RYWCX vs. FAMFX
RYWCX (Rydex S&P SmallCap 600 Pure Growth Fund) and FAMFX (FAM Small Cap Fund) are both Small Cap Growth Equities funds. Over the past 10 years, RYWCX returned 7.30%/yr vs 6.84%/yr for FAMFX. Their correlation of 0.85 means they have usually moved in the same direction. RYWCX charges 2.26%/yr vs 1.27%/yr for FAMFX.
Performance
RYWCX vs. FAMFX - Performance Comparison
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Returns By Period
In the year-to-date period, RYWCX achieves a 24.94% return, which is significantly higher than FAMFX's -1.81% return. Over the past 10 years, RYWCX has outperformed FAMFX with an annualized return of 7.30%, while FAMFX has yielded a comparatively lower 6.84% annualized return.
RYWCX
- 1D
- -0.61%
- 1M
- -4.00%
- 6M
- 17.42%
- YTD
- 24.94%
- 1Y
- 30.27%
- 3Y*
- 14.71%
- 5Y*
- 3.78%
- 10Y*
- 7.30%
- ALL TIME*
- 6.73%
FAMFX
- 1D
- 1.88%
- 1M
- -0.04%
- 6M
- -4.13%
- YTD
- -1.81%
- 1Y
- -11.90%
- 3Y*
- 0.78%
- 5Y*
- 2.33%
- 10Y*
- 6.84%
- ALL TIME*
- 8.95%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
FAMFX FAM Small Cap Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
RYWCX vs. FAMFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYWCX Rydex S&P SmallCap 600 Pure Growth Fund | 24.94% | 7.76% | 7.20% | 17.03% | -30.33% | 16.37% | 15.23% | 11.58% | -9.55% | 15.23% |
FAMFX FAM Small Cap Fund | -1.81% | -11.60% | 12.43% | 20.10% | -12.42% | 27.72% | 10.10% | 26.89% | -8.54% | 4.56% |
Correlation
The correlation between RYWCX and FAMFX is 0.61, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.61 |
Correlation (3Y) Balances recent behavior with more history. | 0.79 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.84 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.85 |
Correlation (All Time) Calculated using the full available price history since Mar 1, 2012 | 0.85 |
Over the past year, the correlation between RYWCX and FAMFX has dropped to 0.61 - well below their long-term average of 0.85, suggesting their price drivers have been diverging.
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Return for Risk
RYWCX vs. FAMFX — Risk / Return Rank
RYWCX
FAMFX
RYWCX vs. FAMFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex S&P SmallCap 600 Pure Growth Fund (RYWCX) and FAM Small Cap Fund (FAMFX). 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.
| RYWCX | FAMFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.32 | ||
| Sortino ratioReturn per unit of downside risk | +3.43 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 0.91 | +0.38 |
| Calmar ratioReturn relative to maximum drawdown | 3.67 | -0.54 | +4.22 |
| Martin ratioReturn relative to average drawdown | 11.62 | -0.96 | +12.59 |
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Drawdowns
RYWCX vs. FAMFX - Drawdown Comparison
The maximum RYWCX drawdown since its inception was -60.64%, which is greater than FAMFX's maximum drawdown of -39.66%. Use the drawdown chart below to compare losses from any high point for RYWCX and FAMFX.
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Drawdown Indicators
| RYWCX | FAMFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.64% | -39.66% | -20.98% |
Max Drawdown (1Y)Largest decline over 1 year | -8.49% | -21.49% | +13.00% |
Max Drawdown (3Y)Largest decline over 3 years | -26.39% | -28.71% | +2.32% |
Max Drawdown (5Y)Largest decline over 5 years | -40.28% | -28.71% | -11.57% |
Max Drawdown (10Y)Largest decline over 10 years | -54.65% | -39.66% | -14.99% |
Current DrawdownCurrent decline from peak | -5.62% | -20.21% | +14.59% |
Average DrawdownAverage peak-to-trough decline | -13.37% | -6.09% | -7.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.68% | 12.14% | -9.46% |
Volatility
RYWCX vs. FAMFX - Volatility Comparison
The current volatility for Rydex S&P SmallCap 600 Pure Growth Fund (RYWCX) is 5.18%, while FAM Small Cap Fund (FAMFX) has a volatility of 5.74%. This indicates that RYWCX experiences smaller price fluctuations and is considered to be less risky than FAMFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYWCX | FAMFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.18% | 5.74% | -0.56% |
Volatility (6M)Calculated over the trailing 6-month period | 14.29% | 13.43% | +0.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.82% | 17.92% | +0.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.89% | 18.83% | +4.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.70% | 19.52% | +5.18% |
RYWCX vs. FAMFX - Expense Ratio Comparison
RYWCX has a 2.26% expense ratio, which is higher than FAMFX's 1.27% expense ratio.
Dividends
RYWCX vs. FAMFX - Dividend Comparison
RYWCX has not paid dividends to shareholders, while FAMFX's dividend yield for the trailing twelve months is around 3.47%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FAMFX FAM Small Cap Fund | 3.47% | 3.41% | 4.43% | 6.44% | 0.36% | 6.55% | 0.00% | 0.47% | 10.85% | 2.15% | 2.99% | 0.24% |
RYWCX Rydex S&P SmallCap 600 Pure Growth Fund | 0.00% | 0.00% | 14.52% | 0.00% | 0.00% | 59.93% | 0.00% | 0.00% | 9.26% | 3.92% | 0.00% | 0.00% |
Frequently Asked Questions
RYWCX and FAMFX have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FAMFX has higher volatility (5.74%) compared to RYWCX (5.18%). In terms of maximum drawdown, RYWCX dropped -60.64% vs FAMFX's -39.66%.
RYWCX currently has the higher Sharpe Ratio (1.66 vs -0.65), 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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