RYOCX vs. VOO
Compare and contrast key facts about Rydex NASDAQ-100 Fund Investor Class (RYOCX) and Vanguard S&P 500 ETF (VOO).
RYOCX is a passively managed fund by Guggenheim that tracks the performance of the NASDAQ-100 Index. It was launched on Feb 14, 1994. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both RYOCX and VOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
RYOCX vs. VOO - Performance Comparison
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RYOCX vs. VOO - 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% |
VOO Vanguard S&P 500 ETF | -3.66% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, RYOCX achieves a -9.21% return, which is significantly lower than VOO's -3.66% return. Over the past 10 years, RYOCX has outperformed VOO with an annualized return of 17.39%, while VOO has yielded a comparatively lower 14.14% 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%
VOO
- 1D
- 0.79%
- 1M
- -4.29%
- YTD
- -3.66%
- 6M
- -1.41%
- 1Y
- 18.17%
- 3Y*
- 18.58%
- 5Y*
- 11.93%
- 10Y*
- 14.14%
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RYOCX vs. VOO - Expense Ratio Comparison
RYOCX has a 1.24% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
RYOCX vs. VOO — Risk / Return Rank
RYOCX
VOO
RYOCX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex NASDAQ-100 Fund Investor Class (RYOCX) and Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.82 | 1.01 | -0.19 |
Sortino ratioReturn per unit of downside risk | 1.32 | 1.53 | -0.21 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.23 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.20 | 1.55 | -0.35 |
Martin ratioReturn relative to average drawdown | 4.41 | 7.31 | -2.90 |
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 | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 1.01 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.71 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | 0.79 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.83 | -0.32 |
Correlation
The correlation between RYOCX and VOO is 0.90, 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. VOO - Dividend Comparison
RYOCX's dividend yield for the trailing twelve months is around 4.71%, more than VOO's 1.18% 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% |
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
RYOCX vs. VOO - Drawdown Comparison
The maximum RYOCX drawdown since its inception was -83.75%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for RYOCX and VOO.
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Drawdown Indicators
| RYOCX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.75% | -33.99% | -49.76% |
Max Drawdown (1Y)Largest decline over 1 year | -12.75% | -11.98% | -0.77% |
Max Drawdown (5Y)Largest decline over 5 years | -38.04% | -24.52% | -13.52% |
Max Drawdown (10Y)Largest decline over 10 years | -38.04% | -33.99% | -4.05% |
Current DrawdownCurrent decline from peak | -12.31% | -5.55% | -6.76% |
Average DrawdownAverage peak-to-trough decline | -32.05% | -3.72% | -28.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.47% | 2.55% | +0.92% |
Volatility
RYOCX vs. VOO - Volatility Comparison
Rydex NASDAQ-100 Fund Investor Class (RYOCX) and Vanguard S&P 500 ETF (VOO) have volatilities of 5.40% and 5.34%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYOCX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.40% | 5.34% | +0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 12.43% | 9.47% | +2.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.54% | 18.11% | +4.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.75% | 16.82% | +5.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.55% | 17.99% | +4.56% |