RYLIX vs. RYGRX
RYLIX (Rydex Leisure Fund) and RYGRX (Rydex S&P 500 Pure Growth Fund) are both mutual funds - RYLIX is a Consumer Discretionary Equities fund managed by Rydex Funds, while RYGRX is a Large Cap Growth Equities fund managed by Rydex Funds. Over the past 10 years, RYLIX returned 6.92%/yr vs 11.74%/yr for RYGRX. Their correlation of 0.81 means they have usually moved in the same direction. RYLIX charges 1.39%/yr vs 2.26%/yr for RYGRX.
Performance
RYLIX vs. RYGRX - Performance Comparison
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Returns By Period
In the year-to-date period, RYLIX achieves a -1.00% return, which is significantly lower than RYGRX's 18.58% return. Over the past 10 years, RYLIX has underperformed RYGRX with an annualized return of 6.92%, while RYGRX has yielded a comparatively higher 11.74% annualized return.
RYLIX
- 1D
- -1.13%
- 1M
- 0.32%
- 6M
- 0.66%
- YTD
- -1.00%
- 1Y
- 0.17%
- 3Y*
- 7.54%
- 5Y*
- 1.26%
- 10Y*
- 6.92%
- ALL TIME*
- 5.17%
RYGRX
- 1D
- 5.27%
- 1M
- -6.70%
- 6M
- 13.58%
- YTD
- 18.58%
- 1Y
- 19.41%
- 3Y*
- 18.75%
- 5Y*
- 6.12%
- 10Y*
- 11.74%
- ALL TIME*
- 9.16%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
RYLIX Rydex Leisure Fund | $0.00 | $0.00 | $0.00 |
RYLIX vs. RYGRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYLIX Rydex Leisure Fund | -1.00% | 8.99% | 17.03% | 22.86% | -26.98% | 0.91% | 21.26% | 29.89% | -13.22% | 20.52% |
RYGRX Rydex S&P 500 Pure Growth Fund | 18.58% | 11.00% | 25.73% | 5.80% | -28.71% | 26.61% | 26.34% | 34.13% | -6.28% | 23.74% |
Correlation
The correlation between RYLIX and RYGRX is 0.34, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.34 |
Correlation (3Y) Balances recent behavior with more history. | 0.60 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.70 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.73 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2005 | 0.81 |
Over the past year, the correlation between RYLIX and RYGRX has dropped to 0.34 - well below their long-term average of 0.81, suggesting their price drivers have been diverging.
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Return for Risk
RYLIX vs. RYGRX — Risk / Return Rank
RYLIX
RYGRX
RYLIX vs. RYGRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex Leisure Fund (RYLIX) and Rydex S&P 500 Pure Growth Fund (RYGRX). 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.
| RYLIX | RYGRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.84 | ||
| Sortino ratioReturn per unit of downside risk | -1.22 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.13 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | -0.20 | 0.96 | -1.16 |
| Martin ratioReturn relative to average drawdown | -0.39 | 4.03 | -4.42 |
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Drawdowns
RYLIX vs. RYGRX - Drawdown Comparison
The maximum RYLIX drawdown since its inception was -68.20%, which is greater than RYGRX's maximum drawdown of -54.22%. Use the drawdown chart below to compare losses from any high point for RYLIX and RYGRX.
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Drawdown Indicators
| RYLIX | RYGRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.20% | -54.22% | -13.98% |
Max Drawdown (1Y)Largest decline over 1 year | -14.04% | -17.01% | +2.97% |
Max Drawdown (3Y)Largest decline over 3 years | -19.18% | -24.95% | +5.77% |
Max Drawdown (5Y)Largest decline over 5 years | -38.33% | -36.57% | -1.76% |
Max Drawdown (10Y)Largest decline over 10 years | -42.27% | -36.63% | -5.64% |
Current DrawdownCurrent decline from peak | -5.60% | -12.64% | +7.04% |
Average DrawdownAverage peak-to-trough decline | -16.32% | -9.38% | -6.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.96% | 4.08% | +2.88% |
Volatility
RYLIX vs. RYGRX - Volatility Comparison
The current volatility for Rydex Leisure Fund (RYLIX) is 5.21%, while Rydex S&P 500 Pure Growth Fund (RYGRX) has a volatility of 10.93%. This indicates that RYLIX experiences smaller price fluctuations and is considered to be less risky than RYGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYLIX | RYGRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.21% | 10.93% | -5.72% |
Volatility (6M)Calculated over the trailing 6-month period | 11.91% | 22.15% | -10.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.95% | 24.88% | -9.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.98% | 24.47% | -4.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.08% | 23.34% | -3.26% |
RYLIX vs. RYGRX - Expense Ratio Comparison
RYLIX has a 1.39% expense ratio, which is lower than RYGRX's 2.26% expense ratio.
Dividends
RYLIX vs. RYGRX - Dividend Comparison
RYLIX's dividend yield for the trailing twelve months is around 0.06%, less than RYGRX's 4.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYGRX Rydex S&P 500 Pure Growth Fund | 4.29% | 5.09% | 0.00% | 0.00% | 0.00% | 2.81% | 4.43% | 12.10% | 7.15% | 6.26% | 0.05% | 2.96% |
RYLIX Rydex Leisure Fund | 0.06% | 0.06% | 0.43% | 0.06% | 0.00% | 6.14% | 0.00% | 0.24% | 8.04% | 6.23% | 0.49% | 0.72% |
Frequently Asked Questions
RYLIX and RYGRX have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RYGRX has higher volatility (10.93%) compared to RYLIX (5.21%). In terms of maximum drawdown, RYLIX dropped -68.20% vs RYGRX's -54.22%.
RYGRX currently has the higher Sharpe Ratio (0.66 vs -0.18), 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.
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