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GCCIX vs. RYMEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GCCIX vs. RYMEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Commodity Strategy Fund (GCCIX) and Rydex Commodities Strategy Fund (RYMEX). The values are adjusted to include any dividend payments, if applicable.

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GCCIX vs. RYMEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GCCIX
Goldman Sachs Commodity Strategy Fund
14.11%15.45%5.92%-9.65%15.70%33.42%-23.01%16.75%-14.89%4.31%
RYMEX
Rydex Commodities Strategy Fund
38.51%4.70%8.24%-6.14%23.72%39.03%-64.08%15.48%-14.96%4.67%

Returns By Period

In the year-to-date period, GCCIX achieves a 14.11% return, which is significantly lower than RYMEX's 38.51% return. Over the past 10 years, GCCIX has outperformed RYMEX with an annualized return of 6.16%, while RYMEX has yielded a comparatively lower 0.85% annualized return.


GCCIX

1D
-0.63%
1M
4.19%
YTD
14.11%
6M
19.69%
1Y
20.48%
3Y*
10.67%
5Y*
11.93%
10Y*
6.16%

RYMEX

1D
-1.11%
1M
19.77%
YTD
38.51%
6M
39.41%
1Y
39.39%
3Y*
15.99%
5Y*
17.19%
10Y*
0.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GCCIX vs. RYMEX - Expense Ratio Comparison

GCCIX has a 0.59% expense ratio, which is lower than RYMEX's 1.60% expense ratio.


Return for Risk

GCCIX vs. RYMEX — Risk / Return Rank

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

GCCIX
GCCIX Risk / Return Rank: 6969
Overall Rank
GCCIX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
GCCIX Sortino Ratio Rank: 6666
Sortino Ratio Rank
GCCIX Omega Ratio Rank: 6161
Omega Ratio Rank
GCCIX Calmar Ratio Rank: 8585
Calmar Ratio Rank
GCCIX Martin Ratio Rank: 6161
Martin Ratio Rank

RYMEX
RYMEX Risk / Return Rank: 8787
Overall Rank
RYMEX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
RYMEX Sortino Ratio Rank: 8787
Sortino Ratio Rank
RYMEX Omega Ratio Rank: 8080
Omega Ratio Rank
RYMEX Calmar Ratio Rank: 9595
Calmar Ratio Rank
RYMEX Martin Ratio Rank: 8484
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.

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.


GCCIXRYMEXDifference

Sharpe ratio

Return per unit of total volatility

1.37

1.86

-0.49

Sortino ratio

Return per unit of downside risk

1.81

2.51

-0.70

Omega ratio

Gain probability vs. loss probability

1.25

1.34

-0.08

Calmar ratio

Return relative to maximum drawdown

2.29

3.50

-1.21

Martin ratio

Return relative to average drawdown

6.38

9.34

-2.96

GCCIX vs. RYMEX - Sharpe Ratio Comparison

The current GCCIX Sharpe Ratio is 1.37, which is comparable to the RYMEX Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of GCCIX and RYMEX, 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


GCCIXRYMEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.37

1.86

-0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.78

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

0.03

+0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.16

-0.26

+0.10

Correlation

The correlation between GCCIX and RYMEX is 0.90, 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

GCCIX vs. RYMEX - Dividend Comparison

GCCIX's dividend yield for the trailing twelve months is around 14.10%, more than RYMEX's 1.72% yield.


TTM20252024202320222021202020192018201720162015
GCCIX
Goldman Sachs Commodity Strategy Fund
14.10%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
1.72%2.38%0.00%4.98%17.15%2.97%0.00%0.74%44.23%1.49%0.00%0.00%

Drawdowns

GCCIX vs. RYMEX - Drawdown Comparison

The maximum GCCIX drawdown since its inception was -90.80%, roughly equal to the maximum RYMEX drawdown of -93.96%. Use the drawdown chart below to compare losses from any high point for GCCIX and RYMEX.


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Drawdown Indicators


GCCIXRYMEXDifference

Max Drawdown

Largest peak-to-trough decline

-90.80%

-93.96%

+3.16%

Max Drawdown (1Y)

Largest decline over 1 year

-9.39%

-11.86%

+2.47%

Max Drawdown (5Y)

Largest decline over 5 years

-28.78%

-30.45%

+1.67%

Max Drawdown (10Y)

Largest decline over 10 years

-57.76%

-69.87%

+12.11%

Current Drawdown

Current decline from peak

-71.72%

-84.22%

+12.50%

Average Drawdown

Average peak-to-trough decline

-69.41%

-69.16%

-0.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.38%

4.45%

-1.07%

Volatility

GCCIX vs. RYMEX - Volatility Comparison

The current volatility for Goldman Sachs Commodity Strategy Fund (GCCIX) is 5.48%, while Rydex Commodities Strategy Fund (RYMEX) has a volatility of 11.77%. 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


GCCIXRYMEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.48%

11.77%

-6.29%

Volatility (6M)

Calculated over the trailing 6-month period

11.71%

16.54%

-4.83%

Volatility (1Y)

Calculated over the trailing 1-year period

15.19%

21.31%

-6.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.45%

22.06%

-3.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.13%

27.61%

-7.48%