RYRRX vs. RYSOX
Compare and contrast key facts about Rydex Russell 2000 Fund (RYRRX) and Rydex S&P 500 Fund (RYSOX).
RYRRX is managed by Rydex Funds. It was launched on May 31, 2006. 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
RYRRX vs. RYSOX - Performance Comparison
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RYRRX vs. RYSOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYRRX Rydex Russell 2000 Fund | 0.29% | 10.88% | 9.72% | 15.17% | -21.70% | 13.23% | 17.81% | 23.57% | -12.58% | 12.88% |
RYSOX Rydex S&P 500 Fund | -4.62% | 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, RYRRX achieves a 0.29% return, which is significantly higher than RYSOX's -4.62% return. Over the past 10 years, RYRRX has underperformed RYSOX with an annualized return of 8.03%, while RYSOX has yielded a comparatively higher 12.15% annualized return.
RYRRX
- 1D
- 3.45%
- 1M
- -6.04%
- YTD
- 0.29%
- 6M
- 1.75%
- 1Y
- 23.38%
- 3Y*
- 11.12%
- 5Y*
- 1.79%
- 10Y*
- 8.03%
RYSOX
- 1D
- 2.92%
- 1M
- -5.04%
- YTD
- -4.62%
- 6M
- -2.83%
- 1Y
- 15.58%
- 3Y*
- 16.41%
- 5Y*
- 9.99%
- 10Y*
- 12.15%
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RYRRX vs. RYSOX - Expense Ratio Comparison
RYRRX has a 1.60% expense ratio, which is higher than RYSOX's 1.56% expense ratio.
Return for Risk
RYRRX vs. RYSOX — Risk / Return Rank
RYRRX
RYSOX
RYRRX vs. RYSOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex Russell 2000 Fund (RYRRX) 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.
| RYRRX | RYSOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.01 | 0.88 | +0.13 |
Sortino ratioReturn per unit of downside risk | 1.53 | 1.36 | +0.17 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.21 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.64 | 1.37 | +0.26 |
Martin ratioReturn relative to average drawdown | 5.98 | 6.46 | -0.48 |
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
| RYRRX | RYSOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | 0.88 | +0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.08 | 0.59 | -0.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.34 | 0.67 | -0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.44 | -0.20 |
Correlation
The correlation between RYRRX and RYSOX is 0.86, 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
RYRRX vs. RYSOX - Dividend Comparison
RYRRX's dividend yield for the trailing twelve months is around 0.65%, less than RYSOX's 2.77% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYRRX Rydex Russell 2000 Fund | 0.65% | 0.65% | 1.02% | 0.19% | 0.00% | 12.84% | 0.00% | 1.46% | 0.00% | 4.82% | 0.00% | 2.66% |
RYSOX Rydex S&P 500 Fund | 2.77% | 2.65% | 1.08% | 0.60% | 1.17% | 1.25% | 13.42% | 0.93% | 1.69% | 4.56% | 0.84% | 4.01% |
Drawdowns
RYRRX vs. RYSOX - Drawdown Comparison
The maximum RYRRX drawdown since its inception was -60.36%, which is greater than RYSOX's maximum drawdown of -55.24%. Use the drawdown chart below to compare losses from any high point for RYRRX and RYSOX.
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Drawdown Indicators
| RYRRX | RYSOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.36% | -55.24% | -5.12% |
Max Drawdown (1Y)Largest decline over 1 year | -13.91% | -12.14% | -1.77% |
Max Drawdown (5Y)Largest decline over 5 years | -33.02% | -25.45% | -7.57% |
Max Drawdown (10Y)Largest decline over 10 years | -42.84% | -34.05% | -8.79% |
Current DrawdownCurrent decline from peak | -8.37% | -6.41% | -1.96% |
Average DrawdownAverage peak-to-trough decline | -12.32% | -8.33% | -3.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.81% | 2.58% | +1.23% |
Volatility
RYRRX vs. RYSOX - Volatility Comparison
Rydex Russell 2000 Fund (RYRRX) has a higher volatility of 7.50% compared to Rydex S&P 500 Fund (RYSOX) at 5.32%. This indicates that RYRRX'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
| RYRRX | RYSOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.50% | 5.32% | +2.18% |
Volatility (6M)Calculated over the trailing 6-month period | 14.47% | 9.52% | +4.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.29% | 18.32% | +4.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.59% | 16.92% | +5.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.41% | 18.07% | +5.34% |