RYTNX vs. VOO
Compare and contrast key facts about Rydex S&P 500 2x Strategy Fund (RYTNX) and Vanguard S&P 500 ETF (VOO).
RYTNX is managed by Rydex Funds. It was launched on May 18, 2000. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
RYTNX vs. VOO - Performance Comparison
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RYTNX vs. VOO - 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% |
VOO Vanguard S&P 500 ETF | -3.66% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, RYTNX achieves a -10.47% return, which is significantly lower than VOO's -3.66% return. Over the past 10 years, RYTNX has outperformed VOO with an annualized return of 19.68%, while VOO has yielded a comparatively lower 14.14% 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%
VOO
- 1D
- 0.79%
- 1M
- -4.29%
- YTD
- -3.66%
- 6M
- -1.41%
- 1Y
- 18.17%
- 3Y*
- 18.58%
- 5Y*
- 11.93%
- 10Y*
- 14.14%
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RYTNX vs. VOO - Expense Ratio Comparison
RYTNX has a 1.82% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
RYTNX vs. VOO — Risk / Return Rank
RYTNX
VOO
RYTNX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex S&P 500 2x Strategy Fund (RYTNX) and Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.69 | 1.01 | -0.32 |
Sortino ratioReturn per unit of downside risk | 1.19 | 1.53 | -0.35 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.23 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.13 | 1.55 | -0.43 |
Martin ratioReturn relative to average drawdown | 4.84 | 7.31 | -2.47 |
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 | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.69 | 1.01 | -0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.71 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.79 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.83 | -0.61 |
Correlation
The correlation between RYTNX and VOO 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. VOO - Dividend Comparison
RYTNX's dividend yield for the trailing twelve months is around 5.35%, more than VOO's 1.18% 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% |
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
RYTNX vs. VOO - Drawdown Comparison
The maximum RYTNX drawdown since its inception was -86.64%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for RYTNX and VOO.
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Drawdown Indicators
| RYTNX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.64% | -33.99% | -52.65% |
Max Drawdown (1Y)Largest decline over 1 year | -23.40% | -11.98% | -11.42% |
Max Drawdown (5Y)Largest decline over 5 years | -47.01% | -24.52% | -22.49% |
Max Drawdown (10Y)Largest decline over 10 years | -59.23% | -33.99% | -25.24% |
Current DrawdownCurrent decline from peak | -13.68% | -5.55% | -8.13% |
Average DrawdownAverage peak-to-trough decline | -28.72% | -3.72% | -25.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.44% | 2.55% | +2.89% |
Volatility
RYTNX vs. VOO - Volatility Comparison
Rydex S&P 500 2x Strategy Fund (RYTNX) has a higher volatility of 10.67% compared to Vanguard S&P 500 ETF (VOO) at 5.34%. This indicates that RYTNX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYTNX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.67% | 5.34% | +5.33% |
Volatility (6M)Calculated over the trailing 6-month period | 19.04% | 9.47% | +9.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.61% | 18.11% | +18.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.77% | 16.82% | +16.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.13% | 17.99% | +18.14% |