RYSOX vs. VFV.TO
Compare and contrast key facts about Rydex S&P 500 Fund (RYSOX) and Vanguard S&P 500 Index ETF (VFV.TO).
RYSOX is managed by Rydex Funds. It was launched on May 31, 2006. VFV.TO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Nov 2, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RYSOX or VFV.TO.
Correlation
The correlation between RYSOX and VFV.TO is 0.95, 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.
Performance
RYSOX vs. VFV.TO - Performance Comparison
Key characteristics
RYSOX:
1.50
VFV.TO:
2.39
RYSOX:
2.04
VFV.TO:
3.34
RYSOX:
1.27
VFV.TO:
1.44
RYSOX:
2.27
VFV.TO:
3.75
RYSOX:
8.68
VFV.TO:
16.91
RYSOX:
2.23%
VFV.TO:
1.69%
RYSOX:
12.97%
VFV.TO:
11.93%
RYSOX:
-55.24%
VFV.TO:
-27.43%
RYSOX:
-2.26%
VFV.TO:
-2.57%
Returns By Period
In the year-to-date period, RYSOX achieves a 2.15% return, which is significantly higher than VFV.TO's 1.31% return. Over the past 10 years, RYSOX has underperformed VFV.TO with an annualized return of 8.10%, while VFV.TO has yielded a comparatively higher 14.19% annualized return.
RYSOX
2.15%
-1.24%
5.57%
16.78%
8.71%
8.10%
VFV.TO
1.31%
-2.16%
13.02%
26.11%
15.67%
14.19%
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RYSOX vs. VFV.TO - Expense Ratio Comparison
RYSOX has a 1.56% expense ratio, which is higher than VFV.TO's 0.09% expense ratio.
Risk-Adjusted Performance
RYSOX vs. VFV.TO — Risk-Adjusted Performance Rank
RYSOX
VFV.TO
RYSOX vs. VFV.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex S&P 500 Fund (RYSOX) and Vanguard S&P 500 Index ETF (VFV.TO). 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.
Dividends
RYSOX vs. VFV.TO - Dividend Comparison
RYSOX's dividend yield for the trailing twelve months is around 0.15%, less than VFV.TO's 0.98% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYSOX Rydex S&P 500 Fund | 0.15% | 0.15% | 0.13% | 0.00% | 0.00% | 0.04% | 0.22% | 0.12% | 0.25% | 0.12% | 0.03% | 0.04% |
VFV.TO Vanguard S&P 500 Index ETF | 0.98% | 0.99% | 1.20% | 1.31% | 1.06% | 1.33% | 1.55% | 1.68% | 1.50% | 1.66% | 1.63% | 1.48% |
Drawdowns
RYSOX vs. VFV.TO - Drawdown Comparison
The maximum RYSOX drawdown since its inception was -55.24%, which is greater than VFV.TO's maximum drawdown of -27.43%. Use the drawdown chart below to compare losses from any high point for RYSOX and VFV.TO. For additional features, visit the drawdowns tool.
Volatility
RYSOX vs. VFV.TO - Volatility Comparison
Rydex S&P 500 Fund (RYSOX) has a higher volatility of 3.43% compared to Vanguard S&P 500 Index ETF (VFV.TO) at 3.23%. This indicates that RYSOX's price experiences larger fluctuations and is considered to be riskier than VFV.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.