RYRRX vs. SWPPX
Compare and contrast key facts about Rydex Russell 2000 Fund (RYRRX) and Schwab S&P 500 Index Fund (SWPPX).
RYRRX is managed by Rydex Funds. It was launched on May 31, 2006. SWPPX is a passively managed fund by Charles Schwab that tracks the performance of the S&P 500 Index. It was launched on May 19, 1997.
Performance
RYRRX vs. SWPPX - Performance Comparison
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RYRRX vs. SWPPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYRRX Rydex Russell 2000 Fund | -3.06% | 10.88% | 9.72% | 15.17% | -21.70% | 13.23% | 17.81% | 23.57% | -12.58% | 12.88% |
SWPPX Schwab S&P 500 Index Fund | -7.07% | 17.87% | 24.96% | 26.26% | -18.14% | 28.67% | 18.38% | 31.46% | -4.47% | 21.81% |
Returns By Period
In the year-to-date period, RYRRX achieves a -3.06% return, which is significantly higher than SWPPX's -7.07% return. Over the past 10 years, RYRRX has underperformed SWPPX with an annualized return of 7.67%, while SWPPX has yielded a comparatively higher 13.71% annualized return.
RYRRX
- 1D
- -1.44%
- 1M
- -8.36%
- YTD
- -3.06%
- 6M
- -1.42%
- 1Y
- 19.27%
- 3Y*
- 9.87%
- 5Y*
- 1.40%
- 10Y*
- 7.67%
SWPPX
- 1D
- -0.37%
- 1M
- -7.65%
- YTD
- -7.07%
- 6M
- -4.58%
- 1Y
- 14.43%
- 3Y*
- 17.15%
- 5Y*
- 11.39%
- 10Y*
- 13.71%
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RYRRX vs. SWPPX - Expense Ratio Comparison
RYRRX has a 1.60% expense ratio, which is higher than SWPPX's 0.02% expense ratio.
Return for Risk
RYRRX vs. SWPPX — Risk / Return Rank
RYRRX
SWPPX
RYRRX vs. SWPPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex Russell 2000 Fund (RYRRX) and Schwab S&P 500 Index Fund (SWPPX). 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 | SWPPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.81 | 0.84 | -0.02 |
Sortino ratioReturn per unit of downside risk | 1.28 | 1.30 | -0.02 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.20 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.17 | 1.06 | +0.11 |
Martin ratioReturn relative to average drawdown | 4.30 | 5.14 | -0.83 |
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 | SWPPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 0.84 | -0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | 0.68 | -0.62 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.33 | 0.76 | -0.43 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.48 | -0.25 |
Correlation
The correlation between RYRRX and SWPPX 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. SWPPX - Dividend Comparison
RYRRX's dividend yield for the trailing twelve months is around 0.67%, less than SWPPX's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYRRX Rydex Russell 2000 Fund | 0.67% | 0.65% | 1.02% | 0.19% | 0.00% | 12.84% | 0.00% | 1.46% | 0.00% | 4.82% | 0.00% | 2.66% |
SWPPX Schwab S&P 500 Index Fund | 1.19% | 1.11% | 1.23% | 1.43% | 1.67% | 1.27% | 1.81% | 1.95% | 2.67% | 1.79% | 2.55% | 3.17% |
Drawdowns
RYRRX vs. SWPPX - Drawdown Comparison
The maximum RYRRX drawdown since its inception was -60.36%, which is greater than SWPPX's maximum drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for RYRRX and SWPPX.
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Drawdown Indicators
| RYRRX | SWPPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.36% | -55.06% | -5.30% |
Max Drawdown (1Y)Largest decline over 1 year | -13.91% | -12.10% | -1.81% |
Max Drawdown (5Y)Largest decline over 5 years | -33.02% | -24.51% | -8.51% |
Max Drawdown (10Y)Largest decline over 10 years | -42.84% | -33.80% | -9.04% |
Current DrawdownCurrent decline from peak | -11.43% | -8.89% | -2.54% |
Average DrawdownAverage peak-to-trough decline | -12.32% | -10.00% | -2.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.77% | 2.49% | +1.28% |
Volatility
RYRRX vs. SWPPX - Volatility Comparison
Rydex Russell 2000 Fund (RYRRX) has a higher volatility of 6.57% compared to Schwab S&P 500 Index Fund (SWPPX) at 4.29%. This indicates that RYRRX's price experiences larger fluctuations and is considered to be riskier than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYRRX | SWPPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.57% | 4.29% | +2.28% |
Volatility (6M)Calculated over the trailing 6-month period | 14.07% | 9.11% | +4.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.09% | 18.14% | +4.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.54% | 16.89% | +5.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.38% | 18.19% | +5.19% |