SECEX vs. VITPX

Last updated Apr 2, 2026

Compare and contrast key facts about Guggenheim StylePlus - Large Core Fund (SECEX) and Vanguard Institutional Total Stock Market Index Fund Institutional Plus Shares (VITPX).

SECEX is managed by Guggenheim. It was launched on Sep 10, 1962. VITPX is managed by Vanguard. It was launched on May 31, 2001.

Performance

SECEX vs. VITPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Guggenheim StylePlus - Large Core Fund (SECEX) and Vanguard Institutional Total Stock Market Index Fund Institutional Plus Shares (VITPX). The values are adjusted to include any dividend payments, if applicable.

SECEX vs. VITPX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SECEX Guggenheim StylePlus - Large Core Fund	-6.02%	16.04%	25.74%	26.72%	-21.98%	28.21%	17.76%	29.62%	-7.18%	21.99%
VITPX Vanguard Institutional Total Stock Market Index Fund Institutional Plus Shares	-3.97%	17.17%	25.43%	26.01%	-19.48%	25.76%	20.95%	30.87%	-5.59%	20.51%

Returns By Period

In the year-to-date period, SECEX achieves a -6.02% return, which is significantly lower than VITPX's -3.97% return. Over the past 10 years, SECEX has underperformed VITPX with an annualized return of 12.73%, while VITPX has yielded a comparatively higher 13.67% annualized return.

SECEX

• 1D: 2.92%
• 1M: -5.33%
• YTD: -6.02%
• 6M: -3.40%
• 1Y: 14.26%
• 3Y*: 17.23%
• 5Y*: 10.04%
• 10Y*: 12.73%

VITPX

• 1D: 2.97%
• 1M: -5.09%
• YTD: -3.97%
• 6M: -1.95%
• 1Y: 17.76%
• 3Y*: 18.40%
• 5Y*: 10.81%
• 10Y*: 13.67%

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

SECEX vs. VITPX - Expense Ratio Comparison

SECEX has a 1.31% expense ratio, which is higher than VITPX's 0.02% expense ratio.

SECEX

Guggenheim StylePlus - Large Core Fund

VITPX

Vanguard Institutional Total Stock Market Index Fund Institutional Plus Shares

Return for Risk

SECEX vs. VITPX — Risk / Return Rank

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

SECEX

SECEX Risk / Return Rank: 42
SECEX Sharpe Ratio Rank: 33
SECEX Sortino Ratio Rank: 36
SECEX Omega Ratio Rank: 38
SECEX Calmar Ratio Rank: 46
SECEX Martin Ratio Rank: 54

VITPX

VITPX Risk / Return Rank: 58
VITPX Sharpe Ratio Rank: 48
VITPX Sortino Ratio Rank: 53
VITPX Omega Ratio Rank: 55
VITPX Calmar Ratio Rank: 62
VITPX Martin Ratio Rank: 74

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. VITPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Guggenheim StylePlus - Large Core Fund (SECEX) and Vanguard Institutional Total Stock Market Index Fund Institutional Plus Shares (VITPX). 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.

	SECEX	VITPX	Difference
Sharpe ratio Return per unit of total volatility	0.83	0.98	-0.16
Sortino ratio Return per unit of downside risk	1.30	1.50	-0.21
Omega ratio Gain probability vs. loss probability	1.19	1.23	-0.03
Calmar ratio Return relative to maximum drawdown	1.30	1.51	-0.22
Martin ratio Return relative to average drawdown	5.71	7.25	-1.54
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SECEX vs. VITPX - Sharpe Ratio Comparison

The current SECEX Sharpe Ratio is 0.83, which is comparable to the VITPX Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of SECEX and VITPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SECEX	VITPX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.83	0.98	-0.16
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.59	0.63	-0.03
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.71	0.75	-0.04
Sharpe Ratio (All Time) Calculated using the full available price history	0.29	0.47	-0.19

Correlation

The correlation between SECEX and VITPX is 0.98, 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. VITPX - Dividend Comparison

SECEX's dividend yield for the trailing twelve months is around 3.14%, more than VITPX's 2.61% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SECEX Guggenheim StylePlus - Large Core Fund	3.14%	2.95%	23.10%	2.50%	40.57%	4.58%	9.21%	1.57%	22.52%	18.80%	1.94%	12.32%
VITPX Vanguard Institutional Total Stock Market Index Fund Institutional Plus Shares	2.61%	2.64%	4.14%	2.41%	6.48%	5.38%	11.57%	2.91%	3.93%	1.90%	2.80%	2.30%

Drawdowns

SECEX vs. VITPX - Drawdown Comparison

The maximum SECEX drawdown since its inception was -73.88%, which is greater than VITPX's maximum drawdown of -55.28%. Use the drawdown chart below to compare losses from any high point for SECEX and VITPX.

Drawdown Indicators

	SECEX	VITPX	Difference
Max Drawdown Largest peak-to-trough decline	-73.88%	-55.28%	-18.60%
Max Drawdown (1Y) Largest decline over 1 year	-11.96%	-12.41%	+0.45%
Max Drawdown (5Y) Largest decline over 5 years	-27.55%	-25.31%	-2.24%
Max Drawdown (10Y) Largest decline over 10 years	-35.59%	-34.99%	-0.60%
Current Drawdown Current decline from peak	-7.61%	-6.21%	-1.40%
Average Drawdown Average peak-to-trough decline	-20.77%	-8.07%	-12.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.71%	2.59%	+0.12%

Volatility

SECEX vs. VITPX - Volatility Comparison

Guggenheim StylePlus - Large Core Fund (SECEX) and Vanguard Institutional Total Stock Market Index Fund Institutional Plus Shares (VITPX) have volatilities of 5.25% and 5.49%, 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.

Volatility by Period

	SECEX	VITPX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.25%	5.49%	-0.24%
Volatility (6M) Calculated over the trailing 6-month period	9.46%	9.79%	-0.33%
Volatility (1Y) Calculated over the trailing 1-year period	18.06%	18.61%	-0.55%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.98%	17.37%	-0.39%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.07%	18.40%	-0.33%