SECUX vs. GILIX

Last updated Jun 4, 2026

SECUX (Guggenheim StylePlus - Mid Growth Fund) and GILIX (NAA Large Core Fund Class Institutional) are both mutual funds - SECUX is a Mid Cap Growth Equities fund managed by Guggenheim, while GILIX is a Large Cap Blend Equities fund actively managed by Guggenheim. Over the past 10 years, SECUX returned 11.33%/yr vs 15.00%/yr for GILIX. Their correlation of 0.89 suggests significant overlap in exposure. SECUX charges 1.42%/yr vs 1.01%/yr for GILIX.

Performance

SECUX vs. GILIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Guggenheim StylePlus - Mid Growth Fund (SECUX) and NAA Large Core Fund Class Institutional (GILIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SECUX achieves a 16.16% return, which is significantly higher than GILIX's 14.93% return. Over the past 10 years, SECUX has underperformed GILIX with an annualized return of 11.33%, while GILIX has yielded a comparatively higher 15.00% annualized return.

SECUX

• 1D: 1.03%
• 1M: 5.29%
• YTD: 16.16%
• 6M: 16.31%
• 1Y: 18.16%
• 3Y*: 15.63%
• 5Y*: 6.06%
• 10Y*: 11.33%

GILIX

• 1D: 0.54%
• 1M: 9.54%
• YTD: 14.93%
• 6M: 14.86%
• 1Y: 32.36%
• 3Y*: 23.94%
• 5Y*: 13.76%
• 10Y*: 15.00%

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

SECUX vs. GILIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SECUX Guggenheim StylePlus - Mid Growth Fund	16.16%	1.86%	14.29%	26.43%	-28.33%	13.39%	31.95%	32.44%	-7.76%	24.15%
GILIX NAA Large Core Fund Class Institutional	14.93%	16.30%	25.96%	27.09%	-21.88%	28.43%	18.05%	29.96%	-6.99%	22.38%

Correlation

The correlation between SECUX and GILIX is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.76
Correlation (3Y) Calculated over the trailing 3-year period	0.84
Correlation (5Y) Calculated over the trailing 5-year period	0.88
Correlation (10Y) Calculated over the trailing 10-year period	0.88
Correlation (All Time) Calculated using the full available price history since Jan 3, 2013	0.89

The correlation between SECUX and GILIX shifts across timeframes, from 0.76 (1 year) to 0.89 (all time), reflecting how their relationship changes across market environments.

Return for Risk

SECUX vs. GILIX — Risk / Return Rank

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

SECUX

SECUX Risk / Return Rank: 24
SECUX Sharpe Ratio Rank: 19
SECUX Sortino Ratio Rank: 19
SECUX Omega Ratio Rank: 18
SECUX Calmar Ratio Rank: 32
SECUX Martin Ratio Rank: 31

GILIX

GILIX Risk / Return Rank: 76
GILIX Sharpe Ratio Rank: 83
GILIX Sortino Ratio Rank: 76
GILIX Omega Ratio Rank: 72
GILIX Calmar Ratio Rank: 70
GILIX Martin Ratio Rank: 79

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.

SECUX vs. GILIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Guggenheim StylePlus - Mid Growth Fund (SECUX) and NAA Large Core Fund Class Institutional (GILIX). 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.

	SECUX	GILIX	Difference
Sharpe ratio Return per unit of total volatility	1.23	2.71	-1.48
Sortino ratio Return per unit of downside risk	1.82	3.69	-1.87
Omega ratio Gain probability vs. loss probability	1.22	1.48	-0.26
Calmar ratio Return relative to maximum drawdown	2.12	3.26	-1.13
Martin ratio Return relative to average drawdown	7.20	14.81	-7.61
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SECUX vs. GILIX - Sharpe Ratio Comparison

The current SECUX Sharpe Ratio is 1.23, which is lower than the GILIX Sharpe Ratio of 2.71. The chart below compares the historical Sharpe Ratios of SECUX and GILIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SECUX	GILIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.23	2.71	-1.48
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.28	0.81	-0.53
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.54	0.83	-0.29
Sharpe Ratio (All Time) Calculated using the full available price history	0.27	0.76	-0.50

Drawdowns

SECUX vs. GILIX - Drawdown Comparison

The maximum SECUX drawdown since its inception was -71.68%, which is greater than GILIX's maximum drawdown of -35.61%. Use the drawdown chart below to compare losses from any high point for SECUX and GILIX.

Drawdown Indicators

	SECUX	GILIX	Difference
Max Drawdown Largest peak-to-trough decline	-71.68%	-35.61%	-36.07%
Max Drawdown (1Y) Largest decline over 1 year	-9.17%	-10.19%	+1.02%
Max Drawdown (3Y) Largest decline over 3 years	-25.43%	-18.24%	-7.19%
Max Drawdown (5Y) Largest decline over 5 years	-37.80%	-27.40%	-10.40%
Max Drawdown (10Y) Largest decline over 10 years	-38.56%	-35.61%	-2.95%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-18.41%	-5.60%	-12.81%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.70%	2.24%	+0.46%

Volatility

SECUX vs. GILIX - Volatility Comparison

Guggenheim StylePlus - Mid Growth Fund (SECUX) has a higher volatility of 4.42% compared to NAA Large Core Fund Class Institutional (GILIX) at 3.87%. This indicates that SECUX's price experiences larger fluctuations and is considered to be riskier than GILIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SECUX	GILIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.42%	3.87%	+0.55%
Volatility (6M) Calculated over the trailing 6-month period	12.56%	9.51%	+3.05%
Volatility (1Y) Calculated over the trailing 1-year period	15.83%	12.23%	+3.60%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.43%	17.02%	+4.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.19%	18.13%	+3.06%

SECUX vs. GILIX - Expense Ratio Comparison

SECUX has a 1.42% expense ratio, which is higher than GILIX's 1.01% expense ratio.

Dividends

SECUX vs. GILIX - Dividend Comparison

SECUX has not paid dividends to shareholders, while GILIX's dividend yield for the trailing twelve months is around 2.84%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GILIX NAA Large Core Fund Class Institutional	2.84%	3.27%	23.88%	2.78%	41.55%	4.81%	9.53%	1.80%	23.14%	19.31%	1.95%	12.83%
SECUX Guggenheim StylePlus - Mid Growth Fund	0.00%	0.00%	0.00%	2.31%	41.48%	6.54%	14.34%	2.18%	27.68%	12.89%	0.59%	14.34%

Frequently Asked Questions

Can I hold both SECUX and GILIX in my portfolio?

SECUX and GILIX have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SECUX or GILIX?

SECUX has higher volatility (4.42%) compared to GILIX (3.87%). In terms of maximum drawdown, SECUX dropped -71.68% vs GILIX's -35.61%.

Which has better risk-adjusted returns?

GILIX currently has the higher Sharpe Ratio (2.71 vs 1.23), 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.