RYGRX vs. FNCMX
Compare and contrast key facts about Rydex S&P 500 Pure Growth Fund (RYGRX) and Fidelity NASDAQ Composite Index Fund (FNCMX).
RYGRX is managed by Rydex Funds. It was launched on Feb 20, 2004. FNCMX is managed by Fidelity.
Performance
RYGRX vs. FNCMX - Performance Comparison
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RYGRX vs. FNCMX - 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% |
FNCMX Fidelity NASDAQ Composite Index Fund | -6.99% | 21.11% | 29.48% | 45.13% | -32.40% | 22.21% | 44.57% | 36.63% | -3.07% | 28.35% |
Returns By Period
In the year-to-date period, RYGRX achieves a -0.20% return, which is significantly higher than FNCMX's -6.99% return. Over the past 10 years, RYGRX has underperformed FNCMX with an annualized return of 10.37%, while FNCMX has yielded a comparatively higher 16.86% 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%
FNCMX
- 1D
- 3.83%
- 1M
- -5.04%
- YTD
- -6.99%
- 6M
- -4.89%
- 1Y
- 24.46%
- 3Y*
- 21.83%
- 5Y*
- 10.80%
- 10Y*
- 16.86%
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RYGRX vs. FNCMX - Expense Ratio Comparison
RYGRX has a 2.26% expense ratio, which is higher than FNCMX's 0.29% expense ratio.
Return for Risk
RYGRX vs. FNCMX — Risk / Return Rank
RYGRX
FNCMX
RYGRX vs. FNCMX - 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 NASDAQ Composite Index Fund (FNCMX). 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 | FNCMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.79 | 1.10 | -0.31 |
Sortino ratioReturn per unit of downside risk | 1.26 | 1.70 | -0.44 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.24 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.47 | 1.92 | -0.45 |
Martin ratioReturn relative to average drawdown | 5.82 | 7.03 | -1.21 |
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 | FNCMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.79 | 1.10 | -0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.48 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.77 | -0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.53 | -0.15 |
Correlation
The correlation between RYGRX and FNCMX 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. FNCMX - Dividend Comparison
RYGRX's dividend yield for the trailing twelve months is around 5.10%, more than FNCMX's 0.55% 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% |
FNCMX Fidelity NASDAQ Composite Index Fund | 0.55% | 0.51% | 0.61% | 0.67% | 0.88% | 0.47% | 0.67% | 4.41% | 1.93% | 0.03% | 1.01% | 1.50% |
Drawdowns
RYGRX vs. FNCMX - Drawdown Comparison
The maximum RYGRX drawdown since its inception was -54.22%, roughly equal to the maximum FNCMX drawdown of -55.08%. Use the drawdown chart below to compare losses from any high point for RYGRX and FNCMX.
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Drawdown Indicators
| RYGRX | FNCMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.22% | -55.08% | +0.86% |
Max Drawdown (1Y)Largest decline over 1 year | -13.86% | -13.25% | -0.61% |
Max Drawdown (5Y)Largest decline over 5 years | -36.57% | -35.64% | -0.93% |
Max Drawdown (10Y)Largest decline over 10 years | -36.63% | -35.64% | -0.99% |
Current DrawdownCurrent decline from peak | -6.98% | -9.68% | +2.70% |
Average DrawdownAverage peak-to-trough decline | -9.48% | -7.91% | -1.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.50% | 3.61% | -0.11% |
Volatility
RYGRX vs. FNCMX - Volatility Comparison
Rydex S&P 500 Pure Growth Fund (RYGRX) has a higher volatility of 9.53% compared to Fidelity NASDAQ Composite Index Fund (FNCMX) at 6.98%. This indicates that RYGRX's price experiences larger fluctuations and is considered to be riskier than FNCMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYGRX | FNCMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.53% | 6.98% | +2.55% |
Volatility (6M)Calculated over the trailing 6-month period | 15.25% | 13.04% | +2.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.40% | 23.31% | +2.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.34% | 22.47% | +0.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.71% | 22.01% | +0.70% |