RYSOX vs. RYRRX
Compare and contrast key facts about Rydex S&P 500 Fund (RYSOX) and Rydex Russell 2000 Fund (RYRRX).
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. RYRRX is managed by Rydex Funds. It was launched on May 31, 2006.
Performance
RYSOX vs. RYRRX - Performance Comparison
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RYSOX vs. RYRRX - 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% |
RYRRX Rydex Russell 2000 Fund | -3.06% | 10.88% | 9.72% | 15.17% | -21.70% | 13.23% | 17.81% | 23.57% | -12.58% | 12.88% |
Returns By Period
In the year-to-date period, RYSOX achieves a -7.32% return, which is significantly lower than RYRRX's -3.06% return. Over the past 10 years, RYSOX has outperformed RYRRX with an annualized return of 11.83%, while RYRRX has yielded a comparatively lower 7.67% 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%
RYRRX
- 1D
- -1.44%
- 1M
- -8.36%
- YTD
- -3.06%
- 6M
- -1.42%
- 1Y
- 19.27%
- 3Y*
- 9.87%
- 5Y*
- 1.40%
- 10Y*
- 7.67%
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RYSOX vs. RYRRX - Expense Ratio Comparison
RYSOX has a 1.56% expense ratio, which is lower than RYRRX's 1.60% expense ratio.
Return for Risk
RYSOX vs. RYRRX — Risk / Return Rank
RYSOX
RYRRX
RYSOX vs. RYRRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex S&P 500 Fund (RYSOX) and Rydex Russell 2000 Fund (RYRRX). 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 | RYRRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.74 | 0.81 | -0.07 |
Sortino ratioReturn per unit of downside risk | 1.17 | 1.28 | -0.11 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.16 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.92 | 1.17 | -0.25 |
Martin ratioReturn relative to average drawdown | 4.36 | 4.30 | +0.06 |
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 | RYRRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | 0.81 | -0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.06 | +0.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.33 | +0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.23 | +0.20 |
Correlation
The correlation between RYSOX and RYRRX 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. RYRRX - Dividend Comparison
RYSOX's dividend yield for the trailing twelve months is around 2.86%, more than RYRRX's 0.67% 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% |
RYRRX Rydex Russell 2000 Fund | 0.67% | 0.65% | 1.02% | 0.19% | 0.00% | 12.84% | 0.00% | 1.46% | 0.00% | 4.82% | 0.00% | 2.66% |
Drawdowns
RYSOX vs. RYRRX - Drawdown Comparison
The maximum RYSOX drawdown since its inception was -55.24%, smaller than the maximum RYRRX drawdown of -60.36%. Use the drawdown chart below to compare losses from any high point for RYSOX and RYRRX.
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Drawdown Indicators
| RYSOX | RYRRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.24% | -60.36% | +5.12% |
Max Drawdown (1Y)Largest decline over 1 year | -12.14% | -13.91% | +1.77% |
Max Drawdown (5Y)Largest decline over 5 years | -25.45% | -33.02% | +7.57% |
Max Drawdown (10Y)Largest decline over 10 years | -34.05% | -42.84% | +8.79% |
Current DrawdownCurrent decline from peak | -9.06% | -11.43% | +2.37% |
Average DrawdownAverage peak-to-trough decline | -8.33% | -12.32% | +3.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.55% | 3.77% | -1.22% |
Volatility
RYSOX vs. RYRRX - Volatility Comparison
The current volatility for Rydex S&P 500 Fund (RYSOX) is 4.22%, while Rydex Russell 2000 Fund (RYRRX) has a volatility of 6.57%. This indicates that RYSOX experiences smaller price fluctuations and is considered to be less risky than RYRRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYSOX | RYRRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.22% | 6.57% | -2.35% |
Volatility (6M)Calculated over the trailing 6-month period | 9.06% | 14.07% | -5.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.13% | 23.09% | -4.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.87% | 22.54% | -5.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.05% | 23.38% | -5.33% |