RYOCX vs. SNIGX
Compare and contrast key facts about Rydex NASDAQ-100 Fund Investor Class (RYOCX) and SIT Large Cap Growth Fund (SNIGX).
RYOCX is a passively managed fund by Guggenheim that tracks the performance of the NASDAQ-100 Index. It was launched on Feb 14, 1994. SNIGX is managed by Sit. It was launched on Sep 2, 1982.
Performance
RYOCX vs. SNIGX - Performance Comparison
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RYOCX vs. SNIGX - 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% |
SNIGX SIT Large Cap Growth Fund | -11.47% | 15.24% | 26.21% | 39.68% | -28.26% | 28.39% | 33.99% | 32.89% | -3.28% | 27.78% |
Returns By Period
In the year-to-date period, RYOCX achieves a -9.21% return, which is significantly higher than SNIGX's -11.47% return. Over the past 10 years, RYOCX has outperformed SNIGX with an annualized return of 17.39%, while SNIGX has yielded a comparatively lower 14.21% 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%
SNIGX
- 1D
- -0.26%
- 1M
- -8.33%
- YTD
- -11.47%
- 6M
- -8.71%
- 1Y
- 12.16%
- 3Y*
- 17.00%
- 5Y*
- 10.07%
- 10Y*
- 14.21%
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RYOCX vs. SNIGX - Expense Ratio Comparison
RYOCX has a 1.24% expense ratio, which is higher than SNIGX's 1.00% expense ratio.
Return for Risk
RYOCX vs. SNIGX — Risk / Return Rank
RYOCX
SNIGX
RYOCX vs. SNIGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex NASDAQ-100 Fund Investor Class (RYOCX) and SIT Large Cap Growth Fund (SNIGX). 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 | SNIGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.82 | 0.63 | +0.19 |
Sortino ratioReturn per unit of downside risk | 1.32 | 1.05 | +0.27 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.15 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.20 | 0.75 | +0.45 |
Martin ratioReturn relative to average drawdown | 4.41 | 2.88 | +1.53 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RYOCX | SNIGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 0.63 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.50 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | 0.70 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.50 | +0.01 |
Correlation
The correlation between RYOCX and SNIGX is 0.91, 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. SNIGX - Dividend Comparison
RYOCX's dividend yield for the trailing twelve months is around 4.71%, more than SNIGX's 2.41% 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% |
SNIGX SIT Large Cap Growth Fund | 2.41% | 2.13% | 4.01% | 1.84% | 3.87% | 5.89% | 5.33% | 9.56% | 10.20% | 11.95% | 7.73% | 29.92% |
Drawdowns
RYOCX vs. SNIGX - Drawdown Comparison
The maximum RYOCX drawdown since its inception was -83.75%, which is greater than SNIGX's maximum drawdown of -64.95%. Use the drawdown chart below to compare losses from any high point for RYOCX and SNIGX.
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Drawdown Indicators
| RYOCX | SNIGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.75% | -64.95% | -18.80% |
Max Drawdown (1Y)Largest decline over 1 year | -12.75% | -12.99% | +0.24% |
Max Drawdown (5Y)Largest decline over 5 years | -38.04% | -32.14% | -5.90% |
Max Drawdown (10Y)Largest decline over 10 years | -38.04% | -32.14% | -5.90% |
Current DrawdownCurrent decline from peak | -12.31% | -12.99% | +0.68% |
Average DrawdownAverage peak-to-trough decline | -32.05% | -15.81% | -16.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.47% | 3.39% | +0.08% |
Volatility
RYOCX vs. SNIGX - Volatility Comparison
Rydex NASDAQ-100 Fund Investor Class (RYOCX) has a higher volatility of 5.40% compared to SIT Large Cap Growth Fund (SNIGX) at 4.66%. This indicates that RYOCX's price experiences larger fluctuations and is considered to be riskier than SNIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYOCX | SNIGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.40% | 4.66% | +0.74% |
Volatility (6M)Calculated over the trailing 6-month period | 12.43% | 10.37% | +2.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.54% | 19.98% | +2.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.75% | 20.12% | +2.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.55% | 20.46% | +2.09% |