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RYOCX vs. QQQJ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RYOCX and QQQJ is 0.82, 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.


-0.50.00.51.00.8

Performance

RYOCX vs. QQQJ - Performance Comparison

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

0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
61.39%
20.75%
RYOCX
QQQJ

Key characteristics

Sharpe Ratio

RYOCX:

1.01

QQQJ:

1.27

Sortino Ratio

RYOCX:

1.37

QQQJ:

1.83

Omega Ratio

RYOCX:

1.20

QQQJ:

1.22

Calmar Ratio

RYOCX:

1.44

QQQJ:

0.72

Martin Ratio

RYOCX:

4.90

QQQJ:

6.43

Ulcer Index

RYOCX:

4.02%

QQQJ:

3.07%

Daily Std Dev

RYOCX:

19.52%

QQQJ:

15.57%

Max Drawdown

RYOCX:

-83.62%

QQQJ:

-39.58%

Current Drawdown

RYOCX:

-8.62%

QQQJ:

-10.94%

Returns By Period

The year-to-date returns for both stocks are quite close, with RYOCX having a 17.79% return and QQQJ slightly lower at 17.02%.


RYOCX

YTD

17.79%

1M

-3.77%

6M

0.75%

1Y

18.24%

5Y*

17.50%

10Y*

16.29%

QQQJ

YTD

17.02%

1M

1.39%

6M

13.05%

1Y

17.58%

5Y*

N/A

10Y*

N/A

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. QQQJ - Expense Ratio Comparison

RYOCX has a 1.24% expense ratio, which is higher than QQQJ's 0.15% expense ratio.


RYOCX
Rydex NASDAQ-100 Fund Investor Class
Expense ratio chart for RYOCX: current value at 1.24% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.24%
Expense ratio chart for QQQJ: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

RYOCX vs. QQQJ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Rydex NASDAQ-100 Fund Investor Class (RYOCX) and Invesco NASDAQ Next Gen 100 ETF (QQQJ). 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.


Sharpe ratio
The chart of Sharpe ratio for RYOCX, currently valued at 1.01, compared to the broader market-1.000.001.002.003.004.001.011.27
The chart of Sortino ratio for RYOCX, currently valued at 1.37, compared to the broader market-2.000.002.004.006.008.0010.001.371.83
The chart of Omega ratio for RYOCX, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.003.501.201.22
The chart of Calmar ratio for RYOCX, currently valued at 1.44, compared to the broader market0.002.004.006.008.0010.0012.0014.001.440.72
The chart of Martin ratio for RYOCX, currently valued at 4.90, compared to the broader market0.0020.0040.0060.004.906.43
RYOCX
QQQJ

The current RYOCX Sharpe Ratio is 1.01, which is comparable to the QQQJ Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of RYOCX and QQQJ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.01
1.27
RYOCX
QQQJ

Dividends

RYOCX vs. QQQJ - Dividend Comparison

RYOCX has not paid dividends to shareholders, while QQQJ's dividend yield for the trailing twelve months is around 0.64%.


TTM20232022202120202019201820172016201520142013
RYOCX
Rydex NASDAQ-100 Fund Investor Class
0.00%0.00%8.82%4.47%4.17%1.90%1.86%6.00%1.75%2.01%1.54%9.52%
QQQJ
Invesco NASDAQ Next Gen 100 ETF
0.64%0.67%0.75%0.91%0.09%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

RYOCX vs. QQQJ - Drawdown Comparison

The maximum RYOCX drawdown since its inception was -83.62%, which is greater than QQQJ's maximum drawdown of -39.58%. Use the drawdown chart below to compare losses from any high point for RYOCX and QQQJ. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.62%
-10.94%
RYOCX
QQQJ

Volatility

RYOCX vs. QQQJ - Volatility Comparison

Rydex NASDAQ-100 Fund Investor Class (RYOCX) has a higher volatility of 9.41% compared to Invesco NASDAQ Next Gen 100 ETF (QQQJ) at 4.80%. This indicates that RYOCX's price experiences larger fluctuations and is considered to be riskier than QQQJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
9.41%
4.80%
RYOCX
QQQJ
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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