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RYKIX vs. FLC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RYKIX vs. FLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rydex Banking Fund (RYKIX) and Flaherty & Crumrine Total Return Fund Inc (FLC). The values are adjusted to include any dividend payments, if applicable.

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RYKIX vs. FLC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RYKIX
Rydex Banking Fund
-7.38%23.92%23.33%2.95%-16.81%33.70%-7.85%28.51%-19.19%12.47%
FLC
Flaherty & Crumrine Total Return Fund Inc
-3.43%12.38%23.05%-0.83%-25.11%2.82%14.12%38.65%-14.14%17.00%

Returns By Period

In the year-to-date period, RYKIX achieves a -7.38% return, which is significantly lower than FLC's -3.43% return. Over the past 10 years, RYKIX has outperformed FLC with an annualized return of 9.11%, while FLC has yielded a comparatively lower 5.33% annualized return.


RYKIX

1D
0.17%
1M
-6.69%
YTD
-7.38%
6M
-0.78%
1Y
18.13%
3Y*
19.94%
5Y*
5.67%
10Y*
9.11%

FLC

1D
1.59%
1M
-5.90%
YTD
-3.43%
6M
-3.32%
1Y
6.24%
3Y*
11.79%
5Y*
-0.62%
10Y*
5.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RYKIX vs. FLC - Expense Ratio Comparison

RYKIX has a 1.36% expense ratio, which is lower than FLC's 1.64% expense ratio.


Return for Risk

RYKIX vs. FLC — Risk / Return Rank

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

RYKIX
RYKIX Risk / Return Rank: 3636
Overall Rank
RYKIX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
RYKIX Sortino Ratio Rank: 3434
Sortino Ratio Rank
RYKIX Omega Ratio Rank: 3737
Omega Ratio Rank
RYKIX Calmar Ratio Rank: 4242
Calmar Ratio Rank
RYKIX Martin Ratio Rank: 3030
Martin Ratio Rank

FLC
FLC Risk / Return Rank: 2222
Overall Rank
FLC Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
FLC Sortino Ratio Rank: 1616
Sortino Ratio Rank
FLC Omega Ratio Rank: 2323
Omega Ratio Rank
FLC Calmar Ratio Rank: 2424
Calmar Ratio Rank
FLC Martin Ratio Rank: 2525
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.

RYKIX vs. FLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rydex Banking Fund (RYKIX) and Flaherty & Crumrine Total Return Fund Inc (FLC). 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.


RYKIXFLCDifference

Sharpe ratio

Return per unit of total volatility

0.81

0.55

+0.26

Sortino ratio

Return per unit of downside risk

1.18

0.75

+0.43

Omega ratio

Gain probability vs. loss probability

1.18

1.14

+0.04

Calmar ratio

Return relative to maximum drawdown

1.09

0.70

+0.39

Martin ratio

Return relative to average drawdown

3.26

2.71

+0.55

RYKIX vs. FLC - Sharpe Ratio Comparison

The current RYKIX Sharpe Ratio is 0.81, which is higher than the FLC Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of RYKIX and FLC, 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


RYKIXFLCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

0.55

+0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

-0.04

+0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.24

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

0.28

-0.21

Correlation

The correlation between RYKIX and FLC is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

RYKIX vs. FLC - Dividend Comparison

RYKIX's dividend yield for the trailing twelve months is around 3.59%, less than FLC's 7.36% yield.


TTM20252024202320222021202020192018201720162015
RYKIX
Rydex Banking Fund
3.59%3.32%3.29%1.46%3.11%0.48%2.90%0.59%2.32%0.36%0.41%0.48%
FLC
Flaherty & Crumrine Total Return Fund Inc
7.36%6.81%6.62%7.38%8.95%6.86%6.27%6.31%8.34%7.22%8.20%8.51%

Drawdowns

RYKIX vs. FLC - Drawdown Comparison

The maximum RYKIX drawdown since its inception was -80.14%, roughly equal to the maximum FLC drawdown of -76.79%. Use the drawdown chart below to compare losses from any high point for RYKIX and FLC.


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Drawdown Indicators


RYKIXFLCDifference

Max Drawdown

Largest peak-to-trough decline

-80.14%

-76.79%

-3.35%

Max Drawdown (1Y)

Largest decline over 1 year

-15.25%

-8.69%

-6.56%

Max Drawdown (5Y)

Largest decline over 5 years

-43.99%

-40.14%

-3.85%

Max Drawdown (10Y)

Largest decline over 10 years

-51.08%

-55.27%

+4.19%

Current Drawdown

Current decline from peak

-14.88%

-6.77%

-8.11%

Average Drawdown

Average peak-to-trough decline

-27.60%

-10.92%

-16.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.11%

2.26%

+2.85%

Volatility

RYKIX vs. FLC - Volatility Comparison

Rydex Banking Fund (RYKIX) has a higher volatility of 5.13% compared to Flaherty & Crumrine Total Return Fund Inc (FLC) at 4.25%. This indicates that RYKIX's price experiences larger fluctuations and is considered to be riskier than FLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RYKIXFLCDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.13%

4.25%

+0.88%

Volatility (6M)

Calculated over the trailing 6-month period

14.65%

5.78%

+8.87%

Volatility (1Y)

Calculated over the trailing 1-year period

23.75%

11.34%

+12.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.20%

14.23%

+10.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.05%

22.06%

+5.99%