RYMMX vs. FXAIX
Compare and contrast key facts about Rydex S&P MidCap 400 Pure Value Fund (RYMMX) and Fidelity 500 Index Fund (FXAIX).
RYMMX is managed by Rydex Funds. It was launched on Feb 20, 2004. FXAIX is a passively managed fund by Fidelity that tracks the performance of the S&P 500 Index. It was launched on Feb 17, 1988.
Performance
RYMMX vs. FXAIX - Performance Comparison
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RYMMX vs. FXAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYMMX Rydex S&P MidCap 400 Pure Value Fund | -0.28% | 5.11% | 3.49% | 26.78% | -6.06% | 30.05% | 5.74% | 20.83% | -19.66% | 12.28% |
FXAIX Fidelity 500 Index Fund | -7.05% | 17.84% | 25.01% | 26.29% | -18.14% | 28.71% | 18.42% | 31.48% | -4.43% | 21.82% |
Returns By Period
In the year-to-date period, RYMMX achieves a -0.28% return, which is significantly higher than FXAIX's -7.05% return. Over the past 10 years, RYMMX has underperformed FXAIX with an annualized return of 8.72%, while FXAIX has yielded a comparatively higher 13.75% annualized return.
RYMMX
- 1D
- -0.46%
- 1M
- -5.46%
- YTD
- -0.28%
- 6M
- -0.75%
- 1Y
- 11.70%
- 3Y*
- 9.97%
- 5Y*
- 6.64%
- 10Y*
- 8.72%
FXAIX
- 1D
- -0.39%
- 1M
- -7.68%
- YTD
- -7.05%
- 6M
- -4.59%
- 1Y
- 14.42%
- 3Y*
- 17.17%
- 5Y*
- 11.40%
- 10Y*
- 13.75%
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RYMMX vs. FXAIX - Expense Ratio Comparison
RYMMX has a 2.26% expense ratio, which is higher than FXAIX's 0.02% expense ratio.
Return for Risk
RYMMX vs. FXAIX — Risk / Return Rank
RYMMX
FXAIX
RYMMX vs. FXAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex S&P MidCap 400 Pure Value Fund (RYMMX) and Fidelity 500 Index Fund (FXAIX). 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.
| RYMMX | FXAIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.50 | 0.84 | -0.34 |
Sortino ratioReturn per unit of downside risk | 0.89 | 1.30 | -0.40 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.20 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.60 | 1.05 | -0.46 |
Martin ratioReturn relative to average drawdown | 1.90 | 5.13 | -3.23 |
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
| RYMMX | FXAIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.50 | 0.84 | -0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.68 | -0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | 0.77 | -0.42 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.75 | -0.50 |
Correlation
The correlation between RYMMX and FXAIX is 0.78, 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
RYMMX vs. FXAIX - Dividend Comparison
RYMMX's dividend yield for the trailing twelve months is around 0.18%, less than FXAIX's 1.20% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYMMX Rydex S&P MidCap 400 Pure Value Fund | 0.18% | 0.18% | 8.21% | 0.48% | 17.90% | 6.82% | 0.05% | 0.00% | 3.84% | 1.94% | 0.22% | 0.30% |
FXAIX Fidelity 500 Index Fund | 1.20% | 1.11% | 1.25% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% |
Drawdowns
RYMMX vs. FXAIX - Drawdown Comparison
The maximum RYMMX drawdown since its inception was -73.49%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for RYMMX and FXAIX.
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Drawdown Indicators
| RYMMX | FXAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.49% | -33.79% | -39.70% |
Max Drawdown (1Y)Largest decline over 1 year | -15.36% | -12.13% | -3.23% |
Max Drawdown (5Y)Largest decline over 5 years | -25.11% | -24.50% | -0.61% |
Max Drawdown (10Y)Largest decline over 10 years | -54.43% | -33.79% | -20.64% |
Current DrawdownCurrent decline from peak | -10.46% | -8.89% | -1.57% |
Average DrawdownAverage peak-to-trough decline | -12.05% | -3.83% | -8.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.82% | 2.50% | +2.32% |
Volatility
RYMMX vs. FXAIX - Volatility Comparison
Rydex S&P MidCap 400 Pure Value Fund (RYMMX) has a higher volatility of 4.77% compared to Fidelity 500 Index Fund (FXAIX) at 4.24%. This indicates that RYMMX's price experiences larger fluctuations and is considered to be riskier than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYMMX | FXAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.77% | 4.24% | +0.53% |
Volatility (6M)Calculated over the trailing 6-month period | 13.05% | 9.08% | +3.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.00% | 18.13% | +5.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.08% | 16.88% | +5.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.07% | 18.03% | +7.04% |