RYGRX vs. XYLD
Compare and contrast key facts about Rydex S&P 500 Pure Growth Fund (RYGRX) and Global X S&P 500 Covered Call ETF (XYLD).
RYGRX is managed by Rydex Funds. It was launched on Feb 20, 2004. XYLD is a passively managed fund by Global X that tracks the performance of the Cboe S&P 500 BuyWrite Index. It was launched on Jun 24, 2013.
Performance
RYGRX vs. XYLD - Performance Comparison
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RYGRX vs. XYLD - 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% |
XYLD Global X S&P 500 Covered Call ETF | -0.58% | 8.02% | 19.49% | 11.10% | -12.05% | 19.59% | -0.56% | 21.41% | -6.09% | 16.49% |
Returns By Period
In the year-to-date period, RYGRX achieves a -0.20% return, which is significantly higher than XYLD's -0.58% return. Over the past 10 years, RYGRX has outperformed XYLD with an annualized return of 10.37%, while XYLD has yielded a comparatively lower 7.92% 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%
XYLD
- 1D
- 0.46%
- 1M
- -2.54%
- YTD
- -0.58%
- 6M
- 5.60%
- 1Y
- 10.98%
- 3Y*
- 10.37%
- 5Y*
- 7.05%
- 10Y*
- 7.92%
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RYGRX vs. XYLD - Expense Ratio Comparison
RYGRX has a 2.26% expense ratio, which is higher than XYLD's 0.60% expense ratio.
Return for Risk
RYGRX vs. XYLD — Risk / Return Rank
RYGRX
XYLD
RYGRX vs. XYLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex S&P 500 Pure Growth Fund (RYGRX) and Global X S&P 500 Covered Call ETF (XYLD). 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 | XYLD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.79 | 0.79 | 0.00 |
Sortino ratioReturn per unit of downside risk | 1.26 | 1.27 | 0.00 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.26 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.47 | 1.09 | +0.38 |
Martin ratioReturn relative to average drawdown | 5.82 | 6.37 | -0.55 |
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 | XYLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.79 | 0.79 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.63 | -0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.56 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.57 | -0.19 |
Correlation
The correlation between RYGRX and XYLD is 0.74, 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. XYLD - Dividend Comparison
RYGRX's dividend yield for the trailing twelve months is around 5.10%, less than XYLD's 10.93% 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% |
XYLD Global X S&P 500 Covered Call ETF | 10.93% | 10.51% | 11.54% | 10.51% | 13.43% | 9.07% | 7.93% | 5.76% | 7.12% | 5.18% | 3.23% | 4.65% |
Drawdowns
RYGRX vs. XYLD - Drawdown Comparison
The maximum RYGRX drawdown since its inception was -54.22%, which is greater than XYLD's maximum drawdown of -33.46%. Use the drawdown chart below to compare losses from any high point for RYGRX and XYLD.
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Drawdown Indicators
| RYGRX | XYLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.22% | -33.46% | -20.76% |
Max Drawdown (1Y)Largest decline over 1 year | -13.86% | -10.14% | -3.72% |
Max Drawdown (5Y)Largest decline over 5 years | -36.57% | -18.66% | -17.91% |
Max Drawdown (10Y)Largest decline over 10 years | -36.63% | -33.46% | -3.17% |
Current DrawdownCurrent decline from peak | -6.98% | -2.94% | -4.04% |
Average DrawdownAverage peak-to-trough decline | -9.48% | -3.76% | -5.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.50% | 1.73% | +1.77% |
Volatility
RYGRX vs. XYLD - Volatility Comparison
Rydex S&P 500 Pure Growth Fund (RYGRX) has a higher volatility of 9.53% compared to Global X S&P 500 Covered Call ETF (XYLD) at 4.03%. This indicates that RYGRX's price experiences larger fluctuations and is considered to be riskier than XYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYGRX | XYLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.53% | 4.03% | +5.50% |
Volatility (6M)Calculated over the trailing 6-month period | 15.25% | 5.83% | +9.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.40% | 13.99% | +11.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.34% | 11.30% | +12.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.71% | 14.23% | +8.48% |