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 | -4.70% | 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 | -1.04% | 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 -4.70% return, which is significantly lower than XYLD's -1.04% return. Over the past 10 years, RYGRX has outperformed XYLD with an annualized return of 9.87%, while XYLD has yielded a comparatively lower 7.87% 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%
XYLD
- 1D
- 2.01%
- 1M
- -2.96%
- YTD
- -1.04%
- 6M
- 5.33%
- 1Y
- 10.53%
- 3Y*
- 10.21%
- 5Y*
- 6.95%
- 10Y*
- 7.87%
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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 | 0.60 | 0.76 | -0.15 |
Sortino ratioReturn per unit of downside risk | 1.00 | 1.22 | -0.22 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.25 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.87 | 1.10 | -0.22 |
Martin ratioReturn relative to average drawdown | 3.49 | 6.46 | -2.97 |
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 | 0.60 | 0.76 | -0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.62 | -0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.55 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.57 | -0.20 |
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 5.34%, less than XYLD's 10.98% 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% |
XYLD Global X S&P 500 Covered Call ETF | 10.98% | 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 | -11.17% | -3.39% | -7.78% |
Average DrawdownAverage peak-to-trough decline | -9.48% | -3.76% | -5.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.47% | 1.72% | +1.75% |
Volatility
RYGRX vs. XYLD - Volatility Comparison
Rydex S&P 500 Pure Growth Fund (RYGRX) has a higher volatility of 8.03% compared to Global X S&P 500 Covered Call ETF (XYLD) at 4.01%. 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 | 8.03% | 4.01% | +4.02% |
Volatility (6M)Calculated over the trailing 6-month period | 14.52% | 5.82% | +8.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.02% | 13.99% | +11.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.26% | 11.31% | +11.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.66% | 14.23% | +8.43% |