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RYHIX vs. VGHCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RYHIX vs. VGHCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rydex Health Care Fund (RYHIX) and Vanguard Health Care Fund Investor Shares (VGHCX). The values are adjusted to include any dividend payments, if applicable.

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RYHIX vs. VGHCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RYHIX
Rydex Health Care Fund
-7.45%14.42%0.61%5.84%-11.59%19.27%18.84%22.77%1.56%23.48%
VGHCX
Vanguard Health Care Fund Investor Shares
-5.90%19.63%8.99%5.46%-1.05%14.36%12.57%22.93%1.03%19.59%

Returns By Period

In the year-to-date period, RYHIX achieves a -7.45% return, which is significantly lower than VGHCX's -5.90% return. Over the past 10 years, RYHIX has underperformed VGHCX with an annualized return of 7.98%, while VGHCX has yielded a comparatively higher 9.25% annualized return.


RYHIX

1D
0.41%
1M
-9.41%
YTD
-7.45%
6M
1.01%
1Y
3.49%
3Y*
4.22%
5Y*
3.06%
10Y*
7.98%

VGHCX

1D
0.43%
1M
-8.80%
YTD
-5.90%
6M
7.14%
1Y
9.73%
3Y*
9.19%
5Y*
7.98%
10Y*
9.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RYHIX vs. VGHCX - Expense Ratio Comparison

RYHIX has a 1.35% expense ratio, which is higher than VGHCX's 0.30% expense ratio.


Return for Risk

RYHIX vs. VGHCX — Risk / Return Rank

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

RYHIX
RYHIX Risk / Return Rank: 1010
Overall Rank
RYHIX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
RYHIX Sortino Ratio Rank: 99
Sortino Ratio Rank
RYHIX Omega Ratio Rank: 88
Omega Ratio Rank
RYHIX Calmar Ratio Rank: 1111
Calmar Ratio Rank
RYHIX Martin Ratio Rank: 1111
Martin Ratio Rank

VGHCX
VGHCX Risk / Return Rank: 2727
Overall Rank
VGHCX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
VGHCX Sortino Ratio Rank: 2121
Sortino Ratio Rank
VGHCX Omega Ratio Rank: 1818
Omega Ratio Rank
VGHCX Calmar Ratio Rank: 4646
Calmar Ratio Rank
VGHCX Martin Ratio Rank: 2626
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.

RYHIX vs. VGHCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rydex Health Care Fund (RYHIX) and Vanguard Health Care Fund Investor Shares (VGHCX). 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.


RYHIXVGHCXDifference

Sharpe ratio

Return per unit of total volatility

0.22

0.53

-0.31

Sortino ratio

Return per unit of downside risk

0.43

0.83

-0.41

Omega ratio

Gain probability vs. loss probability

1.05

1.10

-0.05

Calmar ratio

Return relative to maximum drawdown

0.27

1.14

-0.87

Martin ratio

Return relative to average drawdown

0.81

2.80

-1.98

RYHIX vs. VGHCX - Sharpe Ratio Comparison

The current RYHIX Sharpe Ratio is 0.22, which is lower than the VGHCX Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of RYHIX and VGHCX, 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


RYHIXVGHCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.22

0.53

-0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.44

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.53

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.93

-0.55

Correlation

The correlation between RYHIX and VGHCX is 0.93, 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

RYHIX vs. VGHCX - Dividend Comparison

RYHIX's dividend yield for the trailing twelve months is around 2.35%, less than VGHCX's 7.02% yield.


TTM20252024202320222021202020192018201720162015
RYHIX
Rydex Health Care Fund
2.35%2.18%0.00%0.00%1.64%3.19%8.81%0.00%1.76%9.17%13.88%6.39%
VGHCX
Vanguard Health Care Fund Investor Shares
7.02%6.00%22.72%7.17%5.44%8.31%7.96%11.82%9.10%7.30%8.54%8.16%

Drawdowns

RYHIX vs. VGHCX - Drawdown Comparison

The maximum RYHIX drawdown since its inception was -41.27%, which is greater than VGHCX's maximum drawdown of -36.93%. Use the drawdown chart below to compare losses from any high point for RYHIX and VGHCX.


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Drawdown Indicators


RYHIXVGHCXDifference

Max Drawdown

Largest peak-to-trough decline

-41.27%

-36.93%

-4.34%

Max Drawdown (1Y)

Largest decline over 1 year

-11.31%

-9.20%

-2.11%

Max Drawdown (5Y)

Largest decline over 5 years

-22.83%

-16.95%

-5.88%

Max Drawdown (10Y)

Largest decline over 10 years

-29.03%

-27.18%

-1.85%

Current Drawdown

Current decline from peak

-10.94%

-8.80%

-2.14%

Average Drawdown

Average peak-to-trough decline

-8.67%

-5.25%

-3.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.78%

3.91%

-0.13%

Volatility

RYHIX vs. VGHCX - Volatility Comparison

Rydex Health Care Fund (RYHIX) and Vanguard Health Care Fund Investor Shares (VGHCX) have volatilities of 4.92% and 4.82%, 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


RYHIXVGHCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.92%

4.82%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

10.10%

10.26%

-0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

17.87%

17.43%

+0.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.67%

18.05%

-2.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.64%

17.62%

+0.02%