PortfoliosLab logoPortfoliosLab logo
RYOCX vs. MEIFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RYOCX vs. MEIFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rydex NASDAQ-100 Fund Investor Class (RYOCX) and Meridian Enhanced Equity Fund (MEIFX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

RYOCX vs. MEIFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
MEIFX
Meridian Enhanced Equity Fund
-1.60%6.51%13.19%18.96%-16.43%15.15%26.18%44.95%-0.51%27.94%

Returns By Period

In the year-to-date period, RYOCX achieves a -9.21% return, which is significantly lower than MEIFX's -1.60% return. Over the past 10 years, RYOCX has outperformed MEIFX with an annualized return of 17.39%, while MEIFX has yielded a comparatively lower 13.78% annualized 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%

MEIFX

1D
0.08%
1M
-3.16%
YTD
-1.60%
6M
-1.55%
1Y
4.96%
3Y*
9.70%
5Y*
5.75%
10Y*
13.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


RYOCX vs. MEIFX - Expense Ratio Comparison

RYOCX has a 1.24% expense ratio, which is higher than MEIFX's 1.20% expense ratio.


Return for Risk

RYOCX vs. MEIFX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RYOCX
RYOCX Risk / Return Rank: 4545
Overall Rank
RYOCX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
RYOCX Sortino Ratio Rank: 4646
Sortino Ratio Rank
RYOCX Omega Ratio Rank: 4545
Omega Ratio Rank
RYOCX Calmar Ratio Rank: 4949
Calmar Ratio Rank
RYOCX Martin Ratio Rank: 4343
Martin Ratio Rank

MEIFX
MEIFX Risk / Return Rank: 1515
Overall Rank
MEIFX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
MEIFX Sortino Ratio Rank: 1212
Sortino Ratio Rank
MEIFX Omega Ratio Rank: 1111
Omega Ratio Rank
MEIFX Calmar Ratio Rank: 1717
Calmar Ratio Rank
MEIFX Martin Ratio Rank: 2222
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

RYOCX vs. MEIFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rydex NASDAQ-100 Fund Investor Class (RYOCX) and Meridian Enhanced Equity Fund (MEIFX). 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.


RYOCXMEIFXDifference

Sharpe ratio

Return per unit of total volatility

0.82

0.30

+0.52

Sortino ratio

Return per unit of downside risk

1.32

0.55

+0.77

Omega ratio

Gain probability vs. loss probability

1.19

1.07

+0.11

Calmar ratio

Return relative to maximum drawdown

1.20

0.49

+0.70

Martin ratio

Return relative to average drawdown

4.41

2.30

+2.11

RYOCX vs. MEIFX - Sharpe Ratio Comparison

The current RYOCX Sharpe Ratio is 0.82, which is higher than the MEIFX Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of RYOCX and MEIFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


RYOCXMEIFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

0.30

+0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.37

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.77

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.51

0.00

Correlation

The correlation between RYOCX and MEIFX is 0.77, 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. MEIFX - Dividend Comparison

RYOCX's dividend yield for the trailing twelve months is around 4.71%, less than MEIFX's 7.36% yield.


TTM20252024202320222021202020192018201720162015
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%
MEIFX
Meridian Enhanced Equity Fund
7.36%7.25%14.61%0.61%9.28%25.44%13.26%40.49%11.67%1.18%0.78%4.24%

Drawdowns

RYOCX vs. MEIFX - Drawdown Comparison

The maximum RYOCX drawdown since its inception was -83.75%, which is greater than MEIFX's maximum drawdown of -54.37%. Use the drawdown chart below to compare losses from any high point for RYOCX and MEIFX.


Loading graphics...

Drawdown Indicators


RYOCXMEIFXDifference

Max Drawdown

Largest peak-to-trough decline

-83.75%

-54.37%

-29.38%

Max Drawdown (1Y)

Largest decline over 1 year

-12.75%

-8.99%

-3.76%

Max Drawdown (5Y)

Largest decline over 5 years

-38.04%

-23.54%

-14.50%

Max Drawdown (10Y)

Largest decline over 10 years

-38.04%

-28.67%

-9.37%

Current Drawdown

Current decline from peak

-12.31%

-7.42%

-4.89%

Average Drawdown

Average peak-to-trough decline

-32.05%

-7.76%

-24.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.47%

2.05%

+1.42%

Volatility

RYOCX vs. MEIFX - Volatility Comparison

Rydex NASDAQ-100 Fund Investor Class (RYOCX) has a higher volatility of 5.40% compared to Meridian Enhanced Equity Fund (MEIFX) at 3.54%. This indicates that RYOCX's price experiences larger fluctuations and is considered to be riskier than MEIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


RYOCXMEIFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.40%

3.54%

+1.86%

Volatility (6M)

Calculated over the trailing 6-month period

12.43%

7.12%

+5.31%

Volatility (1Y)

Calculated over the trailing 1-year period

22.54%

14.91%

+7.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.75%

15.93%

+6.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.55%

17.95%

+4.60%