SPIDX vs. RYSOX
Compare and contrast key facts about Invesco S&P 500 Index Fund (SPIDX) and Rydex S&P 500 Fund (RYSOX).
SPIDX is a passively managed fund by Invesco that tracks the performance of the S&P 500 Index. It was launched on Sep 26, 1997. RYSOX is a passively managed fund by Rydex Funds that tracks the performance of the S&P 500 Index. It was launched on May 31, 2006. Both SPIDX and RYSOX are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SPIDX vs. RYSOX - Performance Comparison
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SPIDX vs. RYSOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPIDX Invesco S&P 500 Index Fund | -4.42% | 17.54% | 24.65% | 25.95% | -18.36% | 28.30% | 18.13% | 31.11% | -4.75% | 21.45% |
RYSOX Rydex S&P 500 Fund | -4.62% | 15.93% | 22.98% | 24.15% | -19.47% | 26.68% | 16.25% | 29.15% | -6.01% | 19.53% |
Returns By Period
The year-to-date returns for both stocks are quite close, with SPIDX having a -4.42% return and RYSOX slightly lower at -4.62%. Over the past 10 years, SPIDX has outperformed RYSOX with an annualized return of 13.74%, while RYSOX has yielded a comparatively lower 12.15% annualized return.
SPIDX
- 1D
- 2.92%
- 1M
- -5.05%
- YTD
- -4.42%
- 6M
- -2.26%
- 1Y
- 17.02%
- 3Y*
- 17.97%
- 5Y*
- 11.47%
- 10Y*
- 13.74%
RYSOX
- 1D
- 2.92%
- 1M
- -5.04%
- YTD
- -4.62%
- 6M
- -2.83%
- 1Y
- 15.58%
- 3Y*
- 16.41%
- 5Y*
- 9.99%
- 10Y*
- 12.15%
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SPIDX vs. RYSOX - Expense Ratio Comparison
SPIDX has a 0.29% expense ratio, which is lower than RYSOX's 1.56% expense ratio.
Return for Risk
SPIDX vs. RYSOX — Risk / Return Rank
SPIDX
RYSOX
SPIDX vs. RYSOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Index Fund (SPIDX) and Rydex S&P 500 Fund (RYSOX). 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.
| SPIDX | RYSOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 0.88 | +0.08 |
Sortino ratioReturn per unit of downside risk | 1.47 | 1.36 | +0.11 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.21 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.30 | 1.37 | -0.07 |
Martin ratioReturn relative to average drawdown | 6.23 | 6.46 | -0.23 |
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
| SPIDX | RYSOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 0.88 | +0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.59 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.67 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.44 | +0.01 |
Correlation
The correlation between SPIDX and RYSOX 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.
Dividends
SPIDX vs. RYSOX - Dividend Comparison
SPIDX's dividend yield for the trailing twelve months is around 1.12%, less than RYSOX's 2.77% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPIDX Invesco S&P 500 Index Fund | 1.12% | 1.07% | 1.28% | 1.23% | 1.14% | 2.09% | 1.45% | 2.11% | 2.82% | 1.49% | 1.49% | 1.74% |
RYSOX Rydex S&P 500 Fund | 2.77% | 2.65% | 1.08% | 0.60% | 1.17% | 1.25% | 13.42% | 0.93% | 1.69% | 4.56% | 0.84% | 4.01% |
Drawdowns
SPIDX vs. RYSOX - Drawdown Comparison
The maximum SPIDX drawdown since its inception was -55.30%, roughly equal to the maximum RYSOX drawdown of -55.24%. Use the drawdown chart below to compare losses from any high point for SPIDX and RYSOX.
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Drawdown Indicators
| SPIDX | RYSOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.30% | -55.24% | -0.06% |
Max Drawdown (1Y)Largest decline over 1 year | -12.14% | -12.14% | 0.00% |
Max Drawdown (5Y)Largest decline over 5 years | -24.66% | -25.45% | +0.79% |
Max Drawdown (10Y)Largest decline over 10 years | -33.84% | -34.05% | +0.21% |
Current DrawdownCurrent decline from peak | -6.28% | -6.41% | +0.13% |
Average DrawdownAverage peak-to-trough decline | -10.57% | -8.33% | -2.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 2.58% | -0.05% |
Volatility
SPIDX vs. RYSOX - Volatility Comparison
Invesco S&P 500 Index Fund (SPIDX) and Rydex S&P 500 Fund (RYSOX) have volatilities of 5.34% and 5.32%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPIDX | RYSOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.34% | 5.32% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 9.53% | 9.52% | +0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.35% | 18.32% | +0.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.92% | 16.92% | 0.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.07% | 18.07% | 0.00% |