RYVVX vs. GQHPX

Last updated Apr 2, 2026

Compare and contrast key facts about Rydex S&P 500 Pure Value Fund (RYVVX) and GQG Partners US Quality Dividend Income Fund (GQHPX).

RYVVX is managed by Rydex Funds. It was launched on Feb 20, 2004. GQHPX is managed by GQG Partners Inc. It was launched on Jun 29, 2021.

Performance

RYVVX vs. GQHPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rydex S&P 500 Pure Value Fund (RYVVX) and GQG Partners US Quality Dividend Income Fund (GQHPX). The values are adjusted to include any dividend payments, if applicable.

RYVVX vs. GQHPX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
RYVVX Rydex S&P 500 Pure Value Fund	3.83%	15.67%	9.88%	5.72%	-3.31%	4.70%
GQHPX GQG Partners US Quality Dividend Income Fund	11.80%	7.53%	12.69%	3.94%	6.73%	10.34%

Returns By Period

In the year-to-date period, RYVVX achieves a 3.83% return, which is significantly lower than GQHPX's 11.80% 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%

GQHPX

• 1D: -0.14%
• 1M: -2.01%
• YTD: 11.80%
• 6M: 11.28%
• 1Y: 11.07%
• 3Y*: 12.71%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

RYVVX vs. GQHPX - Expense Ratio Comparison

RYVVX has a 2.26% expense ratio, which is higher than GQHPX's 0.57% expense ratio.

RYVVX

Rydex S&P 500 Pure Value Fund

GQHPX

GQG Partners US Quality Dividend Income Fund

Return for Risk

RYVVX vs. GQHPX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RYVVX

RYVVX Risk / Return Rank: 44
RYVVX Sharpe Ratio Rank: 43
RYVVX Sortino Ratio Rank: 44
RYVVX Omega Ratio Rank: 38
RYVVX Calmar Ratio Rank: 49
RYVVX Martin Ratio Rank: 49

GQHPX

GQHPX Risk / Return Rank: 39
GQHPX Sharpe Ratio Rank: 41
GQHPX Sortino Ratio Rank: 35
GQHPX Omega Ratio Rank: 35
GQHPX Calmar Ratio Rank: 48
GQHPX Martin Ratio Rank: 38

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

RYVVX vs. GQHPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rydex S&P 500 Pure Value Fund (RYVVX) and GQG Partners US Quality Dividend Income Fund (GQHPX). 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	GQHPX	Difference
Sharpe ratio Return per unit of total volatility	0.99	0.93	+0.06
Sortino ratio Return per unit of downside risk	1.47	1.28	+0.19
Omega ratio Gain probability vs. loss probability	1.20	1.18	+0.02
Calmar ratio Return relative to maximum drawdown	1.48	1.37	+0.11
Martin ratio Return relative to average drawdown	5.82	4.50	+1.32
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RYVVX vs. GQHPX - Sharpe Ratio Comparison

The current RYVVX Sharpe Ratio is 0.99, which is comparable to the GQHPX Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of RYVVX and GQHPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	RYVVX	GQHPX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.99	0.93	+0.06
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.44	—	—
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	0.90	-0.68

Correlation

The correlation between RYVVX and GQHPX is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

RYVVX vs. GQHPX - Dividend Comparison

RYVVX's dividend yield for the trailing twelve months is around 0.24%, less than GQHPX's 2.66% 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%
GQHPX GQG Partners US Quality Dividend Income Fund	2.66%	2.98%	3.14%	2.64%	3.24%	0.77%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

RYVVX vs. GQHPX - Drawdown Comparison

The maximum RYVVX drawdown since its inception was -82.48%, which is greater than GQHPX's maximum drawdown of -17.26%. Use the drawdown chart below to compare losses from any high point for RYVVX and GQHPX.

Drawdown Indicators

	RYVVX	GQHPX	Difference
Max Drawdown Largest peak-to-trough decline	-82.48%	-17.26%	-65.22%
Max Drawdown (1Y) Largest decline over 1 year	-12.23%	-8.17%	-4.06%
Max Drawdown (5Y) Largest decline over 5 years	-23.78%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-51.41%	—	—
Current Drawdown Current decline from peak	-4.97%	-2.15%	-2.82%
Average Drawdown Average peak-to-trough decline	-17.08%	-3.36%	-13.72%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.10%	2.64%	+0.46%

Volatility

RYVVX vs. GQHPX - Volatility Comparison

Rydex S&P 500 Pure Value Fund (RYVVX) has a higher volatility of 3.91% compared to GQG Partners US Quality Dividend Income Fund (GQHPX) at 2.66%. This indicates that RYVVX's price experiences larger fluctuations and is considered to be riskier than GQHPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RYVVX	GQHPX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.91%	2.66%	+1.25%
Volatility (6M) Calculated over the trailing 6-month period	9.69%	6.98%	+2.71%
Volatility (1Y) Calculated over the trailing 1-year period	17.16%	11.90%	+5.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.01%	12.67%	+5.34%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.94%	12.67%	+9.27%