USGLX vs. RYGRX
USGLX (John Hancock U.S. Global Leaders Growth Fund) and RYGRX (Rydex S&P 500 Pure Growth Fund) are both Large Cap Growth Equities funds. Over the past 10 years, USGLX returned 10.88%/yr vs 11.74%/yr for RYGRX. Their correlation of 0.88 means they have usually moved in the same direction. USGLX charges 1.13%/yr vs 2.26%/yr for RYGRX.
Performance
USGLX vs. RYGRX - Performance Comparison
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Returns By Period
In the year-to-date period, USGLX achieves a -4.06% return, which is significantly lower than RYGRX's 18.58% return. Over the past 10 years, USGLX has underperformed RYGRX with an annualized return of 10.88%, while RYGRX has yielded a comparatively higher 11.74% annualized return.
USGLX
- 1D
- 1.16%
- 1M
- -0.24%
- 6M
- -1.01%
- YTD
- -4.06%
- 1Y
- -2.62%
- 3Y*
- 7.46%
- 5Y*
- 1.66%
- 10Y*
- 10.88%
- ALL TIME*
- 9.67%
RYGRX
- 1D
- 5.27%
- 1M
- -6.70%
- 6M
- 13.58%
- YTD
- 18.58%
- 1Y
- 19.41%
- 3Y*
- 18.75%
- 5Y*
- 6.12%
- 10Y*
- 11.74%
- ALL TIME*
- 9.16%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
USGLX vs. RYGRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
USGLX John Hancock U.S. Global Leaders Growth Fund | -4.06% | 2.94% | 18.17% | 29.14% | -29.76% | 19.18% | 35.40% | 33.07% | 3.35% | 25.38% |
RYGRX Rydex S&P 500 Pure Growth Fund | 18.58% | 11.00% | 25.73% | 5.80% | -28.71% | 26.61% | 26.34% | 34.13% | -6.28% | 23.74% |
Correlation
The correlation between USGLX and RYGRX is 0.53, 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. | 0.53 |
Correlation (3Y) Balances recent behavior with more history. | 0.69 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.78 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.83 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2005 | 0.88 |
Over the past year, the correlation between USGLX and RYGRX has dropped to 0.53 - well below their long-term average of 0.88, suggesting their price drivers have been diverging.
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Return for Risk
USGLX vs. RYGRX — Risk / Return Rank
USGLX
RYGRX
USGLX vs. RYGRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock U.S. Global Leaders Growth Fund (USGLX) and Rydex S&P 500 Pure Growth Fund (RYGRX). 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.
| USGLX | RYGRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.05 | ||
| Sortino ratioReturn per unit of downside risk | -1.50 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.13 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | -0.34 | 0.96 | -1.31 |
| Martin ratioReturn relative to average drawdown | -0.93 | 4.03 | -4.96 |
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Drawdowns
USGLX vs. RYGRX - Drawdown Comparison
The maximum USGLX drawdown since its inception was -46.82%, smaller than the maximum RYGRX drawdown of -54.22%. Use the drawdown chart below to compare losses from any high point for USGLX and RYGRX.
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Drawdown Indicators
| USGLX | RYGRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.82% | -54.22% | +7.40% |
Max Drawdown (1Y)Largest decline over 1 year | -15.97% | -17.01% | +1.04% |
Max Drawdown (3Y)Largest decline over 3 years | -25.58% | -24.95% | -0.63% |
Max Drawdown (5Y)Largest decline over 5 years | -36.80% | -36.57% | -0.23% |
Max Drawdown (10Y)Largest decline over 10 years | -36.80% | -36.63% | -0.17% |
Current DrawdownCurrent decline from peak | -14.59% | -12.64% | -1.95% |
Average DrawdownAverage peak-to-trough decline | -7.43% | -9.38% | +1.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.94% | 4.08% | +1.86% |
Volatility
USGLX vs. RYGRX - Volatility Comparison
The current volatility for John Hancock U.S. Global Leaders Growth Fund (USGLX) is 3.68%, while Rydex S&P 500 Pure Growth Fund (RYGRX) has a volatility of 10.93%. This indicates that USGLX experiences smaller price fluctuations and is considered to be less risky than RYGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USGLX | RYGRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.68% | 10.93% | -7.25% |
Volatility (6M)Calculated over the trailing 6-month period | 10.71% | 22.15% | -11.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.01% | 24.88% | -10.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.08% | 24.47% | -3.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.23% | 23.34% | -3.11% |
USGLX vs. RYGRX - Expense Ratio Comparison
USGLX has a 1.13% expense ratio, which is lower than RYGRX's 2.26% expense ratio.
Dividends
USGLX vs. RYGRX - Dividend Comparison
USGLX's dividend yield for the trailing twelve months is around 29.59%, more than RYGRX's 4.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYGRX Rydex S&P 500 Pure Growth Fund | 4.29% | 5.09% | 0.00% | 0.00% | 0.00% | 2.81% | 4.43% | 12.10% | 7.15% | 6.26% | 0.05% | 2.96% |
USGLX John Hancock U.S. Global Leaders Growth Fund | 29.59% | 28.38% | 15.79% | 0.00% | 0.00% | 8.75% | 11.38% | 6.76% | 13.55% | 7.34% | 5.42% | 6.57% |
Frequently Asked Questions
USGLX and RYGRX have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RYGRX has higher volatility (10.93%) compared to USGLX (3.68%). In terms of maximum drawdown, USGLX dropped -46.82% vs RYGRX's -54.22%.
RYGRX currently has the higher Sharpe Ratio (0.66 vs -0.39), 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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