RYSOX vs. SPLG

In the year-to-date period, RYSOX achieves a -1.49% return, which is significantly lower than SPLG's 1.17% return. Over the past 10 years, RYSOX has underperformed SPLG with an annualized return of 10.75%, while SPLG has yielded a comparatively higher 12.77% annualized return.

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RYSOX has a 1.56% expense ratio, which is higher than SPLG's 0.03% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Rydex S&P 500 Fund (RYSOX) and SPDR Portfolio S&P 500 ETF (SPLG). 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.

The current RYSOX Sharpe Ratio is 0.46, which is lower than the SPLG Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of RYSOX and SPLG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

RYSOX's dividend yield for the trailing twelve months is around 1.10%, less than SPLG's 1.29% yield.

The maximum RYSOX drawdown since its inception was -55.24%, roughly equal to the maximum SPLG drawdown of -54.52%. Use the drawdown chart below to compare losses from any high point for RYSOX and SPLG.

The current volatility for Rydex S&P 500 Fund (RYSOX) is 4.36%, while SPDR Portfolio S&P 500 ETF (SPLG) has a volatility of 4.71%. This indicates that RYSOX experiences smaller price fluctuations and is considered to be less risky than SPLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.