RYNVX vs. VOO
Compare and contrast key facts about Rydex Nova Fund (RYNVX) and Vanguard S&P 500 ETF (VOO).
RYNVX is managed by Rydex Funds. It was launched on Jul 11, 1993. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
RYNVX vs. VOO - Performance Comparison
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RYNVX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYNVX Rydex Nova Fund | -7.55% | 21.42% | 33.14% | 35.31% | -29.96% | 42.56% | 19.64% | 45.58% | -10.24% | 31.17% |
VOO Vanguard S&P 500 ETF | -3.66% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, RYNVX achieves a -7.55% return, which is significantly lower than VOO's -3.66% return. Over the past 10 years, RYNVX has outperformed VOO with an annualized return of 16.69%, while VOO has yielded a comparatively lower 14.14% annualized return.
RYNVX
- 1D
- 4.35%
- 1M
- -7.82%
- YTD
- -7.55%
- 6M
- -5.46%
- 1Y
- 20.66%
- 3Y*
- 22.42%
- 5Y*
- 12.78%
- 10Y*
- 16.69%
VOO
- 1D
- 0.79%
- 1M
- -4.29%
- YTD
- -3.66%
- 6M
- -1.41%
- 1Y
- 18.17%
- 3Y*
- 18.58%
- 5Y*
- 11.93%
- 10Y*
- 14.14%
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RYNVX vs. VOO - Expense Ratio Comparison
RYNVX has a 1.23% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
RYNVX vs. VOO — Risk / Return Rank
RYNVX
VOO
RYNVX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex Nova Fund (RYNVX) and Vanguard S&P 500 ETF (VOO). 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.
| RYNVX | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.78 | 1.01 | -0.23 |
Sortino ratioReturn per unit of downside risk | 1.26 | 1.53 | -0.27 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.23 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.25 | 1.55 | -0.31 |
Martin ratioReturn relative to average drawdown | 5.59 | 7.31 | -1.72 |
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
| RYNVX | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.78 | 1.01 | -0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.71 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.79 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.83 | -0.45 |
Correlation
The correlation between RYNVX and VOO is 0.99, 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
RYNVX vs. VOO - Dividend Comparison
RYNVX's dividend yield for the trailing twelve months is around 0.82%, less than VOO's 1.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYNVX Rydex Nova Fund | 0.82% | 0.76% | 0.66% | 0.59% | 22.11% | 9.07% | 0.53% | 0.00% | 0.00% | 1.97% | 1.22% | 0.13% |
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
RYNVX vs. VOO - Drawdown Comparison
The maximum RYNVX drawdown since its inception was -76.54%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for RYNVX and VOO.
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Drawdown Indicators
| RYNVX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.54% | -33.99% | -42.55% |
Max Drawdown (1Y)Largest decline over 1 year | -17.91% | -11.98% | -5.93% |
Max Drawdown (5Y)Largest decline over 5 years | -40.92% | -24.52% | -16.40% |
Max Drawdown (10Y)Largest decline over 10 years | -48.58% | -33.99% | -14.59% |
Current DrawdownCurrent decline from peak | -10.09% | -5.55% | -4.54% |
Average DrawdownAverage peak-to-trough decline | -19.72% | -3.72% | -16.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.99% | 2.55% | +1.44% |
Volatility
RYNVX vs. VOO - Volatility Comparison
Rydex Nova Fund (RYNVX) has a higher volatility of 8.01% compared to Vanguard S&P 500 ETF (VOO) at 5.34%. This indicates that RYNVX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYNVX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.01% | 5.34% | +2.67% |
Volatility (6M)Calculated over the trailing 6-month period | 14.28% | 9.47% | +4.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.47% | 18.11% | +9.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.96% | 16.82% | +9.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.36% | 17.99% | +9.37% |