RYSIX vs. SWPPX
Compare and contrast key facts about Rydex Electronics Fund (RYSIX) and Schwab S&P 500 Index Fund (SWPPX).
RYSIX is managed by Rydex Funds. It was launched on Mar 31, 1998. 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
RYSIX vs. SWPPX - Performance Comparison
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RYSIX vs. SWPPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYSIX Rydex Electronics Fund | 1.62% | 42.02% | 16.66% | 55.69% | -32.46% | 38.65% | 56.73% | 59.80% | -12.42% | 31.62% |
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, RYSIX achieves a 1.62% return, which is significantly higher than SWPPX's -7.07% return. Over the past 10 years, RYSIX has outperformed SWPPX with an annualized return of 24.10%, while SWPPX has yielded a comparatively lower 13.71% annualized return.
RYSIX
- 1D
- -4.02%
- 1M
- -10.66%
- YTD
- 1.62%
- 6M
- 10.23%
- 1Y
- 70.84%
- 3Y*
- 27.63%
- 5Y*
- 17.49%
- 10Y*
- 24.10%
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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RYSIX vs. SWPPX - Expense Ratio Comparison
RYSIX has a 1.36% expense ratio, which is higher than SWPPX's 0.02% expense ratio.
Return for Risk
RYSIX vs. SWPPX — Risk / Return Rank
RYSIX
SWPPX
RYSIX vs. SWPPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex Electronics Fund (RYSIX) 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.
| RYSIX | SWPPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.80 | 0.84 | +0.97 |
Sortino ratioReturn per unit of downside risk | 2.41 | 1.30 | +1.12 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.20 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 3.70 | 1.06 | +2.64 |
Martin ratioReturn relative to average drawdown | 13.99 | 5.14 | +8.85 |
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
| RYSIX | SWPPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.80 | 0.84 | +0.97 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.68 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.76 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.48 | -0.22 |
Correlation
The correlation between RYSIX and SWPPX is 0.76, 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
RYSIX vs. SWPPX - Dividend Comparison
RYSIX's dividend yield for the trailing twelve months is around 3.19%, more than SWPPX's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYSIX Rydex Electronics Fund | 3.19% | 3.24% | 1.73% | 0.00% | 0.00% | 3.34% | 2.04% | 0.01% | 10.18% | 0.05% | 0.00% | 0.16% |
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
RYSIX vs. SWPPX - Drawdown Comparison
The maximum RYSIX drawdown since its inception was -88.66%, which is greater than SWPPX's maximum drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for RYSIX and SWPPX.
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Drawdown Indicators
| RYSIX | SWPPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.66% | -55.06% | -33.60% |
Max Drawdown (1Y)Largest decline over 1 year | -17.54% | -12.10% | -5.44% |
Max Drawdown (5Y)Largest decline over 5 years | -43.80% | -24.51% | -19.29% |
Max Drawdown (10Y)Largest decline over 10 years | -43.80% | -33.80% | -10.00% |
Current DrawdownCurrent decline from peak | -14.87% | -8.89% | -5.98% |
Average DrawdownAverage peak-to-trough decline | -50.02% | -10.00% | -40.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.64% | 2.49% | +2.15% |
Volatility
RYSIX vs. SWPPX - Volatility Comparison
Rydex Electronics Fund (RYSIX) has a higher volatility of 11.41% compared to Schwab S&P 500 Index Fund (SWPPX) at 4.29%. This indicates that RYSIX'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
| RYSIX | SWPPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.41% | 4.29% | +7.12% |
Volatility (6M)Calculated over the trailing 6-month period | 24.77% | 9.11% | +15.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.19% | 18.14% | +21.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.64% | 16.89% | +18.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.18% | 18.19% | +14.99% |