RYSIX vs. VFINX
Compare and contrast key facts about Rydex Electronics Fund (RYSIX) and Vanguard 500 Index Fund Investor Shares (VFINX).
RYSIX is managed by Rydex Funds. It was launched on Mar 31, 1998. VFINX is managed by Vanguard.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RYSIX or VFINX.
Performance
RYSIX vs. VFINX - Performance Comparison
Returns By Period
In the year-to-date period, RYSIX achieves a 14.23% return, which is significantly lower than VFINX's 25.41% return. Over the past 10 years, RYSIX has outperformed VFINX with an annualized return of 18.61%, while VFINX has yielded a comparatively lower 13.08% annualized return.
RYSIX
14.23%
-6.41%
-6.02%
27.73%
22.19%
18.61%
VFINX
25.41%
1.17%
12.15%
32.02%
15.57%
13.08%
Key characteristics
| RYSIX | VFINX | |
|---|---|---|
| Sharpe Ratio | 0.75 | 2.60 |
| Sortino Ratio | 1.18 | 3.47 |
| Omega Ratio | 1.15 | 1.48 |
| Calmar Ratio | 1.02 | 3.76 |
| Martin Ratio | 2.64 | 16.87 |
| Ulcer Index | 9.64% | 1.88% |
| Daily Std Dev | 33.82% | 12.24% |
| Max Drawdown | -88.67% | -55.25% |
| Current Drawdown | -17.60% | -1.35% |
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RYSIX vs. VFINX - Expense Ratio Comparison
RYSIX has a 1.36% expense ratio, which is higher than VFINX's 0.14% expense ratio.
Correlation
The correlation between RYSIX and VFINX is 0.75, 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. VFINX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex Electronics Fund (RYSIX) and Vanguard 500 Index Fund Investor Shares (VFINX). 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. VFINX - Dividend Comparison
RYSIX has not paid dividends to shareholders, while VFINX's dividend yield for the trailing twelve months is around 1.15%.
| 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% |
VFINX Vanguard 500 Index Fund Investor Shares | 1.15% | 1.36% | 1.57% | 1.15% | 1.84% | 1.77% | 1.94% | 1.69% | 1.92% | 1.99% | 1.74% | 1.73% |
Drawdowns
RYSIX vs. VFINX - Drawdown Comparison
The maximum RYSIX drawdown since its inception was -88.67%, which is greater than VFINX's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for RYSIX and VFINX. For additional features, visit the drawdowns tool.
Volatility
RYSIX vs. VFINX - Volatility Comparison
Rydex Electronics Fund (RYSIX) has a higher volatility of 8.63% compared to Vanguard 500 Index Fund Investor Shares (VFINX) at 4.06%. This indicates that RYSIX's price experiences larger fluctuations and is considered to be riskier than VFINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.