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SECEX vs. RMQHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SECEX vs. RMQHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Guggenheim StylePlus - Large Core Fund (SECEX) and Rydex Monthly Rebalance NASDAQ-100 2x Strategy H (RMQHX). The values are adjusted to include any dividend payments, if applicable.

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SECEX vs. RMQHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SECEX
Guggenheim StylePlus - Large Core Fund
-5.20%16.04%25.74%26.72%-21.98%28.21%17.76%29.62%-7.18%21.99%
RMQHX
Rydex Monthly Rebalance NASDAQ-100 2x Strategy H
-10.92%33.90%44.74%115.89%-59.96%56.33%101.06%80.70%-7.28%69.79%

Returns By Period

In the year-to-date period, SECEX achieves a -5.20% return, which is significantly higher than RMQHX's -10.92% return. Over the past 10 years, SECEX has underperformed RMQHX with an annualized return of 12.83%, while RMQHX has yielded a comparatively higher 31.36% annualized return.


SECEX

1D
0.87%
1M
-3.71%
YTD
-5.20%
6M
-2.65%
1Y
14.50%
3Y*
17.57%
5Y*
10.23%
10Y*
12.83%

RMQHX

1D
2.38%
1M
-6.20%
YTD
-10.92%
6M
-9.72%
1Y
40.40%
3Y*
38.15%
5Y*
16.91%
10Y*
31.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SECEX vs. RMQHX - Expense Ratio Comparison

SECEX has a 1.31% expense ratio, which is higher than RMQHX's 1.27% expense ratio.


Return for Risk

SECEX vs. RMQHX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SECEX
SECEX Risk / Return Rank: 3737
Overall Rank
SECEX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
SECEX Sortino Ratio Rank: 3434
Sortino Ratio Rank
SECEX Omega Ratio Rank: 3636
Omega Ratio Rank
SECEX Calmar Ratio Rank: 3737
Calmar Ratio Rank
SECEX Martin Ratio Rank: 4646
Martin Ratio Rank

RMQHX
RMQHX Risk / Return Rank: 4646
Overall Rank
RMQHX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
RMQHX Sortino Ratio Rank: 4646
Sortino Ratio Rank
RMQHX Omega Ratio Rank: 4444
Omega Ratio Rank
RMQHX Calmar Ratio Rank: 5959
Calmar Ratio Rank
RMQHX Martin Ratio Rank: 4747
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SECEX vs. RMQHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Guggenheim StylePlus - Large Core Fund (SECEX) and Rydex Monthly Rebalance NASDAQ-100 2x Strategy H (RMQHX). 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.


SECEXRMQHXDifference

Sharpe ratio

Return per unit of total volatility

0.85

0.89

-0.04

Sortino ratio

Return per unit of downside risk

1.33

1.56

-0.23

Omega ratio

Gain probability vs. loss probability

1.20

1.22

-0.03

Calmar ratio

Return relative to maximum drawdown

1.32

1.78

-0.46

Martin ratio

Return relative to average drawdown

5.77

6.06

-0.29

SECEX vs. RMQHX - Sharpe Ratio Comparison

The current SECEX Sharpe Ratio is 0.85, which is comparable to the RMQHX Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of SECEX and RMQHX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SECEXRMQHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

0.89

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.37

+0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

0.68

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.65

-0.36

Correlation

The correlation between SECEX and RMQHX 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

SECEX vs. RMQHX - Dividend Comparison

SECEX's dividend yield for the trailing twelve months is around 3.11%, less than RMQHX's 39.03% yield.


TTM20252024202320222021202020192018201720162015
SECEX
Guggenheim StylePlus - Large Core Fund
3.11%2.95%23.10%2.50%40.57%4.58%9.21%1.57%22.52%18.80%1.94%12.32%
RMQHX
Rydex Monthly Rebalance NASDAQ-100 2x Strategy H
39.03%34.77%25.22%3.66%0.00%2.13%5.17%0.10%0.00%0.00%0.00%0.00%

Drawdowns

SECEX vs. RMQHX - Drawdown Comparison

The maximum SECEX drawdown since its inception was -73.88%, which is greater than RMQHX's maximum drawdown of -63.21%. Use the drawdown chart below to compare losses from any high point for SECEX and RMQHX.


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Drawdown Indicators


SECEXRMQHXDifference

Max Drawdown

Largest peak-to-trough decline

-73.88%

-63.21%

-10.67%

Max Drawdown (1Y)

Largest decline over 1 year

-10.23%

-24.97%

+14.74%

Max Drawdown (5Y)

Largest decline over 5 years

-27.55%

-63.21%

+35.66%

Max Drawdown (10Y)

Largest decline over 10 years

-35.59%

-63.21%

+27.62%

Current Drawdown

Current decline from peak

-6.80%

-17.45%

+10.65%

Average Drawdown

Average peak-to-trough decline

-20.77%

-13.01%

-7.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.75%

7.39%

-4.64%

Volatility

SECEX vs. RMQHX - Volatility Comparison

The current volatility for Guggenheim StylePlus - Large Core Fund (SECEX) is 5.33%, while Rydex Monthly Rebalance NASDAQ-100 2x Strategy H (RMQHX) has a volatility of 13.88%. This indicates that SECEX experiences smaller price fluctuations and is considered to be less risky than RMQHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SECEXRMQHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.33%

13.88%

-8.55%

Volatility (6M)

Calculated over the trailing 6-month period

9.50%

26.35%

-16.85%

Volatility (1Y)

Calculated over the trailing 1-year period

18.07%

47.85%

-29.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.97%

46.28%

-29.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.07%

46.36%

-28.29%