RYOCX vs. BLUEX
Compare and contrast key facts about Rydex NASDAQ-100 Fund Investor Class (RYOCX) and AMG Veritas Global Real Return Fund (BLUEX).
RYOCX is a passively managed fund by Guggenheim that tracks the performance of the NASDAQ-100 Index. It was launched on Feb 14, 1994. BLUEX is managed by AMG. It was launched on Jan 10, 1991.
Performance
RYOCX vs. BLUEX - Performance Comparison
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RYOCX vs. BLUEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
BLUEX AMG Veritas Global Real Return Fund | -9.67% | 4.45% | 7.24% | 14.35% | -14.30% | 3.22% | 34.74% | 35.34% | -4.91% | 27.86% |
Returns By Period
The year-to-date returns for both stocks are quite close, with RYOCX having a -9.21% return and BLUEX slightly lower at -9.67%. Over the past 10 years, RYOCX has outperformed BLUEX with an annualized return of 17.39%, while BLUEX has yielded a comparatively lower 9.23% annualized return.
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%
BLUEX
- 1D
- 0.72%
- 1M
- -7.41%
- YTD
- -9.67%
- 6M
- -9.53%
- 1Y
- -8.25%
- 3Y*
- 2.35%
- 5Y*
- 0.57%
- 10Y*
- 9.23%
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RYOCX vs. BLUEX - Expense Ratio Comparison
RYOCX has a 1.24% expense ratio, which is higher than BLUEX's 1.15% expense ratio.
Return for Risk
RYOCX vs. BLUEX — Risk / Return Rank
RYOCX
BLUEX
RYOCX vs. BLUEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex NASDAQ-100 Fund Investor Class (RYOCX) and AMG Veritas Global Real Return Fund (BLUEX). 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.
| RYOCX | BLUEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.82 | -0.79 | +1.61 |
Sortino ratioReturn per unit of downside risk | 1.32 | -1.07 | +2.39 |
Omega ratioGain probability vs. loss probability | 1.19 | 0.87 | +0.32 |
Calmar ratioReturn relative to maximum drawdown | 1.20 | -0.76 | +1.96 |
Martin ratioReturn relative to average drawdown | 4.41 | -2.67 | +7.08 |
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
| RYOCX | BLUEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | -0.79 | +1.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.05 | +0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | 0.56 | +0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.49 | +0.02 |
Correlation
The correlation between RYOCX and BLUEX is 0.79, 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
RYOCX vs. BLUEX - Dividend Comparison
RYOCX's dividend yield for the trailing twelve months is around 4.71%, more than BLUEX's 0.34% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
BLUEX AMG Veritas Global Real Return Fund | 0.34% | 0.31% | 0.29% | 0.03% | 11.84% | 27.20% | 25.43% | 13.71% | 13.40% | 0.00% | 0.00% | 0.24% |
Drawdowns
RYOCX vs. BLUEX - Drawdown Comparison
The maximum RYOCX drawdown since its inception was -83.75%, which is greater than BLUEX's maximum drawdown of -54.27%. Use the drawdown chart below to compare losses from any high point for RYOCX and BLUEX.
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Drawdown Indicators
| RYOCX | BLUEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.75% | -54.27% | -29.48% |
Max Drawdown (1Y)Largest decline over 1 year | -12.75% | -12.19% | -0.56% |
Max Drawdown (5Y)Largest decline over 5 years | -38.04% | -21.87% | -16.17% |
Max Drawdown (10Y)Largest decline over 10 years | -38.04% | -29.06% | -8.98% |
Current DrawdownCurrent decline from peak | -12.31% | -11.55% | -0.76% |
Average DrawdownAverage peak-to-trough decline | -32.05% | -13.39% | -18.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.47% | 3.48% | -0.01% |
Volatility
RYOCX vs. BLUEX - Volatility Comparison
Rydex NASDAQ-100 Fund Investor Class (RYOCX) has a higher volatility of 5.40% compared to AMG Veritas Global Real Return Fund (BLUEX) at 3.41%. This indicates that RYOCX's price experiences larger fluctuations and is considered to be riskier than BLUEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYOCX | BLUEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.40% | 3.41% | +1.99% |
Volatility (6M)Calculated over the trailing 6-month period | 12.43% | 7.23% | +5.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.54% | 10.98% | +11.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.75% | 10.49% | +12.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.55% | 16.57% | +5.98% |