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RYSIX vs. VFINX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RYSIX vs. VFINX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rydex Electronics Fund (RYSIX) and Vanguard 500 Index Fund Investor Shares (VFINX). The values are adjusted to include any dividend payments, if applicable.

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RYSIX vs. VFINX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RYSIX
Rydex Electronics Fund
1.62%42.02%16.66%55.69%-32.46%38.65%56.73%59.80%-12.42%31.62%
VFINX
Vanguard 500 Index Fund Investor Shares
-7.09%17.71%24.84%26.12%-18.24%28.53%18.20%31.33%-4.55%21.66%

Returns By Period

In the year-to-date period, RYSIX achieves a 1.62% return, which is significantly higher than VFINX's -7.09% return. Over the past 10 years, RYSIX has outperformed VFINX with an annualized return of 24.10%, while VFINX has yielded a comparatively lower 13.60% 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%

VFINX

1D
-0.39%
1M
-7.69%
YTD
-7.09%
6M
-4.65%
1Y
14.30%
3Y*
17.02%
5Y*
11.26%
10Y*
13.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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.


Return for Risk

RYSIX vs. VFINX — Risk / Return Rank

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

RYSIX
RYSIX Risk / Return Rank: 9191
Overall Rank
RYSIX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
RYSIX Sortino Ratio Rank: 8888
Sortino Ratio Rank
RYSIX Omega Ratio Rank: 8484
Omega Ratio Rank
RYSIX Calmar Ratio Rank: 9696
Calmar Ratio Rank
RYSIX Martin Ratio Rank: 9696
Martin Ratio Rank

VFINX
VFINX Risk / Return Rank: 4545
Overall Rank
VFINX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
VFINX Sortino Ratio Rank: 4545
Sortino Ratio Rank
VFINX Omega Ratio Rank: 4949
Omega Ratio Rank
VFINX Calmar Ratio Rank: 4040
Calmar Ratio Rank
VFINX Martin Ratio Rank: 5252
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.

RYSIX vs. VFINX - Risk-Adjusted Trends 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.


RYSIXVFINXDifference

Sharpe ratio

Return per unit of total volatility

1.80

0.83

+0.97

Sortino ratio

Return per unit of downside risk

2.41

1.29

+1.13

Omega ratio

Gain probability vs. loss probability

1.34

1.20

+0.14

Calmar ratio

Return relative to maximum drawdown

3.70

1.05

+2.65

Martin ratio

Return relative to average drawdown

13.99

5.08

+8.91

RYSIX vs. VFINX - Sharpe Ratio Comparison

The current RYSIX Sharpe Ratio is 1.80, which is higher than the VFINX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of RYSIX and VFINX, 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


RYSIXVFINXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.80

0.83

+0.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.67

-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

0.59

-0.34

Correlation

The correlation between RYSIX and VFINX 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. VFINX - Dividend Comparison

RYSIX's dividend yield for the trailing twelve months is around 3.19%, more than VFINX's 1.11% yield.


TTM20252024202320222021202020192018201720162015
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%
VFINX
Vanguard 500 Index Fund Investor Shares
1.11%1.02%1.14%1.36%1.57%1.15%1.45%1.77%1.94%1.69%1.92%1.99%

Drawdowns

RYSIX vs. VFINX - Drawdown Comparison

The maximum RYSIX drawdown since its inception was -88.66%, 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.


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Drawdown Indicators


RYSIXVFINXDifference

Max Drawdown

Largest peak-to-trough decline

-88.66%

-55.25%

-33.41%

Max Drawdown (1Y)

Largest decline over 1 year

-17.54%

-12.12%

-5.42%

Max Drawdown (5Y)

Largest decline over 5 years

-43.80%

-24.59%

-19.21%

Max Drawdown (10Y)

Largest decline over 10 years

-43.80%

-33.83%

-9.97%

Current Drawdown

Current decline from peak

-14.87%

-8.92%

-5.95%

Average Drawdown

Average peak-to-trough decline

-50.02%

-8.31%

-41.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.64%

2.50%

+2.14%

Volatility

RYSIX vs. VFINX - Volatility Comparison

Rydex Electronics Fund (RYSIX) has a higher volatility of 11.41% compared to Vanguard 500 Index Fund Investor Shares (VFINX) at 4.24%. 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.


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Volatility by Period


RYSIXVFINXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.41%

4.24%

+7.17%

Volatility (6M)

Calculated over the trailing 6-month period

24.77%

9.08%

+15.69%

Volatility (1Y)

Calculated over the trailing 1-year period

39.19%

18.13%

+21.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.64%

16.86%

+18.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.18%

18.03%

+15.15%