RYOCX vs. VPMCX

Last updated Aug 1, 2026

RYOCX (Rydex NASDAQ-100 Fund Investor Class) and VPMCX (Vanguard PRIMECAP Fund Investor Shares) are both Large Cap Growth Equities funds. RYOCX is passively managed, while VPMCX is actively managed. Over the past 10 years, RYOCX returned 19.18%/yr vs 16.58%/yr for VPMCX. Their correlation of 0.87 means they have usually moved in the same direction. RYOCX charges 1.24%/yr vs 0.35%/yr for VPMCX.

Performance

RYOCX vs. VPMCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rydex NASDAQ-100 Fund Investor Class (RYOCX) and Vanguard PRIMECAP Fund Investor Shares (VPMCX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RYOCX achieves a 10.92% return, which is significantly lower than VPMCX's 20.64% return. Over the past 10 years, RYOCX has outperformed VPMCX with an annualized return of 19.18%, while VPMCX has yielded a comparatively lower 16.58% annualized return.

RYOCX

• 1D: 3.36%
• 1M: -4.24%
• 6M: 9.68%
• YTD: 10.92%
• 1Y: 22.78%
• 3Y*: 20.69%
• 5Y*: 12.87%
• 10Y*: 19.18%
• ALL TIME*: 14.66%

VPMCX

• 1D: 2.95%
• 1M: -3.98%
• 6M: 14.62%
• YTD: 20.64%
• 1Y: 46.99%
• 3Y*: 23.35%
• 5Y*: 14.81%
• 10Y*: 16.58%
• ALL TIME*: 15.25%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
RYOCX Rydex NASDAQ-100 Fund Investor Class	$0.00	$0.00	$0.00
VPMCX Vanguard PRIMECAP Fund Investor Shares	$0.00	$0.00	$0.00

RYOCX vs. VPMCX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
RYOCX Rydex NASDAQ-100 Fund Investor Class	10.92%	19.51%	24.34%	53.31%	-33.34%	25.85%	46.80%	40.33%	-1.36%	31.20%
VPMCX Vanguard PRIMECAP Fund Investor Shares	20.64%	29.60%	13.23%	28.16%	-15.22%	21.64%	17.16%	27.78%	-1.99%	28.17%

Correlation

The correlation between RYOCX and VPMCX is 0.87, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.87
Correlation (3Y) Balances recent behavior with more history.	0.86
Correlation (5Y) Shows whether the relationship held over a longer period.	0.88
Correlation (10Y) Provides a long-term view across more market conditions.	0.87
Correlation (All Time) Calculated using the full available price history since Jan 3, 1995	0.87

The correlation between RYOCX and VPMCX has been stable across timeframes, ranging from 0.86 to 0.88 - a consistent structural relationship.

Return for Risk

RYOCX vs. VPMCX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

RYOCX

RYOCX Risk / Return Rank: 35
RYOCX Sharpe Ratio Rank: 33
RYOCX Sortino Ratio Rank: 32
RYOCX Omega Ratio Rank: 31
RYOCX Calmar Ratio Rank: 41
RYOCX Martin Ratio Rank: 36

VPMCX

VPMCX Risk / Return Rank: 90
VPMCX Sharpe Ratio Rank: 91
VPMCX Sortino Ratio Rank: 87
VPMCX Omega Ratio Rank: 84
VPMCX Calmar Ratio Rank: 93
VPMCX Martin Ratio Rank: 94

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

RYOCX vs. VPMCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rydex NASDAQ-100 Fund Investor Class (RYOCX) and Vanguard PRIMECAP Fund Investor Shares (VPMCX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	RYOCX	VPMCX	Difference
Sharpe ratio: Return per unit of total volatility	1.02	2.28	-1.26
Sortino ratio: Return per unit of downside risk	1.48	3.12	-1.64
Omega ratio: Gain probability vs. loss probability	1.18	1.40	-0.22
Calmar ratio: Return relative to maximum drawdown	1.61	3.71	-2.10
Martin ratio: Return relative to average drawdown	5.15	13.96	-8.81

RYOCX vs. VPMCX - Sharpe Ratio Comparison

The current RYOCX Sharpe Ratio is 1.02, which is lower than the VPMCX Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of RYOCX and VPMCX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

RYOCX vs. VPMCX - Drawdown Comparison

The maximum RYOCX drawdown since its inception was -83.75%, which is greater than VPMCX's maximum drawdown of -50.45%. Use the drawdown chart below to compare losses from any high point for RYOCX and VPMCX.

Drawdown Indicators

	RYOCX	VPMCX	Difference
Max Drawdown Largest peak-to-trough decline	-83.75%	-50.45%	-33.30%
Max Drawdown (1Y) Largest decline over 1 year	-12.31%	-11.73%	-0.58%
Max Drawdown (3Y) Largest decline over 3 years	-22.97%	-20.56%	-2.41%
Max Drawdown (5Y) Largest decline over 5 years	-38.04%	-25.25%	-12.79%
Max Drawdown (10Y) Largest decline over 10 years	-38.04%	-32.65%	-5.39%
Current Drawdown Current decline from peak	-8.44%	-7.53%	-0.91%
Average Drawdown Average peak-to-trough decline	-31.74%	-7.39%	-24.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.84%	3.12%	+0.72%

Volatility

RYOCX vs. VPMCX - Volatility Comparison

Rydex NASDAQ-100 Fund Investor Class (RYOCX) has a higher volatility of 6.87% compared to Vanguard PRIMECAP Fund Investor Shares (VPMCX) at 6.29%. This indicates that RYOCX's price experiences larger fluctuations and is considered to be riskier than VPMCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RYOCX	VPMCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.87%	6.29%	+0.58%
Volatility (6M) Calculated over the trailing 6-month period	15.99%	16.18%	-0.19%
Volatility (1Y) Calculated over the trailing 1-year period	19.37%	19.07%	+0.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.27%	18.81%	+4.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.82%	19.39%	+3.43%

RYOCX vs. VPMCX - Expense Ratio Comparison

RYOCX has a 1.24% expense ratio, which is higher than VPMCX's 0.35% expense ratio.

Dividends

RYOCX vs. VPMCX - Dividend Comparison

RYOCX's dividend yield for the trailing twelve months is around 3.86%, less than VPMCX's 13.56% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
RYOCX Rydex NASDAQ-100 Fund Investor Class	3.86%	4.28%	7.23%	0.00%	8.82%	4.47%	4.17%	3.80%	1.86%	6.00%	1.75%	2.03%
VPMCX Vanguard PRIMECAP Fund Investor Shares	13.56%	16.36%	6.62%	7.16%	9.85%	10.08%	9.74%	7.15%	8.32%	4.53%	5.05%	5.91%

Frequently Asked Questions

Can I hold both RYOCX and VPMCX in my portfolio?

RYOCX and VPMCX have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RYOCX or VPMCX?

RYOCX has higher volatility (6.87%) compared to VPMCX (6.29%). In terms of maximum drawdown, RYOCX dropped -83.75% vs VPMCX's -50.45%.

Which has better risk-adjusted returns?

VPMCX currently has the higher Sharpe Ratio (2.28 vs 1.02), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.