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RYVVX vs. RYSEX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

RYVVX vs. RYSEX

Last updated May 12, 2025

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.

Correlation

The correlation between RYVVX and RYSEX 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.

Performance

RYVVX vs. RYSEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rydex S&P 500 Pure Value Fund (RYVVX) and Royce Special Equity Fund (RYSEX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

RYVVX:

8.80%

RYSEX:

23.36%

Max Drawdown

RYVVX:

-0.30%

RYSEX:

-1.03%

Current Drawdown

RYVVX:

0.00%

RYSEX:

-0.51%

Returns By Period

RYVVX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

RYSEX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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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.

RYVVX
Rydex S&P 500 Pure Value Fund
RYSEX
Royce Special Equity Fund

Risk-Adjusted Performance

RYVVX vs. RYSEX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
RYVVX
The Risk-Adjusted Performance Rank of RYVVX is 4646
Overall Rank
The Sharpe Ratio Rank of RYVVX is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of RYVVX is 4646
Sortino Ratio Rank
The Omega Ratio Rank of RYVVX is 4242
Omega Ratio Rank
The Calmar Ratio Rank of RYVVX is 5656
Calmar Ratio Rank
The Martin Ratio Rank of RYVVX is 4747
Martin Ratio Rank
RYSEX
The Risk-Adjusted Performance Rank of RYSEX is 11
Overall Rank
The Sharpe Ratio Rank of RYSEX is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of RYSEX is 11
Sortino Ratio Rank
The Omega Ratio Rank of RYSEX is 11
Omega Ratio Rank
The Calmar Ratio Rank of RYSEX is 22
Calmar Ratio Rank
The Martin Ratio Rank of RYSEX is 22
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

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Dividends

RYVVX vs. RYSEX - Dividend Comparison

RYVVX's dividend yield for the trailing twelve months is around 1.16%, less than RYSEX's 2.98% yield.

TTM20242023202220212020201920182017201620152014
RYVVX
Rydex S&P 500 Pure Value Fund		1.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RYSEX
Royce Special Equity Fund		2.98%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

RYVVX vs. RYSEX - Drawdown Comparison

The maximum RYVVX drawdown since its inception was -0.30%, smaller than the maximum RYSEX drawdown of -1.03%. Use the drawdown chart below to compare losses from any high point for RYVVX and RYSEX. For additional features, visit the drawdowns tool.

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Volatility

RYVVX vs. RYSEX - Volatility Comparison

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