RYSOX vs. RYSIX
Compare and contrast key facts about Rydex S&P 500 Fund (RYSOX) and Rydex Electronics Fund (RYSIX).
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. RYSIX is managed by Rydex Funds. It was launched on Mar 31, 1998.
Performance
RYSOX vs. RYSIX - Performance Comparison
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RYSOX vs. RYSIX - 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% |
RYSIX Rydex Electronics Fund | 1.62% | 42.02% | 16.66% | 55.69% | -32.46% | 38.65% | 56.73% | 59.80% | -12.42% | 31.62% |
Returns By Period
In the year-to-date period, RYSOX achieves a -7.32% return, which is significantly lower than RYSIX's 1.62% return. Over the past 10 years, RYSOX has underperformed RYSIX with an annualized return of 11.83%, while RYSIX has yielded a comparatively higher 24.10% 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%
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%
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RYSOX vs. RYSIX - Expense Ratio Comparison
RYSOX has a 1.56% expense ratio, which is higher than RYSIX's 1.36% expense ratio.
Return for Risk
RYSOX vs. RYSIX — Risk / Return Rank
RYSOX
RYSIX
RYSOX vs. RYSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex S&P 500 Fund (RYSOX) and Rydex Electronics Fund (RYSIX). 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 | RYSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.74 | 1.80 | -1.06 |
Sortino ratioReturn per unit of downside risk | 1.17 | 2.41 | -1.25 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.34 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 0.92 | 3.70 | -2.78 |
Martin ratioReturn relative to average drawdown | 4.36 | 13.99 | -9.63 |
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 | RYSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | 1.80 | -1.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.49 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.73 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.26 | +0.17 |
Correlation
The correlation between RYSOX and RYSIX is 0.78, 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. RYSIX - Dividend Comparison
RYSOX's dividend yield for the trailing twelve months is around 2.86%, less than RYSIX's 3.19% 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% |
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% |
Drawdowns
RYSOX vs. RYSIX - Drawdown Comparison
The maximum RYSOX drawdown since its inception was -55.24%, smaller than the maximum RYSIX drawdown of -88.66%. Use the drawdown chart below to compare losses from any high point for RYSOX and RYSIX.
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Drawdown Indicators
| RYSOX | RYSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.24% | -88.66% | +33.42% |
Max Drawdown (1Y)Largest decline over 1 year | -12.14% | -17.54% | +5.40% |
Max Drawdown (5Y)Largest decline over 5 years | -25.45% | -43.80% | +18.35% |
Max Drawdown (10Y)Largest decline over 10 years | -34.05% | -43.80% | +9.75% |
Current DrawdownCurrent decline from peak | -9.06% | -14.87% | +5.81% |
Average DrawdownAverage peak-to-trough decline | -8.33% | -50.02% | +41.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.55% | 4.64% | -2.09% |
Volatility
RYSOX vs. RYSIX - Volatility Comparison
The current volatility for Rydex S&P 500 Fund (RYSOX) is 4.22%, while Rydex Electronics Fund (RYSIX) has a volatility of 11.41%. This indicates that RYSOX experiences smaller price fluctuations and is considered to be less risky than RYSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYSOX | RYSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.22% | 11.41% | -7.19% |
Volatility (6M)Calculated over the trailing 6-month period | 9.06% | 24.77% | -15.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.13% | 39.19% | -21.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.87% | 35.64% | -18.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.05% | 33.18% | -15.13% |