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RYRRX vs. SWPPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RYRRX vs. SWPPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rydex Russell 2000 Fund (RYRRX) and Schwab S&P 500 Index Fund (SWPPX). The values are adjusted to include any dividend payments, if applicable.

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RYRRX vs. SWPPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RYRRX
RYRRX Risk / Return Rank: 4040
Overall Rank
RYRRX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
RYRRX Sortino Ratio Rank: 4242
Sortino Ratio Rank
RYRRX Omega Ratio Rank: 3333
Omega Ratio Rank
RYRRX Calmar Ratio Rank: 4747
Calmar Ratio Rank
RYRRX Martin Ratio Rank: 4242
Martin Ratio Rank

SWPPX
SWPPX Risk / Return Rank: 4646
Overall Rank
SWPPX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
SWPPX Sortino Ratio Rank: 4545
Sortino Ratio Rank
SWPPX Omega Ratio Rank: 5050
Omega Ratio Rank
SWPPX Calmar Ratio Rank: 4242
Calmar Ratio Rank
SWPPX Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


RYRRXSWPPXDifference

Sharpe ratio

Return per unit of total volatility

0.81

0.84

-0.02

Sortino ratio

Return per unit of downside risk

1.28

1.30

-0.02

Omega ratio

Gain probability vs. loss probability

1.16

1.20

-0.04

Calmar ratio

Return relative to maximum drawdown

1.17

1.06

+0.11

Martin ratio

Return relative to average drawdown

4.30

5.14

-0.83

RYRRX vs. SWPPX - Sharpe Ratio Comparison

The current RYRRX Sharpe Ratio is 0.81, which is comparable to the SWPPX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of RYRRX and SWPPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RYRRXSWPPXDifference

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.


TTM20252024202320222021202020192018201720162015
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


RYRRXSWPPXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-11.43%

-8.89%

-2.54%

Average Drawdown

Average peak-to-trough decline

-12.32%

-10.00%

-2.32%

Ulcer Index

Depth 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


RYRRXSWPPXDifference

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%