RYGRX vs. RMQAX
Compare and contrast key facts about Rydex S&P 500 Pure Growth Fund (RYGRX) and Rydex Monthly Rebalance NASDAQ-100 2x Strategy Fund (RMQAX).
RYGRX is managed by Rydex Funds. It was launched on Feb 20, 2004. RMQAX is managed by Rydex Funds. It was launched on Nov 27, 2014.
Performance
RYGRX vs. RMQAX - Performance Comparison
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RYGRX vs. RMQAX - 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% |
RMQAX Rydex Monthly Rebalance NASDAQ-100 2x Strategy Fund | -19.02% | 33.92% | 44.76% | 115.91% | -59.93% | 56.36% | 101.06% | 80.80% | -7.28% | 69.80% |
Returns By Period
In the year-to-date period, RYGRX achieves a -4.70% return, which is significantly higher than RMQAX's -19.02% return. Over the past 10 years, RYGRX has underperformed RMQAX with an annualized return of 9.87%, while RMQAX has yielded a comparatively higher 30.14% 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%
RMQAX
- 1D
- -1.68%
- 1M
- -16.37%
- YTD
- -19.02%
- 6M
- -16.53%
- 1Y
- 31.63%
- 3Y*
- 33.85%
- 5Y*
- 15.55%
- 10Y*
- 30.14%
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RYGRX vs. RMQAX - Expense Ratio Comparison
RYGRX has a 2.26% expense ratio, which is higher than RMQAX's 1.32% expense ratio.
Return for Risk
RYGRX vs. RMQAX — Risk / Return Rank
RYGRX
RMQAX
RYGRX vs. RMQAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex S&P 500 Pure Growth Fund (RYGRX) and Rydex Monthly Rebalance NASDAQ-100 2x Strategy Fund (RMQAX). 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 | RMQAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.60 | 0.67 | -0.07 |
Sortino ratioReturn per unit of downside risk | 1.00 | 1.28 | -0.28 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.18 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.87 | 0.96 | -0.09 |
Martin ratioReturn relative to average drawdown | 3.49 | 3.36 | +0.13 |
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 | RMQAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.60 | 0.67 | -0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.34 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.65 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.62 | -0.25 |
Correlation
The correlation between RYGRX and RMQAX is 0.87, 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. RMQAX - Dividend Comparison
RYGRX's dividend yield for the trailing twelve months is around 5.34%, less than RMQAX's 44.79% 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% |
RMQAX Rydex Monthly Rebalance NASDAQ-100 2x Strategy Fund | 44.79% | 36.27% | 26.02% | 3.76% | 0.00% | 2.18% | 5.30% | 0.10% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
RYGRX vs. RMQAX - Drawdown Comparison
The maximum RYGRX drawdown since its inception was -54.22%, smaller than the maximum RMQAX drawdown of -63.18%. Use the drawdown chart below to compare losses from any high point for RYGRX and RMQAX.
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Drawdown Indicators
| RYGRX | RMQAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.22% | -63.18% | +8.96% |
Max Drawdown (1Y)Largest decline over 1 year | -13.86% | -25.11% | +11.25% |
Max Drawdown (5Y)Largest decline over 5 years | -36.57% | -63.18% | +26.61% |
Max Drawdown (10Y)Largest decline over 10 years | -36.63% | -63.18% | +26.55% |
Current DrawdownCurrent decline from peak | -11.17% | -24.96% | +13.79% |
Average DrawdownAverage peak-to-trough decline | -9.48% | -13.05% | +3.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.47% | 7.20% | -3.73% |
Volatility
RYGRX vs. RMQAX - Volatility Comparison
The current volatility for Rydex S&P 500 Pure Growth Fund (RYGRX) is 8.03%, while Rydex Monthly Rebalance NASDAQ-100 2x Strategy Fund (RMQAX) has a volatility of 11.12%. This indicates that RYGRX experiences smaller price fluctuations and is considered to be less risky than RMQAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYGRX | RMQAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.03% | 11.12% | -3.09% |
Volatility (6M)Calculated over the trailing 6-month period | 14.52% | 25.22% | -10.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.02% | 47.33% | -22.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.26% | 46.16% | -22.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.66% | 46.29% | -23.63% |