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RYMIX vs. FSTCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RYMIX vs. FSTCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rydex Telecommunications Fund (RYMIX) and Fidelity Select Telecommunications Portfolio (FSTCX). The values are adjusted to include any dividend payments, if applicable.

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RYMIX vs. FSTCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RYMIX
Rydex Telecommunications Fund
12.20%32.40%15.98%6.45%-25.64%9.42%10.04%13.43%-5.25%5.79%
FSTCX
Fidelity Select Telecommunications Portfolio
11.69%11.63%21.18%7.29%-16.99%-2.69%20.63%20.43%-8.03%1.44%

Returns By Period

The year-to-date returns for both stocks are quite close, with RYMIX having a 12.20% return and FSTCX slightly lower at 11.69%. Over the past 10 years, RYMIX has outperformed FSTCX with an annualized return of 7.64%, while FSTCX has yielded a comparatively lower 7.02% annualized return.


RYMIX

1D
-2.38%
1M
-3.30%
YTD
12.20%
6M
18.72%
1Y
47.19%
3Y*
20.30%
5Y*
7.23%
10Y*
7.64%

FSTCX

1D
-0.87%
1M
-0.21%
YTD
11.69%
6M
10.13%
1Y
15.12%
3Y*
15.80%
5Y*
4.83%
10Y*
7.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RYMIX vs. FSTCX - Expense Ratio Comparison

RYMIX has a 1.36% expense ratio, which is higher than FSTCX's 0.79% expense ratio.


Return for Risk

RYMIX vs. FSTCX — Risk / Return Rank

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

RYMIX
RYMIX Risk / Return Rank: 9595
Overall Rank
RYMIX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
RYMIX Sortino Ratio Rank: 9393
Sortino Ratio Rank
RYMIX Omega Ratio Rank: 9191
Omega Ratio Rank
RYMIX Calmar Ratio Rank: 9797
Calmar Ratio Rank
RYMIX Martin Ratio Rank: 9797
Martin Ratio Rank

FSTCX
FSTCX Risk / Return Rank: 4444
Overall Rank
FSTCX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
FSTCX Sortino Ratio Rank: 4242
Sortino Ratio Rank
FSTCX Omega Ratio Rank: 3232
Omega Ratio Rank
FSTCX Calmar Ratio Rank: 6464
Calmar Ratio Rank
FSTCX Martin Ratio Rank: 4040
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.

RYMIX vs. FSTCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rydex Telecommunications Fund (RYMIX) and Fidelity Select Telecommunications Portfolio (FSTCX). 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.


RYMIXFSTCXDifference

Sharpe ratio

Return per unit of total volatility

2.34

0.88

+1.47

Sortino ratio

Return per unit of downside risk

2.91

1.28

+1.63

Omega ratio

Gain probability vs. loss probability

1.41

1.16

+0.26

Calmar ratio

Return relative to maximum drawdown

3.76

1.46

+2.30

Martin ratio

Return relative to average drawdown

15.61

4.08

+11.53

RYMIX vs. FSTCX - Sharpe Ratio Comparison

The current RYMIX Sharpe Ratio is 2.34, which is higher than the FSTCX Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of RYMIX and FSTCX, 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


RYMIXFSTCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.34

0.88

+1.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.28

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.39

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.02

0.45

-0.47

Correlation

The correlation between RYMIX and FSTCX is 0.87, 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

RYMIX vs. FSTCX - Dividend Comparison

RYMIX's dividend yield for the trailing twelve months is around 0.76%, less than FSTCX's 2.30% yield.


TTM20252024202320222021202020192018201720162015
RYMIX
Rydex Telecommunications Fund
0.76%0.85%0.17%1.55%1.42%0.42%2.16%3.56%0.26%3.95%2.13%3.57%
FSTCX
Fidelity Select Telecommunications Portfolio
2.30%2.57%2.19%3.72%8.13%15.37%8.11%3.33%3.23%19.90%6.40%1.99%

Drawdowns

RYMIX vs. FSTCX - Drawdown Comparison

The maximum RYMIX drawdown since its inception was -87.85%, which is greater than FSTCX's maximum drawdown of -82.81%. Use the drawdown chart below to compare losses from any high point for RYMIX and FSTCX.


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Drawdown Indicators


RYMIXFSTCXDifference

Max Drawdown

Largest peak-to-trough decline

-87.85%

-82.81%

-5.04%

Max Drawdown (1Y)

Largest decline over 1 year

-11.89%

-9.38%

-2.51%

Max Drawdown (5Y)

Largest decline over 5 years

-35.32%

-34.08%

-1.24%

Max Drawdown (10Y)

Largest decline over 10 years

-35.32%

-34.08%

-1.24%

Current Drawdown

Current decline from peak

-47.91%

-3.81%

-44.10%

Average Drawdown

Average peak-to-trough decline

-68.13%

-24.74%

-43.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.87%

3.36%

-0.49%

Volatility

RYMIX vs. FSTCX - Volatility Comparison

Rydex Telecommunications Fund (RYMIX) has a higher volatility of 8.04% compared to Fidelity Select Telecommunications Portfolio (FSTCX) at 5.95%. This indicates that RYMIX's price experiences larger fluctuations and is considered to be riskier than FSTCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RYMIXFSTCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.04%

5.95%

+2.09%

Volatility (6M)

Calculated over the trailing 6-month period

13.75%

12.52%

+1.23%

Volatility (1Y)

Calculated over the trailing 1-year period

20.24%

17.50%

+2.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.83%

17.46%

+0.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.19%

17.87%

+0.32%