VALSX vs. RYGRX
VALSX (Value Line Select Growth Fund) and RYGRX (Rydex S&P 500 Pure Growth Fund) are both Large Cap Growth Equities funds. Over the past 10 years, VALSX returned 10.62%/yr vs 11.85%/yr for RYGRX. Their correlation of 0.88 means they have usually moved in the same direction. VALSX charges 1.13%/yr vs 2.26%/yr for RYGRX.
Performance
VALSX vs. RYGRX - Performance Comparison
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Returns By Period
In the year-to-date period, VALSX achieves a -7.20% return, which is significantly lower than RYGRX's 18.71% return. Over the past 10 years, VALSX has underperformed RYGRX with an annualized return of 10.62%, while RYGRX has yielded a comparatively higher 11.85% annualized return.
VALSX
- 1D
- 0.59%
- 1M
- -0.10%
- 6M
- -7.02%
- YTD
- -7.20%
- 1Y
- -14.22%
- 3Y*
- 3.81%
- 5Y*
- 2.89%
- 10Y*
- 10.62%
- ALL TIME*
- 9.31%
RYGRX
- 1D
- 0.12%
- 1M
- -6.60%
- 6M
- 11.91%
- YTD
- 18.71%
- 1Y
- 19.55%
- 3Y*
- 18.91%
- 5Y*
- 6.14%
- 10Y*
- 11.85%
- ALL TIME*
- 9.17%
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 |
VALSX vs. RYGRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VALSX Value Line Select Growth Fund | -7.20% | -1.86% | 11.90% | 31.29% | -20.74% | 23.76% | 23.07% | 36.62% | 1.25% | 22.34% |
RYGRX Rydex S&P 500 Pure Growth Fund | 18.71% | 11.00% | 25.73% | 5.80% | -28.71% | 26.61% | 26.34% | 34.13% | -6.28% | 23.74% |
Correlation
The correlation between VALSX and RYGRX is 0.40, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.40 |
Correlation (3Y) Balances recent behavior with more history. | 0.61 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.73 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.80 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2005 | 0.88 |
Over the past year, the correlation between VALSX and RYGRX has dropped to 0.40 - well below their long-term average of 0.88, suggesting their price drivers have been diverging.
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Return for Risk
VALSX vs. RYGRX — Risk / Return Rank
VALSX
RYGRX
VALSX vs. RYGRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Value Line Select Growth Fund (VALSX) 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.
| VALSX | RYGRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.95 | ||
| Sortino ratioReturn per unit of downside risk | -2.80 | ||
| Omega ratioGain probability vs. loss probability | 0.81 | 1.14 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | -0.84 | 1.02 | -1.86 |
| Martin ratioReturn relative to average drawdown | -1.32 | 4.21 | -5.53 |
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Drawdowns
VALSX vs. RYGRX - Drawdown Comparison
The maximum VALSX drawdown since its inception was -55.08%, roughly equal to the maximum RYGRX drawdown of -54.22%. Use the drawdown chart below to compare losses from any high point for VALSX and RYGRX.
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Drawdown Indicators
| VALSX | RYGRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.08% | -54.22% | -0.86% |
Max Drawdown (1Y)Largest decline over 1 year | -18.03% | -17.01% | -1.02% |
Max Drawdown (3Y)Largest decline over 3 years | -18.75% | -24.95% | +6.20% |
Max Drawdown (5Y)Largest decline over 5 years | -28.22% | -36.57% | +8.35% |
Max Drawdown (10Y)Largest decline over 10 years | -34.00% | -36.63% | +2.63% |
Current DrawdownCurrent decline from peak | -16.56% | -12.54% | -4.02% |
Average DrawdownAverage peak-to-trough decline | -13.63% | -9.38% | -4.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.40% | 4.13% | +7.27% |
Volatility
VALSX vs. RYGRX - Volatility Comparison
The current volatility for Value Line Select Growth Fund (VALSX) is 3.03%, while Rydex S&P 500 Pure Growth Fund (RYGRX) has a volatility of 10.64%. This indicates that VALSX 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
| VALSX | RYGRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.03% | 10.64% | -7.61% |
Volatility (6M)Calculated over the trailing 6-month period | 9.09% | 22.15% | -13.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.16% | 24.87% | -12.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.43% | 24.46% | -7.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.24% | 23.34% | -5.10% |
VALSX vs. RYGRX - Expense Ratio Comparison
VALSX has a 1.13% expense ratio, which is lower than RYGRX's 2.26% expense ratio.
Dividends
VALSX vs. RYGRX - Dividend Comparison
VALSX's dividend yield for the trailing twelve months is around 9.26%, 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% |
VALSX Value Line Select Growth Fund | 9.26% | 8.59% | 11.16% | 9.98% | 12.14% | 14.47% | 27.15% | 6.81% | 10.12% | 7.12% | 6.84% | 17.21% |
Frequently Asked Questions
VALSX and RYGRX have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RYGRX has higher volatility (10.64%) compared to VALSX (3.03%). In terms of maximum drawdown, VALSX dropped -55.08% vs RYGRX's -54.22%.
RYGRX currently has the higher Sharpe Ratio (0.70 vs -1.25), 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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