EPGFX vs. RYOCX
Compare and contrast key facts about EuroPac Gold Fund (EPGFX) and Rydex NASDAQ-100 Fund Investor Class (RYOCX).
EPGFX is managed by Euro Pacific Asset Management. It was launched on Jul 18, 2013. RYOCX is a passively managed fund by Guggenheim that tracks the performance of the NASDAQ-100 Index. It was launched on Feb 14, 1994.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EPGFX or RYOCX.
Key characteristics
| EPGFX | RYOCX | |
|---|---|---|
| YTD Return | 15.91% | 24.79% |
| 1Y Return | 33.09% | 35.61% |
| 3Y Return (Ann) | -2.41% | 8.69% |
| 5Y Return (Ann) | 5.56% | 20.09% |
| 10Y Return (Ann) | 6.74% | 17.12% |
| Sharpe Ratio | 1.14 | 2.00 |
| Sortino Ratio | 1.70 | 2.66 |
| Omega Ratio | 1.20 | 1.36 |
| Calmar Ratio | 0.72 | 2.58 |
| Martin Ratio | 4.92 | 9.27 |
| Ulcer Index | 6.50% | 3.80% |
| Daily Std Dev | 28.07% | 17.59% |
| Max Drawdown | -57.97% | -83.62% |
| Current Drawdown | -24.26% | -0.23% |
Correlation
The correlation between EPGFX and RYOCX is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
EPGFX vs. RYOCX - Performance Comparison
In the year-to-date period, EPGFX achieves a 15.91% return, which is significantly lower than RYOCX's 24.79% return. Over the past 10 years, EPGFX has underperformed RYOCX with an annualized return of 6.74%, while RYOCX has yielded a comparatively higher 17.12% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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EPGFX vs. RYOCX - Expense Ratio Comparison
EPGFX has a 1.40% expense ratio, which is higher than RYOCX's 1.24% expense ratio.
Risk-Adjusted Performance
EPGFX vs. RYOCX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for EuroPac Gold Fund (EPGFX) and Rydex NASDAQ-100 Fund Investor Class (RYOCX). 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.
Dividends
EPGFX vs. RYOCX - Dividend Comparison
Neither EPGFX nor RYOCX has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPGFX EuroPac Gold Fund | 0.00% | 0.00% | 0.00% | 2.50% | 8.67% | 0.00% | 0.00% | 2.56% | 19.31% | 0.00% | 0.00% | 0.75% |
RYOCX Rydex NASDAQ-100 Fund Investor Class | 0.00% | 0.00% | 8.82% | 4.47% | 4.17% | 1.90% | 1.86% | 6.00% | 1.75% | 2.01% | 1.54% | 9.52% |
Drawdowns
EPGFX vs. RYOCX - Drawdown Comparison
The maximum EPGFX drawdown since its inception was -57.97%, smaller than the maximum RYOCX drawdown of -83.62%. Use the drawdown chart below to compare losses from any high point for EPGFX and RYOCX. For additional features, visit the drawdowns tool.
Volatility
EPGFX vs. RYOCX - Volatility Comparison
EuroPac Gold Fund (EPGFX) has a higher volatility of 9.56% compared to Rydex NASDAQ-100 Fund Investor Class (RYOCX) at 5.08%. This indicates that EPGFX's price experiences larger fluctuations and is considered to be riskier than RYOCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.