RYVVX vs. RYSIX
Compare and contrast key facts about Rydex S&P 500 Pure Value Fund (RYVVX) and Rydex Electronics Fund (RYSIX).
RYVVX is managed by Rydex Funds. It was launched on Feb 20, 2004. RYSIX is managed by Rydex Funds. It was launched on Mar 31, 1998.
Performance
RYVVX vs. RYSIX - Performance Comparison
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RYVVX vs. RYSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYVVX Rydex S&P 500 Pure Value Fund | 2.38% | 15.67% | 9.88% | 5.72% | -3.31% | 31.12% | -10.98% | 22.34% | -13.91% | 15.07% |
RYSIX Rydex Electronics Fund | 1.62% | 42.02% | 16.66% | 55.69% | -32.46% | 38.65% | 56.73% | 59.80% | -12.42% | 31.62% |
Returns By Period
In the year-to-date period, RYVVX achieves a 2.38% return, which is significantly higher than RYSIX's 1.62% return. Over the past 10 years, RYVVX has underperformed RYSIX with an annualized return of 7.89%, while RYSIX has yielded a comparatively higher 24.10% annualized return.
RYVVX
- 1D
- -0.33%
- 1M
- -5.45%
- YTD
- 2.38%
- 6M
- 6.39%
- 1Y
- 15.22%
- 3Y*
- 12.18%
- 5Y*
- 7.74%
- 10Y*
- 7.89%
RYSIX
- 1D
- -4.02%
- 1M
- -10.66%
- YTD
- 1.62%
- 6M
- 10.23%
- 1Y
- 70.84%
- 3Y*
- 27.63%
- 5Y*
- 17.49%
- 10Y*
- 24.10%
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RYVVX vs. RYSIX - Expense Ratio Comparison
RYVVX has a 2.26% expense ratio, which is higher than RYSIX's 1.36% expense ratio.
Return for Risk
RYVVX vs. RYSIX — Risk / Return Rank
RYVVX
RYSIX
RYVVX vs. RYSIX - 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 Electronics Fund (RYSIX). 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 | RYSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 1.80 | -0.84 |
Sortino ratioReturn per unit of downside risk | 1.43 | 2.41 | -0.98 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.34 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.22 | 3.70 | -2.48 |
Martin ratioReturn relative to average drawdown | 4.84 | 13.99 | -9.15 |
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 | RYSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 1.80 | -0.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.49 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | 0.73 | -0.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.26 | -0.04 |
Correlation
The correlation between RYVVX and RYSIX is 0.62, 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. RYSIX - Dividend Comparison
RYVVX's dividend yield for the trailing twelve months is around 0.24%, less than RYSIX's 3.19% 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% |
RYSIX Rydex Electronics Fund | 3.19% | 3.24% | 1.73% | 0.00% | 0.00% | 3.34% | 2.04% | 0.01% | 10.18% | 0.05% | 0.00% | 0.16% |
Drawdowns
RYVVX vs. RYSIX - Drawdown Comparison
The maximum RYVVX drawdown since its inception was -82.48%, smaller than the maximum RYSIX drawdown of -88.66%. Use the drawdown chart below to compare losses from any high point for RYVVX and RYSIX.
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Drawdown Indicators
| RYVVX | RYSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.48% | -88.66% | +6.18% |
Max Drawdown (1Y)Largest decline over 1 year | -12.23% | -17.54% | +5.31% |
Max Drawdown (5Y)Largest decline over 5 years | -23.78% | -43.80% | +20.02% |
Max Drawdown (10Y)Largest decline over 10 years | -51.41% | -43.80% | -7.61% |
Current DrawdownCurrent decline from peak | -6.30% | -14.87% | +8.57% |
Average DrawdownAverage peak-to-trough decline | -17.08% | -50.02% | +32.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.08% | 4.64% | -1.56% |
Volatility
RYVVX vs. RYSIX - Volatility Comparison
The current volatility for Rydex S&P 500 Pure Value Fund (RYVVX) is 3.53%, while Rydex Electronics Fund (RYSIX) has a volatility of 11.41%. This indicates that RYVVX experiences smaller price fluctuations and is considered to be less risky than RYSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYVVX | RYSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.53% | 11.41% | -7.88% |
Volatility (6M)Calculated over the trailing 6-month period | 9.59% | 24.77% | -15.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.14% | 39.19% | -22.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.00% | 35.64% | -17.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.94% | 33.18% | -11.24% |