RYOCX vs. FNILX
Compare and contrast key facts about Rydex NASDAQ-100 Fund Investor Class (RYOCX) and Fidelity ZERO Large Cap Index Fund (FNILX).
RYOCX is a passively managed fund by Guggenheim that tracks the performance of the NASDAQ-100 Index. It was launched on Feb 14, 1994. FNILX is managed by Fidelity.
Performance
RYOCX vs. FNILX - Performance Comparison
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RYOCX vs. FNILX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
RYOCX Rydex NASDAQ-100 Fund Investor Class | -9.21% | 19.51% | 24.34% | 53.31% | -33.34% | 25.85% | 46.80% | 40.33% | -17.09% |
FNILX Fidelity ZERO Large Cap Index Fund | -7.30% | 17.81% | 25.47% | 27.45% | -19.37% | 26.67% | 21.13% | 31.79% | -13.60% |
Returns By Period
In the year-to-date period, RYOCX achieves a -9.21% return, which is significantly lower than FNILX's -7.30% 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%
FNILX
- 1D
- -0.35%
- 1M
- -7.60%
- YTD
- -7.30%
- 6M
- -5.00%
- 1Y
- 14.41%
- 3Y*
- 17.43%
- 5Y*
- 11.17%
- 10Y*
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RYOCX vs. FNILX - Expense Ratio Comparison
RYOCX has a 1.24% expense ratio, which is higher than FNILX's 0.00% expense ratio.
Return for Risk
RYOCX vs. FNILX — Risk / Return Rank
RYOCX
FNILX
RYOCX vs. FNILX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex NASDAQ-100 Fund Investor Class (RYOCX) and Fidelity ZERO Large Cap Index Fund (FNILX). 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 | FNILX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.82 | 0.83 | 0.00 |
Sortino ratioReturn per unit of downside risk | 1.32 | 1.28 | +0.04 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.20 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.20 | 1.04 | +0.16 |
Martin ratioReturn relative to average drawdown | 4.41 | 5.01 | -0.60 |
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 | FNILX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 0.83 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.65 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.64 | -0.12 |
Correlation
The correlation between RYOCX and FNILX is 0.92, 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. FNILX - Dividend Comparison
RYOCX's dividend yield for the trailing twelve months is around 4.71%, more than FNILX's 1.09% 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% |
FNILX Fidelity ZERO Large Cap Index Fund | 1.09% | 1.01% | 1.09% | 1.34% | 1.53% | 0.95% | 1.20% | 1.17% | 0.53% | 0.00% | 0.00% | 0.00% |
Drawdowns
RYOCX vs. FNILX - Drawdown Comparison
The maximum RYOCX drawdown since its inception was -83.75%, which is greater than FNILX's maximum drawdown of -33.76%. Use the drawdown chart below to compare losses from any high point for RYOCX and FNILX.
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Drawdown Indicators
| RYOCX | FNILX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.75% | -33.76% | -49.99% |
Max Drawdown (1Y)Largest decline over 1 year | -12.75% | -12.18% | -0.57% |
Max Drawdown (5Y)Largest decline over 5 years | -38.04% | -25.40% | -12.64% |
Max Drawdown (10Y)Largest decline over 10 years | -38.04% | — | — |
Current DrawdownCurrent decline from peak | -12.31% | -9.01% | -3.30% |
Average DrawdownAverage peak-to-trough decline | -32.05% | -5.47% | -26.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.47% | 2.54% | +0.93% |
Volatility
RYOCX vs. FNILX - Volatility Comparison
Rydex NASDAQ-100 Fund Investor Class (RYOCX) has a higher volatility of 5.40% compared to Fidelity ZERO Large Cap Index Fund (FNILX) at 4.23%. This indicates that RYOCX's price experiences larger fluctuations and is considered to be riskier than FNILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYOCX | FNILX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.40% | 4.23% | +1.17% |
Volatility (6M)Calculated over the trailing 6-month period | 12.43% | 9.14% | +3.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.54% | 18.26% | +4.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.75% | 17.22% | +5.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.55% | 20.17% | +2.38% |