RYOCX vs. EPGFX
Compare and contrast key facts about Rydex NASDAQ-100 Fund Investor Class (RYOCX) and EuroPac Gold Fund (EPGFX).
RYOCX is a passively managed fund by Guggenheim that tracks the performance of the NASDAQ-100 Index. It was launched on Feb 14, 1994. EPGFX is managed by Euro Pacific Asset Management. It was launched on Jul 18, 2013.
Performance
RYOCX vs. EPGFX - Performance Comparison
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RYOCX vs. EPGFX - 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% |
EPGFX EuroPac Gold Fund | 5.67% | 129.06% | 8.51% | 2.31% | -14.00% | -18.06% | 36.99% | 37.25% | -13.85% | 12.73% |
Returns By Period
In the year-to-date period, RYOCX achieves a -6.11% return, which is significantly lower than EPGFX's 5.67% return. Over the past 10 years, RYOCX has outperformed EPGFX with an annualized return of 17.78%, while EPGFX has yielded a comparatively lower 15.85% 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%
EPGFX
- 1D
- 6.92%
- 1M
- -19.20%
- YTD
- 5.67%
- 6M
- 17.58%
- 1Y
- 93.89%
- 3Y*
- 33.01%
- 5Y*
- 16.27%
- 10Y*
- 15.85%
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RYOCX vs. EPGFX - Expense Ratio Comparison
RYOCX has a 1.24% expense ratio, which is lower than EPGFX's 1.40% expense ratio.
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.
| RYOCX | EPGFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.99 | 2.40 | -1.41 |
Sortino ratioReturn per unit of downside risk | 1.56 | 2.62 | -1.06 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.40 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 1.76 | 3.22 | -1.46 |
Martin ratioReturn relative to average drawdown | 6.38 | 12.66 | -6.28 |
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 | EPGFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | 2.40 | -1.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.51 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | 0.49 | +0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.35 | +0.17 |
Correlation
The correlation between RYOCX and EPGFX is 0.16, 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
RYOCX vs. EPGFX - Dividend Comparison
RYOCX's dividend yield for the trailing twelve months is around 4.56%, less than EPGFX's 6.49% 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% |
EPGFX EuroPac Gold Fund | 6.49% | 6.86% | 10.36% | 0.00% | 0.00% | 2.49% | 8.67% | 0.00% | 0.00% | 2.56% | 19.31% | 0.00% |
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 | -12.75% | -28.88% | +16.13% |
Max Drawdown (5Y)Largest decline over 5 years | -38.04% | -47.59% | +9.55% |
Max Drawdown (10Y)Largest decline over 10 years | -38.04% | -51.03% | +12.99% |
Current DrawdownCurrent decline from peak | -9.31% | -19.42% | +10.11% |
Average DrawdownAverage peak-to-trough decline | -32.05% | -22.10% | -9.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.52% | 7.35% | -3.83% |
Volatility
RYOCX vs. EPGFX - Volatility Comparison
The current volatility for Rydex NASDAQ-100 Fund Investor Class (RYOCX) is 6.57%, while EuroPac Gold Fund (EPGFX) has a volatility of 16.68%. 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 | 6.57% | 16.68% | -10.11% |
Volatility (6M)Calculated over the trailing 6-month period | 12.88% | 32.39% | -19.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.75% | 39.05% | -16.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.79% | 32.14% | -9.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.58% | 32.65% | -10.07% |