RYGRX vs. FICGX - Expense Ratio Comparison

RYGRX has a 2.26% expense ratio, which is higher than FICGX's 1.04% expense ratio.


Dividends

RYGRX vs. FICGX - Dividend Comparison

RYGRX's dividend yield for the trailing twelve months is around 4.20%, more than FICGX's 3.35% yield.


PositionTTM20252024202320222021202020192018201720162015
FICGX
Delaware Growth Equity Fund
3.35%3.80%5.28%2.75%32.39%7.63%9.65%10.92%5.77%9.05%16.01%10.46%
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


RYGRX and FICGX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RYGRX has higher volatility (10.44%) compared to FICGX (4.35%). In terms of maximum drawdown, RYGRX dropped -54.22% vs FICGX's -54.19%.

FICGX currently has the higher Sharpe Ratio (1.71 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.

Portfolio Optimizer

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