RYOCX vs. GOF
Compare and contrast key facts about Rydex NASDAQ-100 Fund Investor Class (RYOCX) and Guggenheim Strategic Opportunities Fund (GOF).
RYOCX is a passively managed fund by Guggenheim that tracks the performance of the NASDAQ-100 Index. It was launched on Feb 14, 1994. GOF is an actively managed fund by Guggenheim. It was launched on Jul 26, 2007.
Performance
RYOCX vs. GOF - Performance Comparison
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RYOCX vs. GOF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYOCX Rydex NASDAQ-100 Fund Investor Class | -9.21% | 19.51% | 24.34% | 53.31% | -33.34% | 25.85% | 46.80% | 40.33% | -1.36% | 31.20% |
GOF Guggenheim Strategic Opportunities Fund | -9.04% | -1.92% | 38.04% | -3.04% | -5.78% | 4.90% | 21.51% | 10.51% | -5.95% | 22.01% |
Returns By Period
The year-to-date returns for both investments are quite close, with RYOCX having a -9.21% return and GOF slightly higher at -9.04%. Over the past 10 years, RYOCX has outperformed GOF with an annualized return of 17.39%, while GOF has yielded a comparatively lower 8.53% annualized return.
RYOCX
- 1D
- -0.76%
- 1M
- -8.18%
- YTD
- -9.21%
- 6M
- -7.72%
- 1Y
- 17.44%
- 3Y*
- 19.76%
- 5Y*
- 11.33%
- 10Y*
- 17.39%
GOF
- 1D
- 1.63%
- 1M
- -4.58%
- YTD
- -9.04%
- 6M
- -18.98%
- 1Y
- -15.21%
- 3Y*
- 2.84%
- 5Y*
- 1.09%
- 10Y*
- 8.53%
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RYOCX vs. GOF - Expense Ratio Comparison
RYOCX has a 1.24% expense ratio, which is lower than GOF's 1.62% expense ratio.
Return for Risk
RYOCX vs. GOF — Risk / Return Rank
RYOCX
GOF
RYOCX vs. GOF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex NASDAQ-100 Fund Investor Class (RYOCX) and Guggenheim Strategic Opportunities Fund (GOF). 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 | GOF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.82 | -0.72 | +1.54 |
Sortino ratioReturn per unit of downside risk | 1.32 | -0.80 | +2.12 |
Omega ratioGain probability vs. loss probability | 1.19 | 0.86 | +0.33 |
Calmar ratioReturn relative to maximum drawdown | 1.20 | -0.67 | +1.87 |
Martin ratioReturn relative to average drawdown | 4.41 | -1.50 | +5.91 |
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 | GOF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | -0.72 | +1.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.06 | +0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | 0.44 | +0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.41 | +0.10 |
Correlation
The correlation between RYOCX and GOF is 0.32, 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. GOF - Dividend Comparison
RYOCX's dividend yield for the trailing twelve months is around 4.71%, less than GOF's 19.51% 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% |
GOF Guggenheim Strategic Opportunities Fund | 19.51% | 16.97% | 14.32% | 17.07% | 14.36% | 11.93% | 11.26% | 12.08% | 11.96% | 10.13% | 11.13% | 12.98% |
Drawdowns
RYOCX vs. GOF - Drawdown Comparison
The maximum RYOCX drawdown since its inception was -83.75%, which is greater than GOF's maximum drawdown of -54.66%. Use the drawdown chart below to compare losses from any high point for RYOCX and GOF.
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Drawdown Indicators
| RYOCX | GOF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.75% | -54.66% | -29.09% |
Max Drawdown (1Y)Largest decline over 1 year | -12.75% | -23.24% | +10.49% |
Max Drawdown (5Y)Largest decline over 5 years | -38.04% | -32.41% | -5.63% |
Max Drawdown (10Y)Largest decline over 10 years | -38.04% | -38.50% | +0.46% |
Current DrawdownCurrent decline from peak | -12.31% | -18.98% | +6.67% |
Average DrawdownAverage peak-to-trough decline | -32.05% | -6.97% | -25.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.47% | 10.38% | -6.91% |
Volatility
RYOCX vs. GOF - Volatility Comparison
The current volatility for Rydex NASDAQ-100 Fund Investor Class (RYOCX) is 5.40%, while Guggenheim Strategic Opportunities Fund (GOF) has a volatility of 6.62%. This indicates that RYOCX experiences smaller price fluctuations and is considered to be less risky than GOF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYOCX | GOF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.40% | 6.62% | -1.22% |
Volatility (6M)Calculated over the trailing 6-month period | 12.43% | 16.97% | -4.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.54% | 21.15% | +1.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.75% | 18.72% | +4.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.55% | 19.48% | +3.07% |