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FLC vs. RYKIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLC vs. RYKIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Flaherty & Crumrine Total Return Fund Inc (FLC) and Rydex Banking Fund (RYKIX). The values are adjusted to include any dividend payments, if applicable.

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FLC vs. RYKIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLC
Flaherty & Crumrine Total Return Fund Inc
-3.43%12.38%23.05%-0.83%-25.11%2.82%14.12%38.65%-14.14%17.00%
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, FLC achieves a -3.43% return, which is significantly higher than RYKIX's -7.38% return. Over the past 10 years, FLC has underperformed RYKIX with an annualized return of 5.33%, while RYKIX has yielded a comparatively higher 9.11% annualized return.


FLC

1D
1.59%
1M
-5.90%
YTD
-3.43%
6M
-3.32%
1Y
6.24%
3Y*
11.79%
5Y*
-0.62%
10Y*
5.33%

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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FLC vs. RYKIX - Expense Ratio Comparison

FLC has a 1.64% expense ratio, which is higher than RYKIX's 1.36% expense ratio.


Return for Risk

FLC vs. RYKIX — Risk / Return Rank

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

FLC
FLC Risk / Return Rank: 2222
Overall Rank
FLC Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
FLC Sortino Ratio Rank: 1616
Sortino Ratio Rank
FLC Omega Ratio Rank: 2323
Omega Ratio Rank
FLC Calmar Ratio Rank: 2424
Calmar Ratio Rank
FLC Martin Ratio Rank: 2525
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.

FLC vs. RYKIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Flaherty & Crumrine Total Return Fund Inc (FLC) 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.


FLCRYKIXDifference

Sharpe ratio

Return per unit of total volatility

0.55

0.81

-0.26

Sortino ratio

Return per unit of downside risk

0.75

1.18

-0.43

Omega ratio

Gain probability vs. loss probability

1.14

1.18

-0.04

Calmar ratio

Return relative to maximum drawdown

0.70

1.09

-0.39

Martin ratio

Return relative to average drawdown

2.71

3.26

-0.55

FLC vs. RYKIX - Sharpe Ratio Comparison

The current FLC Sharpe Ratio is 0.55, which is lower than the RYKIX Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of FLC 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


FLCRYKIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.55

0.81

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

0.23

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

0.33

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.06

+0.21

Correlation

The correlation between FLC and RYKIX is 0.28, 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.


Dividends

FLC vs. RYKIX - Dividend Comparison

FLC's dividend yield for the trailing twelve months is around 7.36%, more than RYKIX's 3.59% yield.


TTM20252024202320222021202020192018201720162015
FLC
Flaherty & Crumrine Total Return Fund Inc
7.36%6.81%6.62%7.38%8.95%6.86%6.27%6.31%8.34%7.22%8.20%8.51%
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

FLC vs. RYKIX - Drawdown Comparison

The maximum FLC drawdown since its inception was -76.79%, roughly equal to the maximum RYKIX drawdown of -80.14%. Use the drawdown chart below to compare losses from any high point for FLC and RYKIX.


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Drawdown Indicators


FLCRYKIXDifference

Max Drawdown

Largest peak-to-trough decline

-76.79%

-80.14%

+3.35%

Max Drawdown (1Y)

Largest decline over 1 year

-8.69%

-15.25%

+6.56%

Max Drawdown (5Y)

Largest decline over 5 years

-40.14%

-43.99%

+3.85%

Max Drawdown (10Y)

Largest decline over 10 years

-55.27%

-51.08%

-4.19%

Current Drawdown

Current decline from peak

-6.77%

-14.88%

+8.11%

Average Drawdown

Average peak-to-trough decline

-10.92%

-27.60%

+16.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.26%

5.11%

-2.85%

Volatility

FLC vs. RYKIX - Volatility Comparison

The current volatility for Flaherty & Crumrine Total Return Fund Inc (FLC) is 4.25%, while Rydex Banking Fund (RYKIX) has a volatility of 5.13%. This indicates that FLC 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


FLCRYKIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.25%

5.13%

-0.88%

Volatility (6M)

Calculated over the trailing 6-month period

5.78%

14.65%

-8.87%

Volatility (1Y)

Calculated over the trailing 1-year period

11.34%

23.75%

-12.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.23%

25.20%

-10.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.06%

28.05%

-5.99%