RYGRX vs. PRGFX
RYGRX (Rydex S&P 500 Pure Growth Fund) and PRGFX (T. Rowe Price Growth Stock Fund) are both Large Cap Growth Equities funds. Over the past 10 years, RYGRX returned 12.33%/yr vs 15.30%/yr for PRGFX. Their correlation of 0.90 means they have usually moved in the same direction. RYGRX charges 2.26%/yr vs 0.66%/yr for PRGFX.
Performance
RYGRX vs. PRGFX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, RYGRX achieves a 25.24% return, which is significantly higher than PRGFX's 4.07% return. Over the past 10 years, RYGRX has underperformed PRGFX with an annualized return of 12.33%, while PRGFX has yielded a comparatively higher 15.30% annualized return.
RYGRX
- 1D
- 3.41%
- 1M
- -2.52%
- 6M
- 23.03%
- YTD
- 25.24%
- 1Y
- 24.31%
- 3Y*
- 21.81%
- 5Y*
- 6.87%
- 10Y*
- 12.33%
- ALL TIME*
- 9.43%
PRGFX
- 1D
- 2.47%
- 1M
- 1.18%
- 6M
- 9.62%
- YTD
- 4.07%
- 1Y
- 12.02%
- 3Y*
- 21.92%
- 5Y*
- 7.84%
- 10Y*
- 15.30%
- ALL TIME*
- 10.61%
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. PRGFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYGRX Rydex S&P 500 Pure Growth Fund | 25.24% | 11.00% | 25.73% | 5.80% | -28.71% | 26.61% | 26.34% | 34.13% | -6.28% | 23.74% |
PRGFX T. Rowe Price Growth Stock Fund | 4.07% | 15.64% | 38.36% | 45.33% | -40.12% | 19.86% | 36.92% | 30.83% | -1.04% | 33.57% |
Correlation
The correlation between RYGRX and PRGFX is 0.73, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.73 |
Correlation (3Y) Balances recent behavior with more history. | 0.75 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.80 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.85 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2005 | 0.90 |
The correlation between RYGRX and PRGFX shifts across timeframes, from 0.73 (1 year) to 0.90 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
RYGRX vs. PRGFX — Risk / Return Rank
RYGRX
PRGFX
RYGRX vs. PRGFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex S&P 500 Pure Growth Fund (RYGRX) and T. Rowe Price Growth Stock Fund (PRGFX). 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 | PRGFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.34 | ||
| Sortino ratioReturn per unit of downside risk | +0.47 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.12 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.41 | 0.61 | +0.79 |
| Martin ratioReturn relative to average drawdown | 5.66 | 1.80 | +3.87 |
Loading charts...
Drawdowns
RYGRX vs. PRGFX - Drawdown Comparison
The maximum RYGRX drawdown since its inception was -54.22%, roughly equal to the maximum PRGFX drawdown of -54.01%. Use the drawdown chart below to compare losses from any high point for RYGRX and PRGFX.
Loading charts...
Drawdown Indicators
| RYGRX | PRGFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.22% | -54.01% | -0.21% |
Max Drawdown (1Y)Largest decline over 1 year | -17.01% | -18.02% | +1.01% |
Max Drawdown (3Y)Largest decline over 3 years | -24.95% | -22.69% | -2.26% |
Max Drawdown (5Y)Largest decline over 5 years | -36.57% | -46.44% | +9.87% |
Max Drawdown (10Y)Largest decline over 10 years | -36.63% | -46.44% | +9.81% |
Current DrawdownCurrent decline from peak | -7.73% | -3.14% | -4.59% |
Average DrawdownAverage peak-to-trough decline | -9.38% | -10.65% | +1.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.22% | 6.11% | -1.89% |
Volatility
RYGRX vs. PRGFX - Volatility Comparison
Rydex S&P 500 Pure Growth Fund (RYGRX) has a higher volatility of 10.97% compared to T. Rowe Price Growth Stock Fund (PRGFX) at 6.69%. This indicates that RYGRX's price experiences larger fluctuations and is considered to be riskier than PRGFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| RYGRX | PRGFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.97% | 6.69% | +4.28% |
Volatility (6M)Calculated over the trailing 6-month period | 22.31% | 14.48% | +7.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.08% | 17.90% | +7.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.53% | 23.37% | +1.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.37% | 22.21% | +1.16% |
RYGRX vs. PRGFX - Expense Ratio Comparison
RYGRX has a 2.26% expense ratio, which is higher than PRGFX's 0.66% expense ratio.
Dividends
RYGRX vs. PRGFX - Dividend Comparison
RYGRX's dividend yield for the trailing twelve months is around 4.06%, less than PRGFX's 13.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRGFX T. Rowe Price Growth Stock Fund | 13.05% | 13.58% | 13.26% | 3.34% | 3.55% | 9.34% | 3.51% | 1.81% | 9.09% | 13.57% | 2.22% | 7.23% |
RYGRX Rydex S&P 500 Pure Growth Fund | 4.06% | 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 PRGFX have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RYGRX has higher volatility (10.97%) compared to PRGFX (6.69%). In terms of maximum drawdown, RYGRX dropped -54.22% vs PRGFX's -54.01%.
RYGRX currently has the higher Sharpe Ratio (0.96 vs 0.62), 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.
Find the right allocation for RYGRX and PRGFX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer