RYOCX vs. POGRX
RYOCX (Rydex NASDAQ-100 Fund Investor Class) and POGRX (PrimeCap Odyssey Growth Fund) are both Large Cap Growth Equities funds. Over the past 10 years, RYOCX returned 21.36%/yr vs 18.57%/yr for POGRX. Their correlation of 0.87 suggests significant overlap in exposure. RYOCX charges 1.24%/yr vs 0.65%/yr for POGRX.
Performance
RYOCX vs. POGRX - Performance Comparison
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Returns By Period
In the year-to-date period, RYOCX achieves a 19.89% return, which is significantly lower than POGRX's 31.65% return. Over the past 10 years, RYOCX has outperformed POGRX with an annualized return of 21.36%, while POGRX has yielded a comparatively lower 18.57% annualized return.
RYOCX
- 1D
- -0.19%
- 1M
- 2.91%
- YTD
- 19.89%
- 6M
- 18.27%
- 1Y
- 38.08%
- 3Y*
- 26.18%
- 5Y*
- 15.70%
- 10Y*
- 21.36%
POGRX
- 1D
- 1.47%
- 1M
- 9.32%
- YTD
- 31.65%
- 6M
- 29.92%
- 1Y
- 68.68%
- 3Y*
- 30.35%
- 5Y*
- 16.55%
- 10Y*
- 18.57%
RYOCX vs. POGRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYOCX Rydex NASDAQ-100 Fund Investor Class | 19.89% | 19.51% | 24.34% | 53.31% | -33.34% | 25.85% | 46.80% | 40.33% | -1.36% | 31.20% |
POGRX PrimeCap Odyssey Growth Fund | 31.65% | 32.99% | 13.09% | 23.85% | -14.61% | 18.81% | 17.05% | 23.98% | -4.56% | 32.07% |
Correlation
The correlation between RYOCX and POGRX is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Nov 3, 2004 | 0.87 |
The correlation between RYOCX and POGRX has been stable across timeframes, ranging from 0.82 to 0.87 - a consistent structural relationship.
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Return for Risk
RYOCX vs. POGRX — Risk / Return Rank
RYOCX
POGRX
RYOCX vs. POGRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex NASDAQ-100 Fund Investor Class (RYOCX) and PrimeCap Odyssey Growth Fund (POGRX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| RYOCX | POGRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.35 | ||
| Sortino ratioReturn per unit of downside risk | -1.68 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.63 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 3.23 | 4.87 | -1.64 |
| Martin ratioReturn relative to average drawdown | 11.87 | 20.53 | -8.66 |
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Drawdowns
RYOCX vs. POGRX - Drawdown Comparison
The maximum RYOCX drawdown since its inception was -83.75%, which is greater than POGRX's maximum drawdown of -51.63%. Use the drawdown chart below to compare losses from any high point for RYOCX and POGRX.
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Drawdown Indicators
| RYOCX | POGRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.75% | -51.63% | -32.12% |
Max Drawdown (1Y)Largest decline over 1 year | -12.31% | -14.40% | +2.09% |
Max Drawdown (3Y)Largest decline over 3 years | -22.97% | -22.13% | -0.84% |
Max Drawdown (5Y)Largest decline over 5 years | -38.04% | -26.85% | -11.19% |
Max Drawdown (10Y)Largest decline over 10 years | -38.04% | -35.29% | -2.75% |
Current DrawdownCurrent decline from peak | -1.03% | 0.00% | -1.03% |
Average DrawdownAverage peak-to-trough decline | -31.83% | -7.12% | -24.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.34% | 3.41% | -0.07% |
Volatility
RYOCX vs. POGRX - Volatility Comparison
Rydex NASDAQ-100 Fund Investor Class (RYOCX) and PrimeCap Odyssey Growth Fund (POGRX) have volatilities of 8.37% and 8.78%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYOCX | POGRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.37% | 8.78% | -0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 14.19% | 16.41% | -2.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.74% | 19.53% | -1.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.02% | 19.90% | +3.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.75% | 20.61% | +2.14% |
RYOCX vs. POGRX - Expense Ratio Comparison
RYOCX has a 1.24% expense ratio, which is higher than POGRX's 0.65% expense ratio.
Dividends
RYOCX vs. POGRX - Dividend Comparison
RYOCX's dividend yield for the trailing twelve months is around 3.57%, less than POGRX's 18.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
POGRX PrimeCap Odyssey Growth Fund | 18.91% | 24.89% | 20.79% | 13.28% | 12.36% | 13.68% | 12.50% | 5.13% | 2.45% | 1.54% | 5.83% | 1.29% |
RYOCX Rydex NASDAQ-100 Fund Investor Class | 3.57% | 4.28% | 7.23% | 0.00% | 8.82% | 4.47% | 4.17% | 3.80% | 1.86% | 6.00% | 1.75% | 2.03% |
Frequently Asked Questions
RYOCX and POGRX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
POGRX has higher volatility (8.78%) compared to RYOCX (8.37%). In terms of maximum drawdown, RYOCX dropped -83.75% vs POGRX's -51.63%.
POGRX currently has the higher Sharpe Ratio (3.60 vs 2.24), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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