RYSIX vs. SWLGX
Compare and contrast key facts about Rydex Electronics Fund (RYSIX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX).
RYSIX is managed by Rydex Funds. It was launched on Mar 31, 1998. SWLGX is a passively managed fund by Charles Schwab that tracks the performance of the Russell 1000 Growth Index. It was launched on Dec 20, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RYSIX or SWLGX.
Performance
RYSIX vs. SWLGX - Performance Comparison
Returns By Period
In the year-to-date period, RYSIX achieves a 16.15% return, which is significantly lower than SWLGX's 30.77% return.
RYSIX
16.15%
-2.96%
-6.41%
29.69%
22.56%
18.71%
SWLGX
30.77%
4.13%
14.30%
36.34%
19.57%
N/A
Key characteristics
| RYSIX | SWLGX | |
|---|---|---|
| Sharpe Ratio | 0.88 | 2.17 |
| Sortino Ratio | 1.33 | 2.83 |
| Omega Ratio | 1.17 | 1.40 |
| Calmar Ratio | 1.19 | 2.77 |
| Martin Ratio | 3.05 | 10.85 |
| Ulcer Index | 9.74% | 3.35% |
| Daily Std Dev | 33.79% | 16.73% |
| Max Drawdown | -88.67% | -32.69% |
| Current Drawdown | -16.21% | -1.10% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
RYSIX vs. SWLGX - Expense Ratio Comparison
RYSIX has a 1.36% expense ratio, which is higher than SWLGX's 0.04% expense ratio.
Correlation
The correlation between RYSIX and SWLGX is 0.83, 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.
Risk-Adjusted Performance
RYSIX vs. SWLGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex Electronics Fund (RYSIX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX). 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.
Dividends
RYSIX vs. SWLGX - Dividend Comparison
RYSIX has not paid dividends to shareholders, while SWLGX's dividend yield for the trailing twelve months is around 0.51%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYSIX Rydex Electronics Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.00% | 0.05% | 0.00% | 0.16% | 0.00% | 0.06% |
SWLGX Schwab U.S. Large-Cap Growth Index Fund | 0.51% | 0.67% | 0.93% | 0.57% | 0.67% | 0.96% | 1.03% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
RYSIX vs. SWLGX - Drawdown Comparison
The maximum RYSIX drawdown since its inception was -88.67%, which is greater than SWLGX's maximum drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for RYSIX and SWLGX. For additional features, visit the drawdowns tool.
Volatility
RYSIX vs. SWLGX - Volatility Comparison
Rydex Electronics Fund (RYSIX) has a higher volatility of 8.67% compared to Schwab U.S. Large-Cap Growth Index Fund (SWLGX) at 5.28%. This indicates that RYSIX's price experiences larger fluctuations and is considered to be riskier than SWLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.