RYSOX vs. RYTNX
Compare and contrast key facts about Rydex S&P 500 Fund (RYSOX) and Rydex S&P 500 2x Strategy Fund (RYTNX).
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. RYTNX is managed by Rydex Funds. It was launched on May 18, 2000.
Performance
RYSOX vs. RYTNX - Performance Comparison
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RYSOX vs. RYTNX - 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% |
RYTNX Rydex S&P 500 2x Strategy Fund | -15.39% | 24.88% | 41.95% | 45.20% | -39.32% | 55.55% | 20.31% | 62.29% | -15.06% | 42.95% |
Returns By Period
In the year-to-date period, RYSOX achieves a -7.32% return, which is significantly higher than RYTNX's -15.39% return. Over the past 10 years, RYSOX has underperformed RYTNX with an annualized return of 11.83%, while RYTNX has yielded a comparatively higher 19.00% 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%
RYTNX
- 1D
- -0.78%
- 1M
- -15.42%
- YTD
- -15.39%
- 6M
- -12.80%
- 1Y
- 18.10%
- 3Y*
- 24.54%
- 5Y*
- 13.04%
- 10Y*
- 19.00%
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RYSOX vs. RYTNX - Expense Ratio Comparison
RYSOX has a 1.56% expense ratio, which is lower than RYTNX's 1.82% expense ratio.
Return for Risk
RYSOX vs. RYTNX — Risk / Return Rank
RYSOX
RYTNX
RYSOX vs. RYTNX - 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 500 2x Strategy Fund (RYTNX). 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 | RYTNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.74 | 0.54 | +0.20 |
Sortino ratioReturn per unit of downside risk | 1.17 | 0.99 | +0.18 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.15 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.92 | 0.63 | +0.29 |
Martin ratioReturn relative to average drawdown | 4.36 | 2.73 | +1.64 |
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 | RYTNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | 0.54 | +0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.39 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.53 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.22 | +0.21 |
Correlation
The correlation between RYSOX and RYTNX is 1.00, 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. RYTNX - Dividend Comparison
RYSOX's dividend yield for the trailing twelve months is around 2.86%, less than RYTNX's 5.66% 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% |
RYTNX Rydex S&P 500 2x Strategy Fund | 5.66% | 4.79% | 5.45% | 0.14% | 0.00% | 0.14% | 0.69% | 1.84% | 0.00% | 5.84% | 0.16% | 1.52% |
Drawdowns
RYSOX vs. RYTNX - Drawdown Comparison
The maximum RYSOX drawdown since its inception was -55.24%, smaller than the maximum RYTNX drawdown of -86.64%. Use the drawdown chart below to compare losses from any high point for RYSOX and RYTNX.
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Drawdown Indicators
| RYSOX | RYTNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.24% | -86.64% | +31.40% |
Max Drawdown (1Y)Largest decline over 1 year | -12.14% | -23.40% | +11.26% |
Max Drawdown (5Y)Largest decline over 5 years | -25.45% | -47.01% | +21.56% |
Max Drawdown (10Y)Largest decline over 10 years | -34.05% | -59.23% | +25.18% |
Current DrawdownCurrent decline from peak | -9.06% | -18.43% | +9.37% |
Average DrawdownAverage peak-to-trough decline | -8.33% | -28.72% | +20.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.55% | 5.37% | -2.82% |
Volatility
RYSOX vs. RYTNX - Volatility Comparison
The current volatility for Rydex S&P 500 Fund (RYSOX) is 4.22%, while Rydex S&P 500 2x Strategy Fund (RYTNX) has a volatility of 8.52%. This indicates that RYSOX experiences smaller price fluctuations and is considered to be less risky than RYTNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYSOX | RYTNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.22% | 8.52% | -4.30% |
Volatility (6M)Calculated over the trailing 6-month period | 9.06% | 18.16% | -9.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.13% | 36.23% | -18.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.87% | 33.67% | -16.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.05% | 36.08% | -18.03% |