RYOCX vs. RYMTX
Compare and contrast key facts about Rydex NASDAQ-100 Fund Investor Class (RYOCX) and Guggenheim Managed Futures Strategy Fund (RYMTX).
RYOCX is a passively managed fund by Guggenheim that tracks the performance of the NASDAQ-100 Index. It was launched on Feb 14, 1994. RYMTX is managed by Guggenheim. It was launched on Mar 1, 2007.
Performance
RYOCX vs. RYMTX - Performance Comparison
Loading graphics...
RYOCX vs. RYMTX - 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% |
RYMTX Guggenheim Managed Futures Strategy Fund | 6.71% | 5.52% | 0.56% | 3.62% | 14.75% | 2.62% | 2.07% | 7.18% | -7.87% | 7.39% |
Returns By Period
In the year-to-date period, RYOCX achieves a -9.21% return, which is significantly lower than RYMTX's 6.71% return. Over the past 10 years, RYOCX has outperformed RYMTX with an annualized return of 17.39%, while RYMTX has yielded a comparatively lower 2.70% 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%
RYMTX
- 1D
- -0.14%
- 1M
- -1.08%
- YTD
- 6.71%
- 6M
- 10.43%
- 1Y
- 18.48%
- 3Y*
- 5.86%
- 5Y*
- 6.16%
- 10Y*
- 2.70%
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. RYMTX - Expense Ratio Comparison
RYOCX has a 1.24% expense ratio, which is lower than RYMTX's 1.75% expense ratio.
Return for Risk
RYOCX vs. RYMTX — Risk / Return Rank
RYOCX
RYMTX
RYOCX vs. RYMTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex NASDAQ-100 Fund Investor Class (RYOCX) and Guggenheim Managed Futures Strategy Fund (RYMTX). 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 | RYMTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.82 | 1.47 | -0.65 |
Sortino ratioReturn per unit of downside risk | 1.32 | 2.00 | -0.68 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.28 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.20 | 2.64 | -1.44 |
Martin ratioReturn relative to average drawdown | 4.41 | 10.58 | -6.17 |
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 | RYMTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 1.47 | -0.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.51 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | 0.25 | +0.52 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.08 | +0.43 |
Correlation
The correlation between RYOCX and RYMTX is 0.21, 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. RYMTX - Dividend Comparison
RYOCX's dividend yield for the trailing twelve months is around 4.71%, less than RYMTX's 5.65% 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% |
RYMTX Guggenheim Managed Futures Strategy Fund | 5.65% | 6.03% | 5.10% | 1.02% | 4.80% | 0.00% | 7.56% | 0.00% | 0.00% | 4.70% | 5.19% | 2.68% |
Drawdowns
RYOCX vs. RYMTX - Drawdown Comparison
The maximum RYOCX drawdown since its inception was -83.75%, which is greater than RYMTX's maximum drawdown of -34.19%. Use the drawdown chart below to compare losses from any high point for RYOCX and RYMTX.
Loading graphics...
Drawdown Indicators
| RYOCX | RYMTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.75% | -34.19% | -49.56% |
Max Drawdown (1Y)Largest decline over 1 year | -12.75% | -6.79% | -5.96% |
Max Drawdown (5Y)Largest decline over 5 years | -38.04% | -17.54% | -20.50% |
Max Drawdown (10Y)Largest decline over 10 years | -38.04% | -17.54% | -20.50% |
Current DrawdownCurrent decline from peak | -12.31% | -2.01% | -10.30% |
Average DrawdownAverage peak-to-trough decline | -32.05% | -19.07% | -12.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.47% | 1.69% | +1.78% |
Volatility
RYOCX vs. RYMTX - Volatility Comparison
Rydex NASDAQ-100 Fund Investor Class (RYOCX) has a higher volatility of 5.40% compared to Guggenheim Managed Futures Strategy Fund (RYMTX) at 4.38%. This indicates that RYOCX's price experiences larger fluctuations and is considered to be riskier than RYMTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| RYOCX | RYMTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.40% | 4.38% | +1.02% |
Volatility (6M)Calculated over the trailing 6-month period | 12.43% | 10.16% | +2.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.54% | 12.41% | +10.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.75% | 12.15% | +10.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.55% | 10.68% | +11.87% |