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SECIX vs. RYOCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SECIX vs. RYOCX - Performance Comparison

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

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SECIX vs. RYOCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SECIX
Guggenheim Large Cap Value Fund
-3.42%13.92%3.94%9.03%-1.58%27.12%2.60%21.44%-10.05%15.33%
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%

Returns By Period

In the year-to-date period, SECIX achieves a -3.42% return, which is significantly higher than RYOCX's -9.21% return. Over the past 10 years, SECIX has underperformed RYOCX with an annualized return of 8.96%, while RYOCX has yielded a comparatively higher 17.39% annualized return.


SECIX

1D
0.00%
1M
-6.47%
YTD
-3.42%
6M
-0.35%
1Y
9.43%
3Y*
7.64%
5Y*
6.43%
10Y*
8.96%

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

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SECIX vs. RYOCX - Expense Ratio Comparison

SECIX has a 1.15% expense ratio, which is lower than RYOCX's 1.24% expense ratio.


Return for Risk

SECIX vs. RYOCX — Risk / Return Rank

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

SECIX
SECIX Risk / Return Rank: 2929
Overall Rank
SECIX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
SECIX Sortino Ratio Rank: 2828
Sortino Ratio Rank
SECIX Omega Ratio Rank: 2929
Omega Ratio Rank
SECIX Calmar Ratio Rank: 2626
Calmar Ratio Rank
SECIX Martin Ratio Rank: 3333
Martin Ratio Rank

RYOCX
RYOCX Risk / Return Rank: 4545
Overall Rank
RYOCX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
RYOCX Sortino Ratio Rank: 4646
Sortino Ratio Rank
RYOCX Omega Ratio Rank: 4545
Omega Ratio Rank
RYOCX Calmar Ratio Rank: 4949
Calmar Ratio Rank
RYOCX Martin Ratio Rank: 4343
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.

SECIX vs. RYOCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Guggenheim Large Cap Value Fund (SECIX) and Rydex NASDAQ-100 Fund Investor Class (RYOCX). 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.


SECIXRYOCXDifference

Sharpe ratio

Return per unit of total volatility

0.67

0.82

-0.15

Sortino ratio

Return per unit of downside risk

1.05

1.32

-0.27

Omega ratio

Gain probability vs. loss probability

1.15

1.19

-0.04

Calmar ratio

Return relative to maximum drawdown

0.75

1.20

-0.45

Martin ratio

Return relative to average drawdown

3.52

4.41

-0.89

SECIX vs. RYOCX - Sharpe Ratio Comparison

The current SECIX Sharpe Ratio is 0.67, which is comparable to the RYOCX Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of SECIX and RYOCX, 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


SECIXRYOCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

0.82

-0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.50

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.77

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.51

-0.27

Correlation

The correlation between SECIX and RYOCX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SECIX vs. RYOCX - Dividend Comparison

SECIX's dividend yield for the trailing twelve months is around 15.08%, more than RYOCX's 4.71% yield.


TTM20252024202320222021202020192018201720162015
SECIX
Guggenheim Large Cap Value Fund
15.08%14.56%3.80%12.08%9.42%6.96%7.12%7.69%6.34%8.25%3.23%8.36%
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%

Drawdowns

SECIX vs. RYOCX - Drawdown Comparison

The maximum SECIX drawdown since its inception was -62.58%, smaller than the maximum RYOCX drawdown of -83.75%. Use the drawdown chart below to compare losses from any high point for SECIX and RYOCX.


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Drawdown Indicators


SECIXRYOCXDifference

Max Drawdown

Largest peak-to-trough decline

-62.58%

-83.75%

+21.17%

Max Drawdown (1Y)

Largest decline over 1 year

-11.50%

-12.75%

+1.25%

Max Drawdown (5Y)

Largest decline over 5 years

-23.37%

-38.04%

+14.67%

Max Drawdown (10Y)

Largest decline over 10 years

-38.54%

-38.04%

-0.50%

Current Drawdown

Current decline from peak

-6.47%

-12.31%

+5.84%

Average Drawdown

Average peak-to-trough decline

-16.55%

-32.05%

+15.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.46%

3.47%

-1.01%

Volatility

SECIX vs. RYOCX - Volatility Comparison

The current volatility for Guggenheim Large Cap Value Fund (SECIX) is 3.28%, while Rydex NASDAQ-100 Fund Investor Class (RYOCX) has a volatility of 5.40%. This indicates that SECIX experiences smaller price fluctuations and is considered to be less risky than RYOCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SECIXRYOCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.28%

5.40%

-2.12%

Volatility (6M)

Calculated over the trailing 6-month period

7.62%

12.43%

-4.81%

Volatility (1Y)

Calculated over the trailing 1-year period

15.44%

22.54%

-7.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.68%

22.75%

-6.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.63%

22.55%

-3.92%