RYOCX vs. QQQ
Compare and contrast key facts about Rydex NASDAQ-100 Fund Investor Class (RYOCX) and Invesco QQQ ETF (QQQ).
RYOCX is a passively managed fund by Guggenheim that tracks the performance of the NASDAQ-100 Index. It was launched on Feb 14, 1994. QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999. Both RYOCX and QQQ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
RYOCX vs. QQQ - Performance Comparison
Loading graphics...
RYOCX vs. QQQ - 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% |
QQQ Invesco QQQ ETF | -5.93% | 20.77% | 25.58% | 54.86% | -32.58% | 27.42% | 48.62% | 38.96% | -0.13% | 32.66% |
Returns By Period
In the year-to-date period, RYOCX achieves a -9.21% return, which is significantly lower than QQQ's -5.93% return. Over the past 10 years, RYOCX has underperformed QQQ with an annualized return of 17.39%, while QQQ has yielded a comparatively higher 18.85% 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%
QQQ
- 1D
- 3.39%
- 1M
- -4.84%
- YTD
- -5.93%
- 6M
- -3.62%
- 1Y
- 23.68%
- 3Y*
- 22.32%
- 5Y*
- 12.88%
- 10Y*
- 18.85%
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. QQQ - Expense Ratio Comparison
RYOCX has a 1.24% expense ratio, which is higher than QQQ's 0.18% expense ratio.
Return for Risk
RYOCX vs. QQQ — Risk / Return Rank
RYOCX
QQQ
RYOCX vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex NASDAQ-100 Fund Investor Class (RYOCX) and Invesco QQQ ETF (QQQ). 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 | QQQ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.82 | 1.05 | -0.23 |
Sortino ratioReturn per unit of downside risk | 1.32 | 1.63 | -0.31 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.23 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.20 | 1.88 | -0.68 |
Martin ratioReturn relative to average drawdown | 4.41 | 6.95 | -2.54 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| RYOCX | QQQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 1.05 | -0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.58 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | 0.85 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.37 | +0.14 |
Correlation
The correlation between RYOCX and QQQ is 0.98, 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. QQQ - Dividend Comparison
RYOCX's dividend yield for the trailing twelve months is around 4.71%, more than QQQ's 0.49% 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% |
QQQ Invesco QQQ ETF | 0.49% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
Drawdowns
RYOCX vs. QQQ - Drawdown Comparison
The maximum RYOCX drawdown since its inception was -83.75%, roughly equal to the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for RYOCX and QQQ.
Loading graphics...
Drawdown Indicators
| RYOCX | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.75% | -82.97% | -0.78% |
Max Drawdown (1Y)Largest decline over 1 year | -12.75% | -12.62% | -0.13% |
Max Drawdown (5Y)Largest decline over 5 years | -38.04% | -35.12% | -2.92% |
Max Drawdown (10Y)Largest decline over 10 years | -38.04% | -35.12% | -2.92% |
Current DrawdownCurrent decline from peak | -12.31% | -8.98% | -3.33% |
Average DrawdownAverage peak-to-trough decline | -32.05% | -32.99% | +0.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.47% | 3.41% | +0.06% |
Volatility
RYOCX vs. QQQ - Volatility Comparison
The current volatility for Rydex NASDAQ-100 Fund Investor Class (RYOCX) is 5.40%, while Invesco QQQ ETF (QQQ) has a volatility of 6.51%. This indicates that RYOCX experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| RYOCX | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.40% | 6.51% | -1.11% |
Volatility (6M)Calculated over the trailing 6-month period | 12.43% | 12.77% | -0.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.54% | 22.67% | -0.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.75% | 22.39% | +0.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.55% | 22.25% | +0.30% |