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FTCHX vs. RYSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTCHX vs. RYSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Technology Fund (FTCHX) and Rydex Electronics Fund (RYSIX). The values are adjusted to include any dividend payments, if applicable.

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FTCHX vs. RYSIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTCHX
Invesco Technology Fund
0.39%20.77%34.49%47.38%-39.96%13.00%46.14%35.62%-0.88%34.78%
RYSIX
Rydex Electronics Fund
7.77%42.02%16.66%55.69%-32.46%38.65%56.73%59.80%-12.42%31.62%

Returns By Period

In the year-to-date period, FTCHX achieves a 0.39% return, which is significantly lower than RYSIX's 7.77% return. Over the past 10 years, FTCHX has underperformed RYSIX with an annualized return of 16.66%, while RYSIX has yielded a comparatively higher 24.83% annualized return.


FTCHX

1D
5.79%
1M
-7.82%
YTD
0.39%
6M
1.56%
1Y
42.77%
3Y*
26.80%
5Y*
9.55%
10Y*
16.66%

RYSIX

1D
6.05%
1M
-6.02%
YTD
7.77%
6M
14.72%
1Y
80.29%
3Y*
30.15%
5Y*
18.06%
10Y*
24.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FTCHX vs. RYSIX - Expense Ratio Comparison

FTCHX has a 0.91% expense ratio, which is lower than RYSIX's 1.36% expense ratio.


Return for Risk

FTCHX vs. RYSIX — Risk / Return Rank

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

FTCHX
FTCHX Risk / Return Rank: 8181
Overall Rank
FTCHX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
FTCHX Sortino Ratio Rank: 7777
Sortino Ratio Rank
FTCHX Omega Ratio Rank: 7070
Omega Ratio Rank
FTCHX Calmar Ratio Rank: 9292
Calmar Ratio Rank
FTCHX Martin Ratio Rank: 8787
Martin Ratio Rank

RYSIX
RYSIX Risk / Return Rank: 9393
Overall Rank
RYSIX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
RYSIX Sortino Ratio Rank: 9191
Sortino Ratio Rank
RYSIX Omega Ratio Rank: 8787
Omega Ratio Rank
RYSIX Calmar Ratio Rank: 9898
Calmar Ratio Rank
RYSIX Martin Ratio Rank: 9797
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.

FTCHX vs. RYSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Technology Fund (FTCHX) and Rydex Electronics Fund (RYSIX). 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.


FTCHXRYSIXDifference

Sharpe ratio

Return per unit of total volatility

1.45

2.06

-0.62

Sortino ratio

Return per unit of downside risk

1.99

2.67

-0.69

Omega ratio

Gain probability vs. loss probability

1.28

1.38

-0.10

Calmar ratio

Return relative to maximum drawdown

2.78

4.59

-1.80

Martin ratio

Return relative to average drawdown

9.46

17.20

-7.74

FTCHX vs. RYSIX - Sharpe Ratio Comparison

The current FTCHX Sharpe Ratio is 1.45, which is comparable to the RYSIX Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of FTCHX and RYSIX, 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


FTCHXRYSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.45

2.06

-0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.51

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.75

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.26

+0.08

Correlation

The correlation between FTCHX and RYSIX is 0.89, 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

FTCHX vs. RYSIX - Dividend Comparison

FTCHX's dividend yield for the trailing twelve months is around 26.45%, more than RYSIX's 3.01% yield.


TTM20252024202320222021202020192018201720162015
FTCHX
Invesco Technology Fund
26.45%26.56%13.59%0.80%1.60%27.66%7.06%9.58%9.01%4.14%6.98%6.88%
RYSIX
Rydex Electronics Fund
3.01%3.24%1.73%0.00%0.00%3.34%2.04%0.01%10.18%0.05%0.00%0.16%

Drawdowns

FTCHX vs. RYSIX - Drawdown Comparison

The maximum FTCHX drawdown since its inception was -87.78%, roughly equal to the maximum RYSIX drawdown of -88.66%. Use the drawdown chart below to compare losses from any high point for FTCHX and RYSIX.


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Drawdown Indicators


FTCHXRYSIXDifference

Max Drawdown

Largest peak-to-trough decline

-87.78%

-88.66%

+0.88%

Max Drawdown (1Y)

Largest decline over 1 year

-14.29%

-17.54%

+3.25%

Max Drawdown (5Y)

Largest decline over 5 years

-47.89%

-43.80%

-4.09%

Max Drawdown (10Y)

Largest decline over 10 years

-47.89%

-43.80%

-4.09%

Current Drawdown

Current decline from peak

-9.33%

-9.72%

+0.39%

Average Drawdown

Average peak-to-trough decline

-36.55%

-50.02%

+13.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.20%

4.68%

-0.48%

Volatility

FTCHX vs. RYSIX - Volatility Comparison

Invesco Technology Fund (FTCHX) and Rydex Electronics Fund (RYSIX) have volatilities of 13.28% and 13.05%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTCHXRYSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.28%

13.05%

+0.23%

Volatility (6M)

Calculated over the trailing 6-month period

22.72%

25.43%

-2.71%

Volatility (1Y)

Calculated over the trailing 1-year period

30.92%

39.54%

-8.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.55%

35.72%

-7.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.15%

33.24%

-7.09%