RYOCX vs. EFCNX
Compare and contrast key facts about Rydex NASDAQ-100 Fund Investor Class (RYOCX) and Emerald Insights Fund (EFCNX).
RYOCX is a passively managed fund by Guggenheim that tracks the performance of the NASDAQ-100 Index. It was launched on Feb 14, 1994. EFCNX is managed by Emerald. It was launched on Aug 1, 2014.
Performance
RYOCX vs. EFCNX - Performance Comparison
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RYOCX vs. EFCNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYOCX Rydex NASDAQ-100 Fund Investor Class | -6.11% | 19.51% | 24.34% | 53.31% | -33.34% | 25.85% | 46.80% | 40.33% | -1.36% | 31.20% |
EFCNX Emerald Insights Fund | 0.00% | 28.71% | 25.88% | 40.82% | -31.09% | 22.95% | 49.60% | 36.32% | -9.88% | 22.52% |
Returns By Period
Over the past 10 years, RYOCX has outperformed EFCNX with an annualized return of 17.78%, while EFCNX has yielded a comparatively lower 16.72% annualized return.
RYOCX
- 1D
- 3.42%
- 1M
- -5.04%
- YTD
- -6.11%
- 6M
- -4.56%
- 1Y
- 21.46%
- 3Y*
- 21.11%
- 5Y*
- 11.68%
- 10Y*
- 17.78%
EFCNX
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 45.34%
- 3Y*
- 25.53%
- 5Y*
- 11.21%
- 10Y*
- 16.72%
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RYOCX vs. EFCNX - Expense Ratio Comparison
RYOCX has a 1.24% expense ratio, which is lower than EFCNX's 1.40% expense ratio.
Return for Risk
RYOCX vs. EFCNX — Risk / Return Rank
RYOCX
EFCNX
RYOCX vs. EFCNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex NASDAQ-100 Fund Investor Class (RYOCX) and Emerald Insights Fund (EFCNX). 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 | EFCNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.99 | 2.43 | -1.44 |
Sortino ratioReturn per unit of downside risk | 1.56 | 3.41 | -1.85 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.84 | -0.62 |
Calmar ratioReturn relative to maximum drawdown | 1.76 | 0.87 | +0.89 |
Martin ratioReturn relative to average drawdown | 6.38 | 3.10 | +3.28 |
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 | EFCNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | 2.43 | -1.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.50 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | 0.74 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.63 | -0.12 |
Correlation
The correlation between RYOCX and EFCNX is 0.86, 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. EFCNX - Dividend Comparison
RYOCX's dividend yield for the trailing twelve months is around 4.56%, less than EFCNX's 8.50% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYOCX Rydex NASDAQ-100 Fund Investor Class | 4.56% | 4.28% | 7.23% | 0.00% | 8.82% | 4.47% | 4.17% | 3.80% | 1.86% | 6.00% | 1.75% | 2.03% |
EFCNX Emerald Insights Fund | 8.50% | 8.50% | 1.27% | 0.00% | 5.41% | 15.80% | 9.41% | 0.04% | 27.51% | 0.00% | 0.00% | 0.00% |
Drawdowns
RYOCX vs. EFCNX - Drawdown Comparison
The maximum RYOCX drawdown since its inception was -83.75%, which is greater than EFCNX's maximum drawdown of -38.34%. Use the drawdown chart below to compare losses from any high point for RYOCX and EFCNX.
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Drawdown Indicators
| RYOCX | EFCNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.75% | -38.34% | -45.41% |
Max Drawdown (1Y)Largest decline over 1 year | -12.75% | -14.32% | +1.57% |
Max Drawdown (5Y)Largest decline over 5 years | -38.04% | -38.34% | +0.30% |
Max Drawdown (10Y)Largest decline over 10 years | -38.04% | -38.34% | +0.30% |
Current DrawdownCurrent decline from peak | -9.31% | 0.00% | -9.31% |
Average DrawdownAverage peak-to-trough decline | -32.05% | -8.74% | -23.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.52% | 7.45% | -3.93% |
Volatility
RYOCX vs. EFCNX - Volatility Comparison
Rydex NASDAQ-100 Fund Investor Class (RYOCX) has a higher volatility of 6.57% compared to Emerald Insights Fund (EFCNX) at 0.00%. This indicates that RYOCX's price experiences larger fluctuations and is considered to be riskier than EFCNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYOCX | EFCNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.57% | 0.00% | +6.57% |
Volatility (6M)Calculated over the trailing 6-month period | 12.88% | 5.20% | +7.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.75% | 22.14% | +0.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.79% | 23.15% | -0.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.58% | 22.85% | -0.27% |