RYSOX vs. RYVYX
Compare and contrast key facts about Rydex S&P 500 Fund (RYSOX) and Rydex NASDAQ-100 2x Strategy Fund (RYVYX).
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. RYVYX is managed by Rydex Funds. It was launched on May 23, 2000.
Performance
RYSOX vs. RYVYX - Performance Comparison
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RYSOX vs. RYVYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYSOX Rydex S&P 500 Fund | -4.62% | 15.93% | 22.98% | 24.15% | -19.47% | 26.68% | 16.25% | 29.15% | -6.01% | 19.53% |
RYVYX Rydex NASDAQ-100 2x Strategy Fund | -13.44% | 29.54% | 49.77% | 116.15% | -60.57% | 46.61% | 88.38% | 80.70% | -9.20% | 68.67% |
Returns By Period
In the year-to-date period, RYSOX achieves a -4.62% return, which is significantly higher than RYVYX's -13.44% return. Over the past 10 years, RYSOX has underperformed RYVYX with an annualized return of 12.15%, while RYVYX has yielded a comparatively higher 28.64% annualized return.
RYSOX
- 1D
- 2.92%
- 1M
- -5.04%
- YTD
- -4.62%
- 6M
- -2.83%
- 1Y
- 15.58%
- 3Y*
- 16.41%
- 5Y*
- 9.99%
- 10Y*
- 12.15%
RYVYX
- 1D
- 6.82%
- 1M
- -10.46%
- YTD
- -13.44%
- 6M
- -12.22%
- 1Y
- 34.50%
- 3Y*
- 36.88%
- 5Y*
- 14.83%
- 10Y*
- 28.64%
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RYSOX vs. RYVYX - Expense Ratio Comparison
RYSOX has a 1.56% expense ratio, which is lower than RYVYX's 1.87% expense ratio.
Return for Risk
RYSOX vs. RYVYX — Risk / Return Rank
RYSOX
RYVYX
RYSOX vs. RYVYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex S&P 500 Fund (RYSOX) and Rydex NASDAQ-100 2x Strategy Fund (RYVYX). 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 | RYVYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 0.81 | +0.07 |
Sortino ratioReturn per unit of downside risk | 1.36 | 1.41 | -0.04 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.20 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.37 | 1.44 | -0.07 |
Martin ratioReturn relative to average drawdown | 6.46 | 4.72 | +1.74 |
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 | RYVYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 0.81 | +0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.33 | +0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.64 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.27 | +0.17 |
Correlation
The correlation between RYSOX and RYVYX is 0.90, 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. RYVYX - Dividend Comparison
RYSOX's dividend yield for the trailing twelve months is around 2.77%, less than RYVYX's 8.27% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYSOX Rydex S&P 500 Fund | 2.77% | 2.65% | 1.08% | 0.60% | 1.17% | 1.25% | 13.42% | 0.93% | 1.69% | 4.56% | 0.84% | 4.01% |
RYVYX Rydex NASDAQ-100 2x Strategy Fund | 8.27% | 7.16% | 11.52% | 0.00% | 0.00% | 1.23% | 8.91% | 5.19% | 0.00% | 14.19% | 1.63% | 21.29% |
Drawdowns
RYSOX vs. RYVYX - Drawdown Comparison
The maximum RYSOX drawdown since its inception was -55.24%, smaller than the maximum RYVYX drawdown of -95.57%. Use the drawdown chart below to compare losses from any high point for RYSOX and RYVYX.
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Drawdown Indicators
| RYSOX | RYVYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.24% | -95.57% | +40.33% |
Max Drawdown (1Y)Largest decline over 1 year | -12.14% | -25.39% | +13.25% |
Max Drawdown (5Y)Largest decline over 5 years | -25.45% | -65.38% | +39.93% |
Max Drawdown (10Y)Largest decline over 10 years | -34.05% | -65.38% | +31.33% |
Current DrawdownCurrent decline from peak | -6.41% | -20.30% | +13.89% |
Average DrawdownAverage peak-to-trough decline | -8.33% | -49.48% | +41.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 7.75% | -5.17% |
Volatility
RYSOX vs. RYVYX - Volatility Comparison
The current volatility for Rydex S&P 500 Fund (RYSOX) is 5.32%, while Rydex NASDAQ-100 2x Strategy Fund (RYVYX) has a volatility of 13.13%. This indicates that RYSOX experiences smaller price fluctuations and is considered to be less risky than RYVYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYSOX | RYVYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.32% | 13.13% | -7.81% |
Volatility (6M)Calculated over the trailing 6-month period | 9.52% | 25.75% | -16.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.32% | 45.31% | -26.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.92% | 45.14% | -28.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.07% | 44.91% | -26.84% |