RYPMX vs. RYSOX
Compare and contrast key facts about Rydex Precious Metals Fund (RYPMX) and Rydex S&P 500 Fund (RYSOX).
RYPMX is managed by Rydex Funds. It was launched on Nov 30, 1993. RYSOX is a passively managed fund by Rydex Funds that tracks the performance of the S&P 500 Index. It was launched on May 31, 2006.
Performance
RYPMX vs. RYSOX - Performance Comparison
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RYPMX vs. RYSOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYPMX Rydex Precious Metals Fund | 1.40% | 148.94% | 10.14% | 4.24% | -10.57% | -8.96% | 34.25% | 52.91% | -16.56% | 7.04% |
RYSOX Rydex S&P 500 Fund | -7.32% | 15.93% | 22.98% | 24.15% | -19.47% | 26.68% | 16.25% | 29.15% | -6.01% | 19.53% |
Returns By Period
In the year-to-date period, RYPMX achieves a 1.40% return, which is significantly higher than RYSOX's -7.32% return. Over the past 10 years, RYPMX has outperformed RYSOX with an annualized return of 16.79%, while RYSOX has yielded a comparatively lower 11.83% annualized return.
RYPMX
- 1D
- -1.05%
- 1M
- -26.51%
- YTD
- 1.40%
- 6M
- 16.87%
- 1Y
- 95.65%
- 3Y*
- 37.97%
- 5Y*
- 20.57%
- 10Y*
- 16.79%
RYSOX
- 1D
- -0.40%
- 1M
- -7.69%
- YTD
- -7.32%
- 6M
- -5.26%
- 1Y
- 12.73%
- 3Y*
- 15.30%
- 5Y*
- 9.61%
- 10Y*
- 11.83%
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RYPMX vs. RYSOX - Expense Ratio Comparison
RYPMX has a 1.26% expense ratio, which is lower than RYSOX's 1.56% expense ratio.
Return for Risk
RYPMX vs. RYSOX — Risk / Return Rank
RYPMX
RYSOX
RYPMX vs. RYSOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex Precious Metals Fund (RYPMX) and Rydex S&P 500 Fund (RYSOX). 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.
| RYPMX | RYSOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.12 | 0.74 | +1.38 |
Sortino ratioReturn per unit of downside risk | 2.36 | 1.17 | +1.19 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.18 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 3.05 | 0.92 | +2.13 |
Martin ratioReturn relative to average drawdown | 11.29 | 4.36 | +6.93 |
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
| RYPMX | RYSOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.12 | 0.74 | +1.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.57 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.66 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.07 | 0.43 | -0.36 |
Correlation
The correlation between RYPMX and RYSOX is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
RYPMX vs. RYSOX - Dividend Comparison
RYPMX's dividend yield for the trailing twelve months is around 2.96%, more than RYSOX's 2.86% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYPMX Rydex Precious Metals Fund | 2.96% | 3.01% | 0.00% | 3.51% | 7.15% | 6.39% | 1.06% | 2.08% | 1.35% | 5.53% | 4.04% | 0.58% |
RYSOX Rydex S&P 500 Fund | 2.86% | 2.65% | 1.08% | 0.60% | 1.17% | 1.25% | 13.42% | 0.93% | 1.69% | 4.56% | 0.84% | 4.01% |
Drawdowns
RYPMX vs. RYSOX - Drawdown Comparison
The maximum RYPMX drawdown since its inception was -81.25%, which is greater than RYSOX's maximum drawdown of -55.24%. Use the drawdown chart below to compare losses from any high point for RYPMX and RYSOX.
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Drawdown Indicators
| RYPMX | RYSOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.25% | -55.24% | -26.01% |
Max Drawdown (1Y)Largest decline over 1 year | -30.86% | -12.14% | -18.72% |
Max Drawdown (5Y)Largest decline over 5 years | -46.83% | -25.45% | -21.38% |
Max Drawdown (10Y)Largest decline over 10 years | -47.81% | -34.05% | -13.76% |
Current DrawdownCurrent decline from peak | -26.51% | -9.06% | -17.45% |
Average DrawdownAverage peak-to-trough decline | -40.48% | -8.33% | -32.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.33% | 2.55% | +5.78% |
Volatility
RYPMX vs. RYSOX - Volatility Comparison
Rydex Precious Metals Fund (RYPMX) has a higher volatility of 16.06% compared to Rydex S&P 500 Fund (RYSOX) at 4.22%. This indicates that RYPMX's price experiences larger fluctuations and is considered to be riskier than RYSOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYPMX | RYSOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.06% | 4.22% | +11.84% |
Volatility (6M)Calculated over the trailing 6-month period | 37.91% | 9.06% | +28.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.69% | 18.13% | +27.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.30% | 16.87% | +19.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.25% | 18.05% | +19.20% |