RYVVX vs. FLCOX
Compare and contrast key facts about Rydex S&P 500 Pure Value Fund (RYVVX) and Fidelity Large Cap Value Index Fund (FLCOX).
RYVVX is managed by Rydex Funds. It was launched on Feb 20, 2004. FLCOX is a passively managed fund by Fidelity that tracks the performance of the Russell 1000 Value Index. It was launched on Jun 7, 2016.
Performance
RYVVX vs. FLCOX - Performance Comparison
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RYVVX vs. FLCOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYVVX Rydex S&P 500 Pure Value Fund | 3.83% | 15.67% | 9.88% | 5.72% | -3.31% | 31.12% | -10.98% | 22.34% | -13.91% | 13.29% |
FLCOX Fidelity Large Cap Value Index Fund | 2.08% | 15.90% | 14.38% | 11.48% | -7.57% | 25.09% | 2.87% | 26.54% | -8.38% | 10.90% |
Returns By Period
In the year-to-date period, RYVVX achieves a 3.83% return, which is significantly higher than FLCOX's 2.08% return.
RYVVX
- 1D
- 1.42%
- 1M
- -3.94%
- YTD
- 3.83%
- 6M
- 7.73%
- 1Y
- 17.05%
- 3Y*
- 12.71%
- 5Y*
- 7.83%
- 10Y*
- 8.04%
FLCOX
- 1D
- 2.13%
- 1M
- -4.69%
- YTD
- 2.08%
- 6M
- 5.86%
- 1Y
- 15.94%
- 3Y*
- 14.30%
- 5Y*
- 9.21%
- 10Y*
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RYVVX vs. FLCOX - Expense Ratio Comparison
RYVVX has a 2.26% expense ratio, which is higher than FLCOX's 0.04% expense ratio.
Return for Risk
RYVVX vs. FLCOX — Risk / Return Rank
RYVVX
FLCOX
RYVVX vs. FLCOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex S&P 500 Pure Value Fund (RYVVX) and Fidelity Large Cap Value Index Fund (FLCOX). 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.
| RYVVX | FLCOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.99 | 1.02 | -0.03 |
Sortino ratioReturn per unit of downside risk | 1.47 | 1.48 | -0.01 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.22 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.48 | 1.44 | +0.04 |
Martin ratioReturn relative to average drawdown | 5.82 | 6.76 | -0.94 |
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
| RYVVX | FLCOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | 1.02 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.62 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.54 | -0.32 |
Correlation
The correlation between RYVVX and FLCOX is 0.91, 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
RYVVX vs. FLCOX - Dividend Comparison
RYVVX's dividend yield for the trailing twelve months is around 0.24%, less than FLCOX's 1.48% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYVVX Rydex S&P 500 Pure Value Fund | 0.24% | 0.25% | 1.16% | 2.24% | 2.86% | 2.87% | 1.13% | 1.17% | 10.39% | 1.30% | 1.04% | 9.15% |
FLCOX Fidelity Large Cap Value Index Fund | 1.48% | 1.51% | 1.92% | 1.99% | 2.01% | 1.55% | 2.28% | 3.82% | 2.79% | 0.60% | 0.00% | 0.00% |
Drawdowns
RYVVX vs. FLCOX - Drawdown Comparison
The maximum RYVVX drawdown since its inception was -82.48%, which is greater than FLCOX's maximum drawdown of -38.28%. Use the drawdown chart below to compare losses from any high point for RYVVX and FLCOX.
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Drawdown Indicators
| RYVVX | FLCOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.48% | -38.28% | -44.20% |
Max Drawdown (1Y)Largest decline over 1 year | -12.23% | -11.81% | -0.42% |
Max Drawdown (5Y)Largest decline over 5 years | -23.78% | -19.00% | -4.78% |
Max Drawdown (10Y)Largest decline over 10 years | -51.41% | — | — |
Current DrawdownCurrent decline from peak | -4.97% | -4.82% | -0.15% |
Average DrawdownAverage peak-to-trough decline | -17.08% | -4.52% | -12.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.10% | 2.51% | +0.59% |
Volatility
RYVVX vs. FLCOX - Volatility Comparison
The current volatility for Rydex S&P 500 Pure Value Fund (RYVVX) is 3.91%, while Fidelity Large Cap Value Index Fund (FLCOX) has a volatility of 4.38%. This indicates that RYVVX experiences smaller price fluctuations and is considered to be less risky than FLCOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYVVX | FLCOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.91% | 4.38% | -0.47% |
Volatility (6M)Calculated over the trailing 6-month period | 9.69% | 8.29% | +1.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.16% | 15.73% | +1.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.01% | 14.83% | +3.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.94% | 17.73% | +4.21% |