RYMMX vs. VSIAX
Compare and contrast key facts about Rydex S&P MidCap 400 Pure Value Fund (RYMMX) and Vanguard Small-Cap Value Index Fund Admiral Shares (VSIAX).
RYMMX is managed by Rydex Funds. It was launched on Feb 20, 2004. VSIAX is managed by Vanguard. It was launched on Sep 27, 2011.
Performance
RYMMX vs. VSIAX - Performance Comparison
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RYMMX vs. VSIAX - 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% |
VSIAX Vanguard Small-Cap Value Index Fund Admiral Shares | 0.80% | 9.09% | 11.34% | 17.06% | -9.31% | 28.10% | 5.80% | 22.76% | -12.24% | 11.80% |
Returns By Period
In the year-to-date period, RYMMX achieves a -0.28% return, which is significantly lower than VSIAX's 0.80% return. Over the past 10 years, RYMMX has underperformed VSIAX with an annualized return of 8.72%, while VSIAX has yielded a comparatively higher 9.83% 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%
VSIAX
- 1D
- -0.40%
- 1M
- -7.12%
- YTD
- 0.80%
- 6M
- 2.85%
- 1Y
- 16.28%
- 3Y*
- 12.51%
- 5Y*
- 7.35%
- 10Y*
- 9.83%
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RYMMX vs. VSIAX - Expense Ratio Comparison
RYMMX has a 2.26% expense ratio, which is higher than VSIAX's 0.07% expense ratio.
Return for Risk
RYMMX vs. VSIAX — Risk / Return Rank
RYMMX
VSIAX
RYMMX vs. VSIAX - 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 Vanguard Small-Cap Value Index Fund Admiral Shares (VSIAX). 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 | VSIAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.50 | 0.81 | -0.32 |
Sortino ratioReturn per unit of downside risk | 0.89 | 1.27 | -0.38 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.17 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.60 | 1.03 | -0.44 |
Martin ratioReturn relative to average drawdown | 1.90 | 4.28 | -2.39 |
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 | VSIAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.50 | 0.81 | -0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.37 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | 0.44 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.55 | -0.31 |
Correlation
The correlation between RYMMX and VSIAX is 0.95, 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. VSIAX - Dividend Comparison
RYMMX's dividend yield for the trailing twelve months is around 0.18%, less than VSIAX's 1.95% 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% |
VSIAX Vanguard Small-Cap Value Index Fund Admiral Shares | 1.95% | 1.95% | 1.98% | 2.10% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% |
Drawdowns
RYMMX vs. VSIAX - Drawdown Comparison
The maximum RYMMX drawdown since its inception was -73.49%, which is greater than VSIAX's maximum drawdown of -45.39%. Use the drawdown chart below to compare losses from any high point for RYMMX and VSIAX.
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Drawdown Indicators
| RYMMX | VSIAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.49% | -45.39% | -28.10% |
Max Drawdown (1Y)Largest decline over 1 year | -15.36% | -14.16% | -1.20% |
Max Drawdown (5Y)Largest decline over 5 years | -25.11% | -24.09% | -1.02% |
Max Drawdown (10Y)Largest decline over 10 years | -54.43% | -45.39% | -9.04% |
Current DrawdownCurrent decline from peak | -10.46% | -8.24% | -2.22% |
Average DrawdownAverage peak-to-trough decline | -12.05% | -5.54% | -6.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.82% | 3.42% | +1.40% |
Volatility
RYMMX vs. VSIAX - Volatility Comparison
Rydex S&P MidCap 400 Pure Value Fund (RYMMX) and Vanguard Small-Cap Value Index Fund Admiral Shares (VSIAX) have volatilities of 4.77% and 4.89%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYMMX | VSIAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.77% | 4.89% | -0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 13.05% | 11.03% | +2.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.00% | 20.62% | +3.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.08% | 19.83% | +2.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.07% | 22.44% | +2.63% |