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Rydex S&P SmallCap 600 Pure Growth Fund Class A RYSGX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | RYSGX | Replication |
|---|---|---|
| Annualized growth | 2.9% | 6.0% |
| Annualized volatility | 20.9% | 19.7% |
| Sharpe ratio | 0.24 | 0.40 |
| Maximum drawdown | 38.2% | 29.0% |
| Replication fit (R²) | 0.93 · Tracking error 5.5% | |
Replication portfolio
The published portfolio below is the investable basket used to model RYSGX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| IJR | US Small Cap | 66.5% |
| VBK | Small-Cap · Growth | 19.5% |
| VOT | Mid-Cap · Growth | 6.3% |
| MTUM | Factor · Momentum | 5.2% |
| IWC | Micro Cap | 2.5% |