SECIX vs. MALVX
SECIX (Guggenheim Large Cap Value Fund) and MALVX (BlackRock Advantage Large Cap Value Fund) are both Large Cap Value Equities funds. Over the past 10 years, SECIX returned 9.44%/yr vs 12.80%/yr for MALVX. Their correlation of 0.93 suggests significant overlap in exposure. SECIX charges 1.15%/yr vs 0.54%/yr for MALVX.
Performance
SECIX vs. MALVX - Performance Comparison
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Returns By Period
In the year-to-date period, SECIX achieves a 7.43% return, which is significantly lower than MALVX's 20.54% return. Over the past 10 years, SECIX has underperformed MALVX with an annualized return of 9.44%, while MALVX has yielded a comparatively higher 12.80% annualized return.
SECIX
- 1D
- 0.15%
- 1M
- -0.32%
- 6M
- 4.94%
- YTD
- 7.43%
- 1Y
- 16.61%
- 3Y*
- 9.71%
- 5Y*
- 7.81%
- 10Y*
- 9.44%
MALVX
- 1D
- 0.23%
- 1M
- 2.32%
- 6M
- 16.81%
- YTD
- 20.54%
- 1Y
- 34.56%
- 3Y*
- 20.87%
- 5Y*
- 12.75%
- 10Y*
- 12.80%
SECIX vs. MALVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SECIX Guggenheim Large Cap Value Fund | 7.43% | 13.92% | 3.94% | 9.03% | -1.58% | 27.12% | 2.60% | 21.44% | -10.05% | 15.33% |
MALVX BlackRock Advantage Large Cap Value Fund | 20.54% | 18.38% | 15.39% | 13.74% | -8.68% | 26.51% | 3.91% | 24.74% | -7.74% | 15.82% |
Correlation
The correlation between SECIX and MALVX is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Dec 22, 1999 | 0.93 |
The correlation between SECIX and MALVX has been stable across timeframes, ranging from 0.88 to 0.95 - a consistent structural relationship.
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Return for Risk
SECIX vs. MALVX — Risk / Return Rank
SECIX
MALVX
SECIX vs. MALVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Guggenheim Large Cap Value Fund (SECIX) and BlackRock Advantage Large Cap Value Fund (MALVX). 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.
| SECIX | MALVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.45 | ||
| Sortino ratioReturn per unit of downside risk | -1.99 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.55 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 2.48 | 5.23 | -2.75 |
| Martin ratioReturn relative to average drawdown | 8.97 | 23.76 | -14.79 |
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Drawdowns
SECIX vs. MALVX - Drawdown Comparison
The maximum SECIX drawdown since its inception was -62.58%, which is greater than MALVX's maximum drawdown of -55.21%. Use the drawdown chart below to compare losses from any high point for SECIX and MALVX.
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Drawdown Indicators
| SECIX | MALVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.58% | -55.21% | -7.37% |
Max Drawdown (1Y)Largest decline over 1 year | -6.47% | -6.53% | +0.06% |
Max Drawdown (3Y)Largest decline over 3 years | -23.37% | -16.13% | -7.24% |
Max Drawdown (5Y)Largest decline over 5 years | -23.37% | -19.73% | -3.64% |
Max Drawdown (10Y)Largest decline over 10 years | -38.54% | -37.12% | -1.42% |
Current DrawdownCurrent decline from peak | -0.97% | -0.10% | -0.87% |
Average DrawdownAverage peak-to-trough decline | -16.44% | -8.72% | -7.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.79% | 1.44% | +0.35% |
Volatility
SECIX vs. MALVX - Volatility Comparison
The current volatility for Guggenheim Large Cap Value Fund (SECIX) is 2.80%, while BlackRock Advantage Large Cap Value Fund (MALVX) has a volatility of 4.15%. This indicates that SECIX experiences smaller price fluctuations and is considered to be less risky than MALVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SECIX | MALVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.80% | 4.15% | -1.35% |
Volatility (6M)Calculated over the trailing 6-month period | 7.60% | 8.91% | -1.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.17% | 11.29% | -1.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.53% | 14.81% | +1.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.54% | 17.24% | +1.30% |
SECIX vs. MALVX - Expense Ratio Comparison
SECIX has a 1.15% expense ratio, which is higher than MALVX's 0.54% expense ratio.
Dividends
SECIX vs. MALVX - Dividend Comparison
SECIX's dividend yield for the trailing twelve months is around 13.55%, more than MALVX's 7.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MALVX BlackRock Advantage Large Cap Value Fund | 7.66% | 9.23% | 14.33% | 2.84% | 5.96% | 17.48% | 1.68% | 3.92% | 12.95% | 0.43% | 1.38% | 1.01% |
SECIX Guggenheim Large Cap Value Fund | 13.55% | 14.56% | 3.80% | 12.08% | 9.42% | 6.96% | 7.12% | 7.69% | 6.34% | 8.25% | 3.23% | 8.36% |
Frequently Asked Questions
SECIX and MALVX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MALVX has higher volatility (4.15%) compared to SECIX (2.80%). In terms of maximum drawdown, SECIX dropped -62.58% vs MALVX's -55.21%.
MALVX currently has the higher Sharpe Ratio (3.02 vs 1.58), 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.
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