RYSOX vs. RYPMX
Compare and contrast key facts about Rydex S&P 500 Fund (RYSOX) and Rydex Precious Metals Fund (RYPMX).
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. RYPMX is managed by Rydex Funds. It was launched on Nov 30, 1993.
Performance
RYSOX vs. RYPMX - Performance Comparison
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RYSOX vs. RYPMX - 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% |
RYPMX Rydex Precious Metals Fund | 1.40% | 148.94% | 10.14% | 4.24% | -10.57% | -8.96% | 34.25% | 52.91% | -16.56% | 7.04% |
Returns By Period
In the year-to-date period, RYSOX achieves a -7.32% return, which is significantly lower than RYPMX's 1.40% return. Over the past 10 years, RYSOX has underperformed RYPMX with an annualized return of 11.83%, while RYPMX has yielded a comparatively higher 16.79% 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%
RYPMX
- 1D
- -1.05%
- 1M
- -26.51%
- YTD
- 1.40%
- 6M
- 16.87%
- 1Y
- 95.65%
- 3Y*
- 37.97%
- 5Y*
- 20.57%
- 10Y*
- 16.79%
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RYSOX vs. RYPMX - Expense Ratio Comparison
RYSOX has a 1.56% expense ratio, which is higher than RYPMX's 1.26% expense ratio.
Return for Risk
RYSOX vs. RYPMX — Risk / Return Rank
RYSOX
RYPMX
RYSOX vs. RYPMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex S&P 500 Fund (RYSOX) and Rydex Precious Metals Fund (RYPMX). 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 | RYPMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.74 | 2.12 | -1.38 |
Sortino ratioReturn per unit of downside risk | 1.17 | 2.36 | -1.19 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.35 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 0.92 | 3.05 | -2.13 |
Martin ratioReturn relative to average drawdown | 4.36 | 11.29 | -6.93 |
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 | RYPMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | 2.12 | -1.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.57 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.45 | +0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.07 | +0.36 |
Correlation
The correlation between RYSOX and RYPMX is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
RYSOX vs. RYPMX - Dividend Comparison
RYSOX's dividend yield for the trailing twelve months is around 2.86%, less than RYPMX's 2.96% yield.
| 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% |
RYPMX Rydex Precious Metals Fund | 2.96% | 3.01% | 0.00% | 3.51% | 7.15% | 6.39% | 1.06% | 2.08% | 1.35% | 5.53% | 4.04% | 0.58% |
Drawdowns
RYSOX vs. RYPMX - Drawdown Comparison
The maximum RYSOX drawdown since its inception was -55.24%, smaller than the maximum RYPMX drawdown of -81.25%. Use the drawdown chart below to compare losses from any high point for RYSOX and RYPMX.
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Drawdown Indicators
| RYSOX | RYPMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.24% | -81.25% | +26.01% |
Max Drawdown (1Y)Largest decline over 1 year | -12.14% | -30.86% | +18.72% |
Max Drawdown (5Y)Largest decline over 5 years | -25.45% | -46.83% | +21.38% |
Max Drawdown (10Y)Largest decline over 10 years | -34.05% | -47.81% | +13.76% |
Current DrawdownCurrent decline from peak | -9.06% | -26.51% | +17.45% |
Average DrawdownAverage peak-to-trough decline | -8.33% | -40.48% | +32.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.55% | 8.33% | -5.78% |
Volatility
RYSOX vs. RYPMX - Volatility Comparison
The current volatility for Rydex S&P 500 Fund (RYSOX) is 4.22%, while Rydex Precious Metals Fund (RYPMX) has a volatility of 16.06%. This indicates that RYSOX experiences smaller price fluctuations and is considered to be less risky than RYPMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYSOX | RYPMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.22% | 16.06% | -11.84% |
Volatility (6M)Calculated over the trailing 6-month period | 9.06% | 37.91% | -28.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.13% | 45.69% | -27.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.87% | 36.30% | -19.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.05% | 37.25% | -19.20% |