RYTNX vs. RYSOX
Compare and contrast key facts about Rydex S&P 500 2x Strategy Fund (RYTNX) and Rydex S&P 500 Fund (RYSOX).
RYTNX is managed by Rydex Funds. It was launched on May 18, 2000. 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.
Performance
RYTNX vs. RYSOX - Performance Comparison
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RYTNX vs. RYSOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYTNX Rydex S&P 500 2x Strategy Fund | -10.47% | 24.88% | 41.95% | 45.20% | -39.32% | 55.55% | 20.31% | 62.29% | -15.06% | 42.95% |
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% |
Returns By Period
In the year-to-date period, RYTNX achieves a -10.47% return, which is significantly lower than RYSOX's -4.62% return. Over the past 10 years, RYTNX has outperformed RYSOX with an annualized return of 19.68%, while RYSOX has yielded a comparatively lower 12.15% annualized return.
RYTNX
- 1D
- 5.81%
- 1M
- -10.57%
- YTD
- -10.47%
- 6M
- -8.36%
- 1Y
- 24.05%
- 3Y*
- 26.91%
- 5Y*
- 13.80%
- 10Y*
- 19.68%
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%
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RYTNX vs. RYSOX - Expense Ratio Comparison
RYTNX has a 1.82% expense ratio, which is higher than RYSOX's 1.56% expense ratio.
Return for Risk
RYTNX vs. RYSOX — Risk / Return Rank
RYTNX
RYSOX
RYTNX vs. RYSOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex S&P 500 2x Strategy Fund (RYTNX) and Rydex S&P 500 Fund (RYSOX). 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.
| RYTNX | RYSOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.69 | 0.88 | -0.19 |
Sortino ratioReturn per unit of downside risk | 1.19 | 1.36 | -0.18 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.21 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.13 | 1.37 | -0.25 |
Martin ratioReturn relative to average drawdown | 4.84 | 6.46 | -1.62 |
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
| RYTNX | RYSOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.69 | 0.88 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.59 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.67 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.44 | -0.22 |
Correlation
The correlation between RYTNX and RYSOX 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
RYTNX vs. RYSOX - Dividend Comparison
RYTNX's dividend yield for the trailing twelve months is around 5.35%, more than RYSOX's 2.77% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYTNX Rydex S&P 500 2x Strategy Fund | 5.35% | 4.79% | 5.45% | 0.14% | 0.00% | 0.14% | 0.69% | 1.84% | 0.00% | 5.84% | 0.16% | 1.52% |
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% |
Drawdowns
RYTNX vs. RYSOX - Drawdown Comparison
The maximum RYTNX drawdown since its inception was -86.64%, which is greater than RYSOX's maximum drawdown of -55.24%. Use the drawdown chart below to compare losses from any high point for RYTNX and RYSOX.
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Drawdown Indicators
| RYTNX | RYSOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.64% | -55.24% | -31.40% |
Max Drawdown (1Y)Largest decline over 1 year | -23.40% | -12.14% | -11.26% |
Max Drawdown (5Y)Largest decline over 5 years | -47.01% | -25.45% | -21.56% |
Max Drawdown (10Y)Largest decline over 10 years | -59.23% | -34.05% | -25.18% |
Current DrawdownCurrent decline from peak | -13.68% | -6.41% | -7.27% |
Average DrawdownAverage peak-to-trough decline | -28.72% | -8.33% | -20.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.44% | 2.58% | +2.86% |
Volatility
RYTNX vs. RYSOX - Volatility Comparison
Rydex S&P 500 2x Strategy Fund (RYTNX) has a higher volatility of 10.67% compared to Rydex S&P 500 Fund (RYSOX) at 5.32%. This indicates that RYTNX's price experiences larger fluctuations and is considered to be riskier than RYSOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYTNX | RYSOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.67% | 5.32% | +5.35% |
Volatility (6M)Calculated over the trailing 6-month period | 19.04% | 9.52% | +9.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.61% | 18.32% | +18.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.77% | 16.92% | +16.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.13% | 18.07% | +18.06% |