GCCIX vs. RYMEX
GCCIX (Goldman Sachs Commodity Strategy Fund) and RYMEX (Rydex Commodities Strategy Fund) are both Commodities funds. Over the past 10 years, GCCIX returned 6.18%/yr vs 8.56%/yr for RYMEX. Their correlation of 0.90 means they have usually moved in the same direction. GCCIX charges 0.59%/yr vs 1.60%/yr for RYMEX.
Performance
GCCIX vs. RYMEX - Performance Comparison
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Returns By Period
In the year-to-date period, GCCIX achieves a 16.87% return, which is significantly lower than RYMEX's 36.88% return. Over the past 10 years, GCCIX has underperformed RYMEX with an annualized return of 6.18%, while RYMEX has yielded a comparatively higher 8.56% annualized return.
GCCIX
- 1D
- -0.10%
- 1M
- 7.07%
- 6M
- 9.10%
- YTD
- 16.87%
- 1Y
- 29.14%
- 3Y*
- 10.41%
- 5Y*
- 9.36%
- 10Y*
- 6.18%
- ALL TIME*
- -3.39%
RYMEX
- 1D
- -0.70%
- 1M
- 12.31%
- 6M
- 24.02%
- YTD
- 36.88%
- 1Y
- 40.17%
- 3Y*
- 12.97%
- 5Y*
- 13.58%
- 10Y*
- 8.56%
- ALL TIME*
- -3.27%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
GCCIX vs. RYMEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GCCIX Goldman Sachs Commodity Strategy Fund | 16.87% | 15.45% | 5.92% | -9.65% | 15.70% | 33.42% | -23.01% | 16.75% | -14.89% | 4.31% |
RYMEX Rydex Commodities Strategy Fund | 36.88% | 4.70% | 8.24% | -6.14% | 23.72% | 39.03% | -22.99% | 15.48% | -14.96% | 4.67% |
Correlation
The correlation between GCCIX and RYMEX is 0.79, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.79 |
Correlation (3Y) Balances recent behavior with more history. | 0.80 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.81 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.85 |
Correlation (All Time) Calculated using the full available price history since Apr 2, 2007 | 0.90 |
The correlation between GCCIX and RYMEX shifts across timeframes, from 0.79 (1 year) to 0.90 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
GCCIX vs. RYMEX — Risk / Return Rank
GCCIX
RYMEX
GCCIX vs. RYMEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Commodity Strategy Fund (GCCIX) and Rydex Commodities Strategy Fund (RYMEX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GCCIX | RYMEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.32 | ||
| Sortino ratioReturn per unit of downside risk | +0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.26 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.15 | 1.97 | +0.18 |
| Martin ratioReturn relative to average drawdown | 7.09 | 6.26 | +0.83 |
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Drawdowns
GCCIX vs. RYMEX - Drawdown Comparison
The maximum GCCIX drawdown since its inception was -90.80%, roughly equal to the maximum RYMEX drawdown of -91.81%. Use the drawdown chart below to compare losses from any high point for GCCIX and RYMEX.
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Drawdown Indicators
| GCCIX | RYMEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.80% | -91.81% | +1.01% |
Max Drawdown (1Y)Largest decline over 1 year | -12.50% | -18.68% | +6.18% |
Max Drawdown (3Y)Largest decline over 3 years | -12.50% | -18.68% | +6.18% |
Max Drawdown (5Y)Largest decline over 5 years | -28.78% | -30.45% | +1.67% |
Max Drawdown (10Y)Largest decline over 10 years | -57.76% | -59.20% | +1.44% |
Current DrawdownCurrent decline from peak | -71.04% | -66.55% | -4.49% |
Average DrawdownAverage peak-to-trough decline | -69.43% | -66.07% | -3.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.85% | 5.92% | -2.07% |
Volatility
GCCIX vs. RYMEX - Volatility Comparison
The current volatility for Goldman Sachs Commodity Strategy Fund (GCCIX) is 5.00%, while Rydex Commodities Strategy Fund (RYMEX) has a volatility of 8.28%. This indicates that GCCIX experiences smaller price fluctuations and is considered to be less risky than RYMEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GCCIX | RYMEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.00% | 8.28% | -3.28% |
Volatility (6M)Calculated over the trailing 6-month period | 12.67% | 23.23% | -10.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.06% | 25.13% | -10.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.51% | 23.10% | -4.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.89% | 22.37% | -2.48% |
GCCIX vs. RYMEX - Expense Ratio Comparison
GCCIX has a 0.59% expense ratio, which is lower than RYMEX's 1.60% expense ratio.
Dividends
GCCIX vs. RYMEX - Dividend Comparison
GCCIX's dividend yield for the trailing twelve months is around 14.11%, more than RYMEX's 1.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GCCIX Goldman Sachs Commodity Strategy Fund | 14.11% | 16.09% | 4.08% | 4.20% | 10.41% | 16.46% | 0.36% | 10.81% | 1.47% | 5.88% | 0.84% | 0.36% |
RYMEX Rydex Commodities Strategy Fund | 1.74% | 2.38% | 0.00% | 4.98% | 17.15% | 2.97% | 109.50% | 0.74% | 44.23% | 1.49% | 0.00% | 0.00% |
Frequently Asked Questions
GCCIX and RYMEX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RYMEX has higher volatility (8.28%) compared to GCCIX (5.00%). In terms of maximum drawdown, GCCIX dropped -90.80% vs RYMEX's -91.81%.
GCCIX currently has the higher Sharpe Ratio (1.79 vs 1.47), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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