RYSOX vs. BSPPX
Compare and contrast key facts about Rydex S&P 500 Fund (RYSOX) and iShares S&P 500 Index Fund Investor P Shares (BSPPX).
RYSOX is a passively managed fund by Rydex Funds that tracks the performance of the S&P 500 Index. It was launched on May 31, 2006. BSPPX is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on Aug 6, 2018. Both RYSOX and BSPPX are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
RYSOX vs. BSPPX - Performance Comparison
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RYSOX vs. BSPPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
RYSOX Rydex S&P 500 Fund | -4.62% | 15.93% | 22.98% | 24.15% | -19.47% | 26.68% | 16.25% | 29.15% | -13.93% |
BSPPX iShares S&P 500 Index Fund Investor P Shares | -4.62% | 17.46% | 24.54% | 25.85% | -18.40% | 28.23% | 18.05% | 31.02% | -13.57% |
Returns By Period
As of year-to-date, both investments have demonstrated similar returns, with RYSOX at -4.62% and BSPPX at -4.62%.
RYSOX
- 1D
- 2.92%
- 1M
- -5.04%
- YTD
- -4.62%
- 6M
- -2.83%
- 1Y
- 15.58%
- 3Y*
- 16.41%
- 5Y*
- 9.99%
- 10Y*
- 12.15%
BSPPX
- 1D
- 2.70%
- 1M
- -5.25%
- YTD
- -4.62%
- 6M
- -2.54%
- 1Y
- 16.68%
- 3Y*
- 17.80%
- 5Y*
- 11.35%
- 10Y*
- —
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RYSOX vs. BSPPX - Expense Ratio Comparison
RYSOX has a 1.56% expense ratio, which is higher than BSPPX's 0.35% expense ratio.
Return for Risk
RYSOX vs. BSPPX — Risk / Return Rank
RYSOX
BSPPX
RYSOX vs. BSPPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex S&P 500 Fund (RYSOX) and iShares S&P 500 Index Fund Investor P Shares (BSPPX). 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.
| RYSOX | BSPPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 0.94 | -0.07 |
Sortino ratioReturn per unit of downside risk | 1.36 | 1.45 | -0.08 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.22 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.37 | 1.47 | -0.09 |
Martin ratioReturn relative to average drawdown | 6.46 | 7.01 | -0.55 |
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
| RYSOX | BSPPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 0.94 | -0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.68 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.64 | -0.20 |
Correlation
The correlation between RYSOX and BSPPX is 0.99, 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
RYSOX vs. BSPPX - Dividend Comparison
RYSOX's dividend yield for the trailing twelve months is around 2.77%, more than BSPPX's 1.31% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYSOX Rydex S&P 500 Fund | 2.77% | 2.65% | 1.08% | 0.60% | 1.17% | 1.25% | 13.42% | 0.93% | 1.69% | 4.56% | 0.84% | 4.01% |
BSPPX iShares S&P 500 Index Fund Investor P Shares | 1.31% | 1.43% | 1.12% | 1.22% | 1.67% | 1.53% | 1.38% | 1.70% | 1.35% | 0.00% | 0.00% | 0.00% |
Drawdowns
RYSOX vs. BSPPX - Drawdown Comparison
The maximum RYSOX drawdown since its inception was -55.24%, which is greater than BSPPX's maximum drawdown of -33.76%. Use the drawdown chart below to compare losses from any high point for RYSOX and BSPPX.
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Drawdown Indicators
| RYSOX | BSPPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.24% | -33.76% | -21.48% |
Max Drawdown (1Y)Largest decline over 1 year | -12.14% | -12.11% | -0.03% |
Max Drawdown (5Y)Largest decline over 5 years | -25.45% | -24.70% | -0.75% |
Max Drawdown (10Y)Largest decline over 10 years | -34.05% | — | — |
Current DrawdownCurrent decline from peak | -6.41% | -6.49% | +0.08% |
Average DrawdownAverage peak-to-trough decline | -8.33% | -5.32% | -3.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 2.54% | +0.04% |
Volatility
RYSOX vs. BSPPX - Volatility Comparison
Rydex S&P 500 Fund (RYSOX) and iShares S&P 500 Index Fund Investor P Shares (BSPPX) have volatilities of 5.32% and 5.22%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYSOX | BSPPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.32% | 5.22% | +0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 9.52% | 9.46% | +0.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.32% | 18.22% | +0.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.92% | 16.88% | +0.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.07% | 19.88% | -1.81% |