RYVVX vs. RYCKX
RYVVX (Rydex S&P 500 Pure Value Fund) and RYCKX (Rydex S&P MidCap 400 Pure Growth Fund) are both mutual funds - RYVVX is a Large Cap Value Equities fund managed by Rydex Funds, while RYCKX is a Mid Cap Growth Equities fund managed by Rydex Funds. Over the past 10 years, RYVVX returned 8.74%/yr vs 7.23%/yr for RYCKX. Their 0.77 correlation means they have sometimes moved together and sometimes differently. Both charge a 2.26% expense ratio.
Performance
RYVVX vs. RYCKX - Performance Comparison
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Returns By Period
In the year-to-date period, RYVVX achieves a 15.34% return, which is significantly higher than RYCKX's 12.35% return. Over the past 10 years, RYVVX has outperformed RYCKX with an annualized return of 8.74%, while RYCKX has yielded a comparatively lower 7.23% annualized return.
RYVVX
- 1D
- -0.46%
- 1M
- 2.99%
- 6M
- 11.25%
- YTD
- 15.34%
- 1Y
- 31.55%
- 3Y*
- 14.37%
- 5Y*
- 9.96%
- 10Y*
- 8.74%
- ALL TIME*
- 5.91%
RYCKX
- 1D
- 2.48%
- 1M
- -4.87%
- 6M
- 7.29%
- YTD
- 12.35%
- 1Y
- 17.29%
- 3Y*
- 11.54%
- 5Y*
- 4.05%
- 10Y*
- 7.23%
- ALL TIME*
- 7.68%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
RYVVX vs. RYCKX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYVVX Rydex S&P 500 Pure Value Fund | 15.34% | 15.67% | 9.88% | 5.72% | -3.31% | 31.12% | -10.98% | 22.34% | -13.91% | 15.07% |
RYCKX Rydex S&P MidCap 400 Pure Growth Fund | 12.35% | 6.61% | 15.10% | 13.97% | -23.05% | 11.26% | 29.72% | 14.60% | -15.17% | 18.02% |
Correlation
The correlation between RYVVX and RYCKX is 0.40, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.40 |
Correlation (3Y) Balances recent behavior with more history. | 0.60 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.68 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.70 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2005 | 0.77 |
Over the past year, the correlation between RYVVX and RYCKX has dropped to 0.40 - well below their long-term average of 0.77, suggesting their price drivers have been diverging.
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Return for Risk
RYVVX vs. RYCKX — Risk / Return Rank
RYVVX
RYCKX
RYVVX vs. RYCKX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex S&P 500 Pure Value Fund (RYVVX) and Rydex S&P MidCap 400 Pure Growth Fund (RYCKX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| RYVVX | RYCKX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.63 | ||
| Sortino ratioReturn per unit of downside risk | +2.24 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.13 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 3.65 | 1.31 | +2.33 |
| Martin ratioReturn relative to average drawdown | 12.92 | 4.47 | +8.45 |
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Drawdowns
RYVVX vs. RYCKX - Drawdown Comparison
The maximum RYVVX drawdown since its inception was -82.48%, which is greater than RYCKX's maximum drawdown of -52.60%. Use the drawdown chart below to compare losses from any high point for RYVVX and RYCKX.
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Drawdown Indicators
| RYVVX | RYCKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.48% | -52.60% | -29.88% |
Max Drawdown (1Y)Largest decline over 1 year | -7.95% | -10.50% | +2.55% |
Max Drawdown (3Y)Largest decline over 3 years | -15.44% | -27.14% | +11.70% |
Max Drawdown (5Y)Largest decline over 5 years | -23.78% | -35.98% | +12.20% |
Max Drawdown (10Y)Largest decline over 10 years | -51.41% | -44.75% | -6.66% |
Current DrawdownCurrent decline from peak | -1.44% | -7.89% | +6.45% |
Average DrawdownAverage peak-to-trough decline | -16.84% | -9.47% | -7.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.25% | 3.16% | -0.91% |
Volatility
RYVVX vs. RYCKX - Volatility Comparison
The current volatility for Rydex S&P 500 Pure Value Fund (RYVVX) is 3.11%, while Rydex S&P MidCap 400 Pure Growth Fund (RYCKX) has a volatility of 6.19%. This indicates that RYVVX experiences smaller price fluctuations and is considered to be less risky than RYCKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYVVX | RYCKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.11% | 6.19% | -3.08% |
Volatility (6M)Calculated over the trailing 6-month period | 8.19% | 16.24% | -8.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.43% | 19.70% | -7.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.56% | 22.97% | -5.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.76% | 23.11% | -1.35% |
RYVVX vs. RYCKX - Expense Ratio Comparison
Both RYVVX and RYCKX have an expense ratio of 2.26%.
Dividends
RYVVX vs. RYCKX - Dividend Comparison
RYVVX's dividend yield for the trailing twelve months is around 0.21%, while RYCKX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYCKX Rydex S&P MidCap 400 Pure Growth Fund | 0.00% | 0.00% | 20.92% | 0.00% | 14.34% | 13.66% | 1.29% | 0.00% | 18.93% | 7.60% | 1.72% | 5.90% |
RYVVX Rydex S&P 500 Pure Value Fund | 0.21% | 0.25% | 1.16% | 2.24% | 2.86% | 2.87% | 1.13% | 1.17% | 10.39% | 1.30% | 1.04% | 9.15% |
Frequently Asked Questions
RYVVX and RYCKX have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RYCKX has higher volatility (6.19%) compared to RYVVX (3.11%). In terms of maximum drawdown, RYVVX dropped -82.48% vs RYCKX's -52.60%.
RYVVX currently has the higher Sharpe Ratio (2.33 vs 0.70), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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