RYOCX vs. VDC
Compare and contrast key facts about Rydex NASDAQ-100 Fund Investor Class (RYOCX) and Vanguard Consumer Staples ETF (VDC).
RYOCX is a passively managed fund by Guggenheim that tracks the performance of the NASDAQ-100 Index. It was launched on Feb 14, 1994. VDC is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Consumer Staples 25/50 Index. It was launched on Jan 26, 2004. Both RYOCX and VDC are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RYOCX or VDC.
Key characteristics
| RYOCX | VDC | |
|---|---|---|
| YTD Return | 25.07% | 15.20% |
| 1Y Return | 38.55% | 22.52% |
| 3Y Return (Ann) | 8.72% | 7.15% |
| 5Y Return (Ann) | 20.12% | 9.60% |
| 10Y Return (Ann) | 17.24% | 8.55% |
| Sharpe Ratio | 2.11 | 2.21 |
| Sortino Ratio | 2.80 | 3.17 |
| Omega Ratio | 1.38 | 1.38 |
| Calmar Ratio | 2.74 | 2.28 |
| Martin Ratio | 9.86 | 14.78 |
| Ulcer Index | 3.80% | 1.49% |
| Daily Std Dev | 17.73% | 9.92% |
| Max Drawdown | -83.62% | -34.24% |
| Current Drawdown | 0.00% | -1.77% |
Correlation
The correlation between RYOCX and VDC is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
RYOCX vs. VDC - Performance Comparison
In the year-to-date period, RYOCX achieves a 25.07% return, which is significantly higher than VDC's 15.20% return. Over the past 10 years, RYOCX has outperformed VDC with an annualized return of 17.24%, while VDC has yielded a comparatively lower 8.55% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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RYOCX vs. VDC - Expense Ratio Comparison
RYOCX has a 1.24% expense ratio, which is higher than VDC's 0.10% expense ratio.
Risk-Adjusted Performance
RYOCX vs. VDC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex NASDAQ-100 Fund Investor Class (RYOCX) and Vanguard Consumer Staples ETF (VDC). 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.
Dividends
RYOCX vs. VDC - Dividend Comparison
RYOCX has not paid dividends to shareholders, while VDC's dividend yield for the trailing twelve months is around 2.55%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VDC Vanguard Consumer Staples ETF | 2.55% | 2.65% | 2.37% | 2.14% | 2.50% | 2.44% | 2.78% | 2.52% | 2.39% | 2.55% | 1.93% | 2.21% |
Drawdowns
RYOCX vs. VDC - Drawdown Comparison
The maximum RYOCX drawdown since its inception was -83.62%, which is greater than VDC's maximum drawdown of -34.24%. Use the drawdown chart below to compare losses from any high point for RYOCX and VDC. For additional features, visit the drawdowns tool.
Volatility
RYOCX vs. VDC - Volatility Comparison
Rydex NASDAQ-100 Fund Investor Class (RYOCX) has a higher volatility of 5.11% compared to Vanguard Consumer Staples ETF (VDC) at 2.83%. This indicates that RYOCX's price experiences larger fluctuations and is considered to be riskier than VDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.