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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RYOCX or EPGFX.
Key characteristics
| RYOCX | EPGFX | |
|---|---|---|
| YTD Return | 25.07% | 24.41% |
| 1Y Return | 38.55% | 39.90% |
| 3Y Return (Ann) | 8.72% | 0.73% |
| 5Y Return (Ann) | 20.12% | 7.55% |
| 10Y Return (Ann) | 17.24% | 7.81% |
| Sharpe Ratio | 2.11 | 1.47 |
| Sortino Ratio | 2.80 | 2.11 |
| Omega Ratio | 1.38 | 1.24 |
| Calmar Ratio | 2.74 | 0.91 |
| Martin Ratio | 9.86 | 6.31 |
| Ulcer Index | 3.80% | 6.38% |
| Daily Std Dev | 17.73% | 27.47% |
| Max Drawdown | -83.62% | -57.97% |
| Current Drawdown | 0.00% | -18.71% |
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.
Performance
RYOCX vs. EPGFX - Performance Comparison
The year-to-date returns for both stocks are quite close, with RYOCX having a 25.07% return and EPGFX slightly lower at 24.41%. Over the past 10 years, RYOCX has outperformed EPGFX with an annualized return of 17.24%, while EPGFX has yielded a comparatively lower 7.81% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Risk-Adjusted Performance
RYOCX vs. EPGFX - Risk-Adjusted Performance 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.
Dividends
RYOCX vs. EPGFX - Dividend Comparison
Neither RYOCX nor EPGFX has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYOCX Rydex NASDAQ-100 Fund Investor Class | 0.00% | 0.00% | 8.82% | 4.47% | 4.17% | 1.90% | 1.86% | 6.00% | 1.75% | 2.01% | 1.54% | 9.52% |
EPGFX EuroPac Gold Fund | 0.00% | 0.00% | 0.00% | 2.50% | 8.67% | 0.00% | 0.00% | 2.56% | 19.31% | 0.00% | 0.00% | 0.75% |
Drawdowns
RYOCX vs. EPGFX - Drawdown Comparison
The maximum RYOCX drawdown since its inception was -83.62%, which is greater than EPGFX's maximum drawdown of -57.97%. Use the drawdown chart below to compare losses from any high point for RYOCX and EPGFX. For additional features, visit the drawdowns tool.
Volatility
RYOCX vs. EPGFX - Volatility Comparison
The current volatility for Rydex NASDAQ-100 Fund Investor Class (RYOCX) is 5.11%, while EuroPac Gold Fund (EPGFX) has a volatility of 7.64%. 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.