RYVVX vs. RYSEX
Compare and contrast key facts about Rydex S&P 500 Pure Value Fund (RYVVX) and Royce Special Equity Fund (RYSEX).
RYVVX is managed by Rydex Funds. It was launched on Feb 20, 2004. RYSEX is managed by Royce Investment Partners. It was launched on May 1, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RYVVX or RYSEX.
Key characteristics
| RYVVX | RYSEX | |
|---|---|---|
| YTD Return | 13.89% | 9.50% |
| 1Y Return | 29.93% | 21.40% |
| 3Y Return (Ann) | 5.02% | 4.71% |
| 5Y Return (Ann) | 6.73% | 9.30% |
| 10Y Return (Ann) | 5.73% | 6.94% |
| Sharpe Ratio | 1.92 | 1.27 |
| Sortino Ratio | 2.79 | 1.95 |
| Omega Ratio | 1.34 | 1.24 |
| Calmar Ratio | 1.44 | 2.10 |
| Martin Ratio | 9.13 | 4.98 |
| Ulcer Index | 3.20% | 4.21% |
| Daily Std Dev | 15.24% | 16.54% |
| Max Drawdown | -76.18% | -43.27% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between RYVVX and RYSEX is 0.83, 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.
Performance
RYVVX vs. RYSEX - Performance Comparison
In the year-to-date period, RYVVX achieves a 13.89% return, which is significantly higher than RYSEX's 9.50% return. Over the past 10 years, RYVVX has underperformed RYSEX with an annualized return of 5.73%, while RYSEX has yielded a comparatively higher 6.94% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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RYVVX vs. RYSEX - Expense Ratio Comparison
RYVVX has a 2.26% expense ratio, which is higher than RYSEX's 1.20% expense ratio.
Risk-Adjusted Performance
RYVVX vs. RYSEX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex S&P 500 Pure Value Fund (RYVVX) and Royce Special Equity Fund (RYSEX). 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.
Dividends
RYVVX vs. RYSEX - Dividend Comparison
RYVVX's dividend yield for the trailing twelve months is around 1.97%, more than RYSEX's 1.36% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYVVX Rydex S&P 500 Pure Value Fund | 1.97% | 2.24% | 2.86% | 2.87% | 1.13% | 1.17% | 1.96% | 0.37% | 1.04% | 1.72% | 0.11% | 0.19% |
RYSEX Royce Special Equity Fund | 1.36% | 1.48% | 1.23% | 1.06% | 1.44% | 1.18% | 1.30% | 0.56% | 0.96% | 1.33% | 0.52% | 0.12% |
Drawdowns
RYVVX vs. RYSEX - Drawdown Comparison
The maximum RYVVX drawdown since its inception was -76.18%, which is greater than RYSEX's maximum drawdown of -43.27%. Use the drawdown chart below to compare losses from any high point for RYVVX and RYSEX. For additional features, visit the drawdowns tool.
Volatility
RYVVX vs. RYSEX - Volatility Comparison
The current volatility for Rydex S&P 500 Pure Value Fund (RYVVX) is 5.61%, while Royce Special Equity Fund (RYSEX) has a volatility of 6.42%. This indicates that RYVVX experiences smaller price fluctuations and is considered to be less risky than RYSEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.