RYSOX vs. RYCKX
Compare and contrast key facts about Rydex S&P 500 Fund (RYSOX) and Rydex S&P MidCap 400 Pure Growth Fund (RYCKX).
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. RYCKX is managed by Rydex Funds. It was launched on Feb 20, 2004.
Performance
RYSOX vs. RYCKX - Performance Comparison
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RYSOX vs. RYCKX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYSOX Rydex S&P 500 Fund | -7.32% | 15.93% | 22.98% | 24.15% | -19.47% | 26.68% | 16.25% | 29.15% | -6.01% | 19.53% |
RYCKX Rydex S&P MidCap 400 Pure Growth Fund | 0.34% | 6.61% | 15.10% | 13.97% | -23.05% | 11.26% | 29.72% | 14.60% | -15.17% | 18.02% |
Returns By Period
In the year-to-date period, RYSOX achieves a -7.32% return, which is significantly lower than RYCKX's 0.34% return. Over the past 10 years, RYSOX has outperformed RYCKX with an annualized return of 11.83%, while RYCKX has yielded a comparatively lower 6.45% annualized return.
RYSOX
- 1D
- -0.40%
- 1M
- -7.69%
- YTD
- -7.32%
- 6M
- -5.26%
- 1Y
- 12.73%
- 3Y*
- 15.30%
- 5Y*
- 9.61%
- 10Y*
- 11.83%
RYCKX
- 1D
- -1.99%
- 1M
- -9.85%
- YTD
- 0.34%
- 6M
- 2.73%
- 1Y
- 18.58%
- 3Y*
- 11.21%
- 5Y*
- 2.19%
- 10Y*
- 6.45%
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RYSOX vs. RYCKX - Expense Ratio Comparison
RYSOX has a 1.56% expense ratio, which is lower than RYCKX's 2.26% expense ratio.
Return for Risk
RYSOX vs. RYCKX — Risk / Return Rank
RYSOX
RYCKX
RYSOX vs. RYCKX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex S&P 500 Fund (RYSOX) and Rydex S&P MidCap 400 Pure Growth Fund (RYCKX). 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 | RYCKX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.74 | 0.82 | -0.08 |
Sortino ratioReturn per unit of downside risk | 1.17 | 1.30 | -0.13 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.17 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.92 | 1.21 | -0.29 |
Martin ratioReturn relative to average drawdown | 4.36 | 5.17 | -0.81 |
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 | RYCKX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | 0.82 | -0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.10 | +0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.28 | +0.38 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.31 | +0.12 |
Correlation
The correlation between RYSOX and RYCKX is 0.86, 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. RYCKX - Dividend Comparison
RYSOX's dividend yield for the trailing twelve months is around 2.86%, while RYCKX has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYSOX Rydex S&P 500 Fund | 2.86% | 2.65% | 1.08% | 0.60% | 1.17% | 1.25% | 13.42% | 0.93% | 1.69% | 4.56% | 0.84% | 4.01% |
RYCKX Rydex S&P MidCap 400 Pure Growth Fund | 0.00% | 0.00% | 20.92% | 0.00% | 14.34% | 13.66% | 1.29% | 0.00% | 18.93% | 7.60% | 1.72% | 5.90% |
Drawdowns
RYSOX vs. RYCKX - Drawdown Comparison
The maximum RYSOX drawdown since its inception was -55.24%, which is greater than RYCKX's maximum drawdown of -52.60%. Use the drawdown chart below to compare losses from any high point for RYSOX and RYCKX.
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Drawdown Indicators
| RYSOX | RYCKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.24% | -52.60% | -2.64% |
Max Drawdown (1Y)Largest decline over 1 year | -12.14% | -13.33% | +1.19% |
Max Drawdown (5Y)Largest decline over 5 years | -25.45% | -35.98% | +10.53% |
Max Drawdown (10Y)Largest decline over 10 years | -34.05% | -44.75% | +10.70% |
Current DrawdownCurrent decline from peak | -9.06% | -10.50% | +1.44% |
Average DrawdownAverage peak-to-trough decline | -8.33% | -9.58% | +1.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.55% | 3.11% | -0.56% |
Volatility
RYSOX vs. RYCKX - Volatility Comparison
The current volatility for Rydex S&P 500 Fund (RYSOX) is 4.22%, while Rydex S&P MidCap 400 Pure Growth Fund (RYCKX) has a volatility of 7.64%. This indicates that RYSOX experiences smaller price fluctuations and is considered to be less risky than RYCKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYSOX | RYCKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.22% | 7.64% | -3.42% |
Volatility (6M)Calculated over the trailing 6-month period | 9.06% | 13.60% | -4.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.13% | 22.74% | -4.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.87% | 22.65% | -5.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.05% | 22.96% | -4.91% |