RMQAX vs. RYOCX
Compare and contrast key facts about Rydex Monthly Rebalance NASDAQ-100 2x Strategy Fund (RMQAX) and Rydex NASDAQ-100 Fund Investor Class (RYOCX).
RMQAX is managed by Rydex Funds. It was launched on Nov 27, 2014. RYOCX is a passively managed fund by Guggenheim that tracks the performance of the NASDAQ-100 Index. It was launched on Feb 14, 1994.
Performance
RMQAX vs. RYOCX - Performance Comparison
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RMQAX vs. RYOCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RMQAX Rydex Monthly Rebalance NASDAQ-100 2x Strategy Fund | -19.02% | 33.92% | 44.76% | 115.91% | -59.93% | 56.36% | 101.06% | 80.80% | -7.28% | 69.80% |
RYOCX Rydex NASDAQ-100 Fund Investor Class | -9.21% | 19.51% | 24.34% | 53.31% | -33.34% | 25.85% | 46.80% | 40.33% | -1.36% | 31.20% |
Returns By Period
In the year-to-date period, RMQAX achieves a -19.02% return, which is significantly lower than RYOCX's -9.21% return. Over the past 10 years, RMQAX has outperformed RYOCX with an annualized return of 30.14%, while RYOCX has yielded a comparatively lower 17.39% annualized return.
RMQAX
- 1D
- -1.68%
- 1M
- -16.37%
- YTD
- -19.02%
- 6M
- -16.53%
- 1Y
- 31.63%
- 3Y*
- 33.85%
- 5Y*
- 15.55%
- 10Y*
- 30.14%
RYOCX
- 1D
- -0.76%
- 1M
- -8.06%
- YTD
- -9.21%
- 6M
- -7.26%
- 1Y
- 18.41%
- 3Y*
- 19.76%
- 5Y*
- 11.33%
- 10Y*
- 17.39%
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RMQAX vs. RYOCX - Expense Ratio Comparison
RMQAX has a 1.32% expense ratio, which is higher than RYOCX's 1.24% expense ratio.
Return for Risk
RMQAX vs. RYOCX — Risk / Return Rank
RMQAX
RYOCX
RMQAX vs. RYOCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex Monthly Rebalance NASDAQ-100 2x Strategy Fund (RMQAX) and Rydex NASDAQ-100 Fund Investor Class (RYOCX). 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.
| RMQAX | RYOCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.67 | 0.82 | -0.15 |
Sortino ratioReturn per unit of downside risk | 1.28 | 1.32 | -0.04 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.19 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.96 | 1.20 | -0.24 |
Martin ratioReturn relative to average drawdown | 3.36 | 4.41 | -1.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RMQAX | RYOCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.67 | 0.82 | -0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.50 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.77 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.51 | +0.11 |
Correlation
The correlation between RMQAX and RYOCX is 0.99, 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
RMQAX vs. RYOCX - Dividend Comparison
RMQAX's dividend yield for the trailing twelve months is around 44.79%, more than RYOCX's 4.71% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RMQAX Rydex Monthly Rebalance NASDAQ-100 2x Strategy Fund | 44.79% | 36.27% | 26.02% | 3.76% | 0.00% | 2.18% | 5.30% | 0.10% | 0.00% | 0.00% | 0.00% | 0.00% |
RYOCX Rydex NASDAQ-100 Fund Investor Class | 4.71% | 4.28% | 7.23% | 0.00% | 8.82% | 4.47% | 4.17% | 3.80% | 1.86% | 6.00% | 1.75% | 2.03% |
Drawdowns
RMQAX vs. RYOCX - Drawdown Comparison
The maximum RMQAX drawdown since its inception was -63.18%, smaller than the maximum RYOCX drawdown of -83.75%. Use the drawdown chart below to compare losses from any high point for RMQAX and RYOCX.
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Drawdown Indicators
| RMQAX | RYOCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.18% | -83.75% | +20.57% |
Max Drawdown (1Y)Largest decline over 1 year | -25.11% | -12.75% | -12.36% |
Max Drawdown (5Y)Largest decline over 5 years | -63.18% | -38.04% | -25.14% |
Max Drawdown (10Y)Largest decline over 10 years | -63.18% | -38.04% | -25.14% |
Current DrawdownCurrent decline from peak | -24.96% | -12.31% | -12.65% |
Average DrawdownAverage peak-to-trough decline | -13.05% | -32.05% | +19.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.20% | 3.47% | +3.73% |
Volatility
RMQAX vs. RYOCX - Volatility Comparison
Rydex Monthly Rebalance NASDAQ-100 2x Strategy Fund (RMQAX) has a higher volatility of 11.12% compared to Rydex NASDAQ-100 Fund Investor Class (RYOCX) at 5.40%. This indicates that RMQAX's price experiences larger fluctuations and is considered to be riskier than RYOCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RMQAX | RYOCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.12% | 5.40% | +5.72% |
Volatility (6M)Calculated over the trailing 6-month period | 25.22% | 12.43% | +12.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 47.33% | 22.54% | +24.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.16% | 22.75% | +23.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.29% | 22.55% | +23.74% |