PortfoliosLab logoPortfoliosLab logo
RYWCX vs. NBGNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RYWCX vs. NBGNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rydex S&P SmallCap 600 Pure Growth Fund (RYWCX) and Neuberger Berman Genesis Fund (NBGNX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

RYWCX vs. NBGNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RYWCX
Rydex S&P SmallCap 600 Pure Growth Fund
5.56%7.76%7.20%17.03%-30.33%16.37%15.23%11.58%-9.55%15.23%
NBGNX
Neuberger Berman Genesis Fund
1.64%-4.70%9.04%15.57%-19.49%18.07%24.86%29.47%-6.91%15.83%

Returns By Period

In the year-to-date period, RYWCX achieves a 5.56% return, which is significantly higher than NBGNX's 1.64% return. Over the past 10 years, RYWCX has underperformed NBGNX with an annualized return of 6.40%, while NBGNX has yielded a comparatively higher 8.86% annualized return.


RYWCX

1D
0.99%
1M
-1.84%
YTD
5.56%
6M
4.83%
1Y
19.13%
3Y*
12.00%
5Y*
0.01%
10Y*
6.40%

NBGNX

1D
0.68%
1M
-5.49%
YTD
1.64%
6M
-0.18%
1Y
3.59%
3Y*
4.49%
5Y*
1.40%
10Y*
8.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


RYWCX vs. NBGNX - Expense Ratio Comparison

RYWCX has a 2.26% expense ratio, which is higher than NBGNX's 0.99% expense ratio.


Return for Risk

RYWCX vs. NBGNX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RYWCX
RYWCX Risk / Return Rank: 4242
Overall Rank
RYWCX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
RYWCX Sortino Ratio Rank: 4343
Sortino Ratio Rank
RYWCX Omega Ratio Rank: 3232
Omega Ratio Rank
RYWCX Calmar Ratio Rank: 4848
Calmar Ratio Rank
RYWCX Martin Ratio Rank: 5151
Martin Ratio Rank

NBGNX
NBGNX Risk / Return Rank: 88
Overall Rank
NBGNX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
NBGNX Sortino Ratio Rank: 88
Sortino Ratio Rank
NBGNX Omega Ratio Rank: 77
Omega Ratio Rank
NBGNX Calmar Ratio Rank: 1010
Calmar Ratio Rank
NBGNX Martin Ratio Rank: 1010
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

RYWCX vs. NBGNX - 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 Neuberger Berman Genesis Fund (NBGNX). 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.


RYWCXNBGNXDifference

Sharpe ratio

Return per unit of total volatility

0.94

0.24

+0.70

Sortino ratio

Return per unit of downside risk

1.48

0.51

+0.97

Omega ratio

Gain probability vs. loss probability

1.19

1.06

+0.12

Calmar ratio

Return relative to maximum drawdown

1.56

0.43

+1.12

Martin ratio

Return relative to average drawdown

6.45

1.34

+5.10

RYWCX vs. NBGNX - Sharpe Ratio Comparison

The current RYWCX Sharpe Ratio is 0.94, which is higher than the NBGNX Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of RYWCX and NBGNX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


RYWCXNBGNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

0.24

+0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.00

0.07

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

0.44

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.64

-0.40

Correlation

The correlation between RYWCX and NBGNX is 0.92, 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.


Dividends

RYWCX vs. NBGNX - Dividend Comparison

RYWCX has not paid dividends to shareholders, while NBGNX's dividend yield for the trailing twelve months is around 16.09%.


TTM20252024202320222021202020192018201720162015
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%
NBGNX
Neuberger Berman Genesis Fund
16.09%16.36%2.15%3.03%11.05%10.92%3.84%5.82%12.24%13.89%11.21%18.52%

Drawdowns

RYWCX vs. NBGNX - Drawdown Comparison

The maximum RYWCX drawdown since its inception was -60.64%, which is greater than NBGNX's maximum drawdown of -51.75%. Use the drawdown chart below to compare losses from any high point for RYWCX and NBGNX.


Loading graphics...

Drawdown Indicators


RYWCXNBGNXDifference

Max Drawdown

Largest peak-to-trough decline

-60.64%

-51.75%

-8.89%

Max Drawdown (1Y)

Largest decline over 1 year

-8.49%

-10.77%

+2.28%

Max Drawdown (5Y)

Largest decline over 5 years

-40.28%

-28.33%

-11.95%

Max Drawdown (10Y)

Largest decline over 10 years

-54.65%

-34.53%

-20.12%

Current Drawdown

Current decline from peak

-8.02%

-13.42%

+5.40%

Average Drawdown

Average peak-to-trough decline

-13.54%

-7.14%

-6.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.26%

4.26%

-1.00%

Volatility

RYWCX vs. NBGNX - Volatility Comparison

Rydex S&P SmallCap 600 Pure Growth Fund (RYWCX) has a higher volatility of 8.13% compared to Neuberger Berman Genesis Fund (NBGNX) at 5.66%. This indicates that RYWCX's price experiences larger fluctuations and is considered to be riskier than NBGNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


RYWCXNBGNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.13%

5.66%

+2.47%

Volatility (6M)

Calculated over the trailing 6-month period

13.78%

11.61%

+2.17%

Volatility (1Y)

Calculated over the trailing 1-year period

22.53%

20.86%

+1.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.96%

19.67%

+3.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.69%

20.19%

+4.50%