RYMMX vs. PRVIX
Compare and contrast key facts about Rydex S&P MidCap 400 Pure Value Fund (RYMMX) and T. Rowe Price Small-Cap Value Fund Class I (PRVIX).
RYMMX is managed by Rydex Funds. It was launched on Feb 20, 2004. PRVIX is a passively managed fund by T. Rowe Price that tracks the performance of the Russell 2000 Value Index. It was launched on Aug 28, 2015.
Performance
RYMMX vs. PRVIX - Performance Comparison
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RYMMX vs. PRVIX - 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% |
PRVIX T. Rowe Price Small-Cap Value Fund Class I | 1.00% | 21.38% | 10.96% | 12.46% | -18.42% | 25.60% | 12.58% | 25.95% | -11.49% | 12.86% |
Returns By Period
In the year-to-date period, RYMMX achieves a -0.28% return, which is significantly lower than PRVIX's 1.00% return. Over the past 10 years, RYMMX has underperformed PRVIX with an annualized return of 8.72%, while PRVIX has yielded a comparatively higher 10.74% 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%
PRVIX
- 1D
- -0.92%
- 1M
- -6.73%
- YTD
- 1.00%
- 6M
- 15.65%
- 1Y
- 29.88%
- 3Y*
- 15.16%
- 5Y*
- 6.86%
- 10Y*
- 10.74%
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RYMMX vs. PRVIX - Expense Ratio Comparison
RYMMX has a 2.26% expense ratio, which is higher than PRVIX's 0.66% expense ratio.
Return for Risk
RYMMX vs. PRVIX — Risk / Return Rank
RYMMX
PRVIX
RYMMX vs. PRVIX - 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 T. Rowe Price Small-Cap Value Fund Class I (PRVIX). 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 | PRVIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.50 | 1.30 | -0.81 |
Sortino ratioReturn per unit of downside risk | 0.89 | 2.08 | -1.19 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.28 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 0.60 | 1.93 | -1.34 |
Martin ratioReturn relative to average drawdown | 1.90 | 8.07 | -6.18 |
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 | PRVIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.50 | 1.30 | -0.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.34 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | 0.51 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.50 | -0.25 |
Correlation
The correlation between RYMMX and PRVIX is 0.90, 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. PRVIX - Dividend Comparison
RYMMX's dividend yield for the trailing twelve months is around 0.18%, less than PRVIX's 22.88% 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% |
PRVIX T. Rowe Price Small-Cap Value Fund Class I | 22.88% | 23.11% | 9.96% | 3.40% | 5.54% | 7.15% | 2.12% | 4.72% | 9.61% | 3.79% | 3.88% | 22.61% |
Drawdowns
RYMMX vs. PRVIX - Drawdown Comparison
The maximum RYMMX drawdown since its inception was -73.49%, which is greater than PRVIX's maximum drawdown of -40.95%. Use the drawdown chart below to compare losses from any high point for RYMMX and PRVIX.
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Drawdown Indicators
| RYMMX | PRVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.49% | -40.95% | -32.54% |
Max Drawdown (1Y)Largest decline over 1 year | -15.36% | -14.06% | -1.30% |
Max Drawdown (5Y)Largest decline over 5 years | -25.11% | -28.00% | +2.89% |
Max Drawdown (10Y)Largest decline over 10 years | -54.43% | -40.95% | -13.48% |
Current DrawdownCurrent decline from peak | -10.46% | -8.14% | -2.32% |
Average DrawdownAverage peak-to-trough decline | -12.05% | -8.44% | -3.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.82% | 3.65% | +1.17% |
Volatility
RYMMX vs. PRVIX - Volatility Comparison
The current volatility for Rydex S&P MidCap 400 Pure Value Fund (RYMMX) is 4.77%, while T. Rowe Price Small-Cap Value Fund Class I (PRVIX) has a volatility of 6.11%. This indicates that RYMMX experiences smaller price fluctuations and is considered to be less risky than PRVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYMMX | PRVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.77% | 6.11% | -1.34% |
Volatility (6M)Calculated over the trailing 6-month period | 13.05% | 15.98% | -2.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.00% | 23.85% | +0.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.08% | 20.43% | +1.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.07% | 21.29% | +3.78% |