RYOCX vs. TVRIX
Compare and contrast key facts about Rydex NASDAQ-100 Fund Investor Class (RYOCX) and Guggenheim Directional Allocation Fund (TVRIX).
RYOCX is a passively managed fund by Guggenheim that tracks the performance of the NASDAQ-100 Index. It was launched on Feb 14, 1994. TVRIX is managed by Guggenheim. It was launched on Jun 18, 2012.
Performance
RYOCX vs. TVRIX - Performance Comparison
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RYOCX vs. TVRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYOCX Rydex NASDAQ-100 Fund Investor Class | -6.11% | 19.51% | 24.34% | 53.31% | -33.34% | 25.85% | 46.80% | 40.33% | -1.36% | 31.20% |
TVRIX Guggenheim Directional Allocation Fund | -4.87% | 13.83% | 7.87% | 11.00% | -17.53% | 27.30% | 5.08% | 30.45% | -7.53% | 23.45% |
Returns By Period
In the year-to-date period, RYOCX achieves a -6.11% return, which is significantly lower than TVRIX's -4.87% return. Over the past 10 years, RYOCX has outperformed TVRIX with an annualized return of 17.78%, while TVRIX has yielded a comparatively lower 8.72% annualized return.
RYOCX
- 1D
- 3.42%
- 1M
- -5.04%
- YTD
- -6.11%
- 6M
- -4.56%
- 1Y
- 21.46%
- 3Y*
- 21.11%
- 5Y*
- 11.68%
- 10Y*
- 17.78%
TVRIX
- 1D
- 2.44%
- 1M
- -4.44%
- YTD
- -4.87%
- 6M
- -2.48%
- 1Y
- 11.69%
- 3Y*
- 8.78%
- 5Y*
- 4.76%
- 10Y*
- 8.72%
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RYOCX vs. TVRIX - Expense Ratio Comparison
RYOCX has a 1.24% expense ratio, which is higher than TVRIX's 1.09% expense ratio.
Return for Risk
RYOCX vs. TVRIX — Risk / Return Rank
RYOCX
TVRIX
RYOCX vs. TVRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex NASDAQ-100 Fund Investor Class (RYOCX) and Guggenheim Directional Allocation Fund (TVRIX). 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 | TVRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.99 | 0.97 | +0.02 |
Sortino ratioReturn per unit of downside risk | 1.56 | 1.43 | +0.13 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.20 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.76 | 1.48 | +0.28 |
Martin ratioReturn relative to average drawdown | 6.38 | 6.06 | +0.32 |
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 | TVRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | 0.97 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.33 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | 0.49 | +0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.55 | -0.03 |
Correlation
The correlation between RYOCX and TVRIX is 0.81, 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. TVRIX - Dividend Comparison
RYOCX's dividend yield for the trailing twelve months is around 4.56%, less than TVRIX's 10.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYOCX Rydex NASDAQ-100 Fund Investor Class | 4.56% | 4.28% | 7.23% | 0.00% | 8.82% | 4.47% | 4.17% | 3.80% | 1.86% | 6.00% | 1.75% | 2.03% |
TVRIX Guggenheim Directional Allocation Fund | 10.13% | 9.64% | 0.00% | 2.03% | 0.71% | 14.34% | 0.30% | 16.62% | 14.33% | 0.00% | 0.00% | 0.00% |
Drawdowns
RYOCX vs. TVRIX - Drawdown Comparison
The maximum RYOCX drawdown since its inception was -83.75%, which is greater than TVRIX's maximum drawdown of -39.36%. Use the drawdown chart below to compare losses from any high point for RYOCX and TVRIX.
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Drawdown Indicators
| RYOCX | TVRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.75% | -39.36% | -44.39% |
Max Drawdown (1Y)Largest decline over 1 year | -12.75% | -8.45% | -4.30% |
Max Drawdown (5Y)Largest decline over 5 years | -38.04% | -24.87% | -13.17% |
Max Drawdown (10Y)Largest decline over 10 years | -38.04% | -39.36% | +1.32% |
Current DrawdownCurrent decline from peak | -9.31% | -9.20% | -0.11% |
Average DrawdownAverage peak-to-trough decline | -32.05% | -6.10% | -25.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.52% | 2.06% | +1.46% |
Volatility
RYOCX vs. TVRIX - Volatility Comparison
Rydex NASDAQ-100 Fund Investor Class (RYOCX) has a higher volatility of 6.57% compared to Guggenheim Directional Allocation Fund (TVRIX) at 4.44%. This indicates that RYOCX's price experiences larger fluctuations and is considered to be riskier than TVRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYOCX | TVRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.57% | 4.44% | +2.13% |
Volatility (6M)Calculated over the trailing 6-month period | 12.88% | 7.84% | +5.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.75% | 12.61% | +10.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.79% | 14.46% | +8.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.58% | 17.80% | +4.78% |