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FIDAX vs. RYKIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIDAX vs. RYKIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Financial Industries Fund (FIDAX) and Rydex Banking Fund (RYKIX). The values are adjusted to include any dividend payments, if applicable.

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FIDAX vs. RYKIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FIDAX
John Hancock Financial Industries Fund
-9.90%12.05%30.09%5.01%-14.17%28.80%1.58%31.21%-15.30%11.00%
RYKIX
Rydex Banking Fund
-7.38%23.92%23.33%2.95%-16.81%33.70%-7.85%28.51%-19.19%12.47%

Returns By Period

In the year-to-date period, FIDAX achieves a -9.90% return, which is significantly lower than RYKIX's -7.38% return. Both investments have delivered pretty close results over the past 10 years, with FIDAX having a 9.43% annualized return and RYKIX not far behind at 9.11%.


FIDAX

1D
0.82%
1M
-5.83%
YTD
-9.90%
6M
-5.09%
1Y
1.17%
3Y*
14.70%
5Y*
6.00%
10Y*
9.43%

RYKIX

1D
0.17%
1M
-6.69%
YTD
-7.38%
6M
-0.78%
1Y
18.13%
3Y*
19.94%
5Y*
5.67%
10Y*
9.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FIDAX vs. RYKIX - Expense Ratio Comparison

FIDAX has a 1.24% expense ratio, which is lower than RYKIX's 1.36% expense ratio.


Return for Risk

FIDAX vs. RYKIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FIDAX
FIDAX Risk / Return Rank: 77
Overall Rank
FIDAX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
FIDAX Sortino Ratio Rank: 77
Sortino Ratio Rank
FIDAX Omega Ratio Rank: 77
Omega Ratio Rank
FIDAX Calmar Ratio Rank: 77
Calmar Ratio Rank
FIDAX Martin Ratio Rank: 77
Martin Ratio Rank

RYKIX
RYKIX Risk / Return Rank: 3636
Overall Rank
RYKIX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
RYKIX Sortino Ratio Rank: 3434
Sortino Ratio Rank
RYKIX Omega Ratio Rank: 3737
Omega Ratio Rank
RYKIX Calmar Ratio Rank: 4242
Calmar Ratio Rank
RYKIX Martin Ratio Rank: 3030
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FIDAX vs. RYKIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Financial Industries Fund (FIDAX) and Rydex Banking Fund (RYKIX). 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.


FIDAXRYKIXDifference

Sharpe ratio

Return per unit of total volatility

0.10

0.81

-0.71

Sortino ratio

Return per unit of downside risk

0.27

1.18

-0.91

Omega ratio

Gain probability vs. loss probability

1.04

1.18

-0.14

Calmar ratio

Return relative to maximum drawdown

0.02

1.09

-1.07

Martin ratio

Return relative to average drawdown

0.07

3.26

-3.19

FIDAX vs. RYKIX - Sharpe Ratio Comparison

The current FIDAX Sharpe Ratio is 0.10, which is lower than the RYKIX Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of FIDAX and RYKIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FIDAXRYKIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.10

0.81

-0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.23

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.33

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.06

+0.24

Correlation

The correlation between FIDAX and RYKIX is 0.93, 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

FIDAX vs. RYKIX - Dividend Comparison

FIDAX's dividend yield for the trailing twelve months is around 53.48%, more than RYKIX's 3.59% yield.


TTM20252024202320222021202020192018201720162015
FIDAX
John Hancock Financial Industries Fund
53.48%48.19%10.24%1.91%11.22%23.08%5.41%7.56%7.72%6.10%6.01%0.93%
RYKIX
Rydex Banking Fund
3.59%3.32%3.29%1.46%3.11%0.48%2.90%0.59%2.32%0.36%0.41%0.48%

Drawdowns

FIDAX vs. RYKIX - Drawdown Comparison

The maximum FIDAX drawdown since its inception was -70.42%, smaller than the maximum RYKIX drawdown of -80.14%. Use the drawdown chart below to compare losses from any high point for FIDAX and RYKIX.


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Drawdown Indicators


FIDAXRYKIXDifference

Max Drawdown

Largest peak-to-trough decline

-70.42%

-80.14%

+9.72%

Max Drawdown (1Y)

Largest decline over 1 year

-13.82%

-15.25%

+1.43%

Max Drawdown (5Y)

Largest decline over 5 years

-30.89%

-43.99%

+13.10%

Max Drawdown (10Y)

Largest decline over 10 years

-42.09%

-51.08%

+8.99%

Current Drawdown

Current decline from peak

-12.97%

-14.88%

+1.91%

Average Drawdown

Average peak-to-trough decline

-14.12%

-27.60%

+13.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.89%

5.11%

-0.22%

Volatility

FIDAX vs. RYKIX - Volatility Comparison

The current volatility for John Hancock Financial Industries Fund (FIDAX) is 4.63%, while Rydex Banking Fund (RYKIX) has a volatility of 5.13%. This indicates that FIDAX experiences smaller price fluctuations and is considered to be less risky than RYKIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIDAXRYKIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.63%

5.13%

-0.50%

Volatility (6M)

Calculated over the trailing 6-month period

12.82%

14.65%

-1.83%

Volatility (1Y)

Calculated over the trailing 1-year period

20.58%

23.75%

-3.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.71%

25.20%

-4.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.00%

28.05%

-6.05%