RYMMX vs. HWSAX
Compare and contrast key facts about Rydex S&P MidCap 400 Pure Value Fund (RYMMX) and Hotchkis & Wiley Small Cap Value Fund Class A (HWSAX).
RYMMX is managed by Rydex Funds. It was launched on Feb 20, 2004. HWSAX is managed by Hotchkis & Wiley. It was launched on Jun 10, 2000.
Performance
RYMMX vs. HWSAX - Performance Comparison
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RYMMX vs. HWSAX - 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% |
HWSAX Hotchkis & Wiley Small Cap Value Fund Class A | 7.13% | 1.38% | 4.77% | 18.56% | 2.81% | 35.32% | -0.50% | 20.26% | -15.23% | 7.39% |
Returns By Period
In the year-to-date period, RYMMX achieves a -0.28% return, which is significantly lower than HWSAX's 7.13% return. Over the past 10 years, RYMMX has underperformed HWSAX with an annualized return of 8.72%, while HWSAX has yielded a comparatively higher 9.77% 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%
HWSAX
- 1D
- -0.30%
- 1M
- -0.14%
- YTD
- 7.13%
- 6M
- 5.59%
- 1Y
- 16.59%
- 3Y*
- 9.52%
- 5Y*
- 9.01%
- 10Y*
- 9.77%
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RYMMX vs. HWSAX - Expense Ratio Comparison
RYMMX has a 2.26% expense ratio, which is higher than HWSAX's 1.21% expense ratio.
Return for Risk
RYMMX vs. HWSAX — Risk / Return Rank
RYMMX
HWSAX
RYMMX vs. HWSAX - 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 Hotchkis & Wiley Small Cap Value Fund Class A (HWSAX). 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 | HWSAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.50 | 0.72 | -0.22 |
Sortino ratioReturn per unit of downside risk | 0.89 | 1.15 | -0.26 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.16 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.60 | 0.91 | -0.31 |
Martin ratioReturn relative to average drawdown | 1.90 | 3.37 | -1.47 |
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 | HWSAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.50 | 0.72 | -0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.42 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | 0.40 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.47 | -0.22 |
Correlation
The correlation between RYMMX and HWSAX is 0.92, 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. HWSAX - Dividend Comparison
RYMMX's dividend yield for the trailing twelve months is around 0.18%, less than HWSAX's 0.65% 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% |
HWSAX Hotchkis & Wiley Small Cap Value Fund Class A | 0.65% | 0.69% | 8.19% | 1.79% | 13.39% | 0.22% | 0.63% | 4.62% | 9.45% | 4.80% | 0.00% | 11.67% |
Drawdowns
RYMMX vs. HWSAX - Drawdown Comparison
The maximum RYMMX drawdown since its inception was -73.49%, roughly equal to the maximum HWSAX drawdown of -72.14%. Use the drawdown chart below to compare losses from any high point for RYMMX and HWSAX.
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Drawdown Indicators
| RYMMX | HWSAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.49% | -72.14% | -1.35% |
Max Drawdown (1Y)Largest decline over 1 year | -15.36% | -16.44% | +1.08% |
Max Drawdown (5Y)Largest decline over 5 years | -25.11% | -26.98% | +1.87% |
Max Drawdown (10Y)Largest decline over 10 years | -54.43% | -53.82% | -0.61% |
Current DrawdownCurrent decline from peak | -10.46% | -2.78% | -7.68% |
Average DrawdownAverage peak-to-trough decline | -12.05% | -11.03% | -1.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.82% | 4.43% | +0.39% |
Volatility
RYMMX vs. HWSAX - Volatility Comparison
Rydex S&P MidCap 400 Pure Value Fund (RYMMX) has a higher volatility of 4.77% compared to Hotchkis & Wiley Small Cap Value Fund Class A (HWSAX) at 4.15%. This indicates that RYMMX's price experiences larger fluctuations and is considered to be riskier than HWSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYMMX | HWSAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.77% | 4.15% | +0.62% |
Volatility (6M)Calculated over the trailing 6-month period | 13.05% | 12.90% | +0.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.00% | 23.98% | +0.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.08% | 21.70% | +0.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.07% | 24.64% | +0.43% |