RYOCX vs. EPGFX
RYOCX (Rydex NASDAQ-100 Fund Investor Class) and EPGFX (EuroPac Gold Fund) are both mutual funds - RYOCX is a Large Cap Growth Equities fund tracking the NASDAQ-100 Index, while EPGFX is a Gold fund managed by Euro Pacific. Over the past 10 years, RYOCX returned 19.18%/yr vs 8.43%/yr for EPGFX. Their 0.17 correlation means their historical movements had little consistent relationship. RYOCX charges 1.24%/yr vs 1.40%/yr for EPGFX.
Performance
RYOCX vs. EPGFX - Performance Comparison
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Returns By Period
In the year-to-date period, RYOCX achieves a 10.92% return, which is significantly higher than EPGFX's -6.94% return. Over the past 10 years, RYOCX has outperformed EPGFX with an annualized return of 19.18%, while EPGFX has yielded a comparatively lower 8.43% annualized return.
RYOCX
- 1D
- 3.36%
- 1M
- -4.24%
- 6M
- 9.68%
- YTD
- 10.92%
- 1Y
- 22.78%
- 3Y*
- 20.69%
- 5Y*
- 12.87%
- 10Y*
- 19.18%
- ALL TIME*
- 14.66%
EPGFX
- 1D
- 3.37%
- 1M
- -3.21%
- 6M
- -15.49%
- YTD
- -6.94%
- 1Y
- 43.67%
- 3Y*
- 29.79%
- 5Y*
- 13.33%
- 10Y*
- 8.43%
- ALL TIME*
- 10.01%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
EPGFX EuroPac Gold Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
RYOCX vs. EPGFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYOCX Rydex NASDAQ-100 Fund Investor Class | 10.92% | 19.51% | 24.34% | 53.31% | -33.34% | 25.85% | 46.80% | 40.33% | -1.36% | 31.20% |
EPGFX EuroPac Gold Fund | -6.94% | 129.06% | 8.51% | 2.31% | -14.00% | -18.06% | 36.99% | 37.25% | -13.85% | 12.73% |
Correlation
The correlation between RYOCX and EPGFX is 0.41, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.41 |
Correlation (3Y) Balances recent behavior with more history. | 0.28 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.26 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.21 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014 | 0.17 |
Over the past year, RYOCX and EPGFX have become more correlated (0.41) than their long-term average of 0.17, meaning their price movements have been converging.
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Return for Risk
RYOCX vs. EPGFX — Risk / Return Rank
RYOCX
EPGFX
RYOCX vs. EPGFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex NASDAQ-100 Fund Investor Class (RYOCX) and EuroPac Gold Fund (EPGFX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| RYOCX | EPGFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.08 | ||
| Sortino ratioReturn per unit of downside risk | -0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.21 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.61 | 1.33 | +0.27 |
| Martin ratioReturn relative to average drawdown | 5.15 | 2.94 | +2.21 |
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Drawdowns
RYOCX vs. EPGFX - Drawdown Comparison
The maximum RYOCX drawdown since its inception was -83.75%, which is greater than EPGFX's maximum drawdown of -56.70%. Use the drawdown chart below to compare losses from any high point for RYOCX and EPGFX.
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Drawdown Indicators
| RYOCX | EPGFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.75% | -56.70% | -27.05% |
Max Drawdown (1Y)Largest decline over 1 year | -12.31% | -33.63% | +21.32% |
Max Drawdown (3Y)Largest decline over 3 years | -22.97% | -33.63% | +10.66% |
Max Drawdown (5Y)Largest decline over 5 years | -38.04% | -44.99% | +6.95% |
Max Drawdown (10Y)Largest decline over 10 years | -38.04% | -51.03% | +12.99% |
Current DrawdownCurrent decline from peak | -8.44% | -29.03% | +20.59% |
Average DrawdownAverage peak-to-trough decline | -31.74% | -22.10% | -9.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.84% | 15.21% | -11.37% |
Volatility
RYOCX vs. EPGFX - Volatility Comparison
The current volatility for Rydex NASDAQ-100 Fund Investor Class (RYOCX) is 6.87%, while EuroPac Gold Fund (EPGFX) has a volatility of 9.84%. This indicates that RYOCX experiences smaller price fluctuations and is considered to be less risky than EPGFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYOCX | EPGFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.87% | 9.84% | -2.97% |
Volatility (6M)Calculated over the trailing 6-month period | 15.99% | 34.15% | -18.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.37% | 40.93% | -21.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.27% | 33.03% | -9.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.82% | 32.54% | -9.72% |
RYOCX vs. EPGFX - Expense Ratio Comparison
RYOCX has a 1.24% expense ratio, which is lower than EPGFX's 1.40% expense ratio.
Dividends
RYOCX vs. EPGFX - Dividend Comparison
RYOCX's dividend yield for the trailing twelve months is around 3.86%, less than EPGFX's 7.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPGFX EuroPac Gold Fund | 7.37% | 6.86% | 10.36% | 0.00% | 0.00% | 2.49% | 8.67% | 0.00% | 0.00% | 2.56% | 19.31% | 0.00% |
RYOCX Rydex NASDAQ-100 Fund Investor Class | 3.86% | 4.28% | 7.23% | 0.00% | 8.82% | 4.47% | 4.17% | 3.80% | 1.86% | 6.00% | 1.75% | 2.03% |
Frequently Asked Questions
RYOCX and EPGFX have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EPGFX has higher volatility (9.84%) compared to RYOCX (6.87%). In terms of maximum drawdown, RYOCX dropped -83.75% vs EPGFX's -56.70%.
EPGFX currently has the higher Sharpe Ratio (1.10 vs 1.02), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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