SIHAX vs. RYOCX
Compare and contrast key facts about Guggenheim High Yield Fund (SIHAX) and Rydex NASDAQ-100 Fund Investor Class (RYOCX).
SIHAX is managed by Guggenheim. It was launched on Aug 5, 1996. RYOCX is a passively managed fund by Guggenheim that tracks the performance of the NASDAQ-100 Index. It was launched on Feb 14, 1994.
Performance
SIHAX vs. RYOCX - Performance Comparison
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SIHAX vs. RYOCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SIHAX Guggenheim High Yield Fund | -1.76% | 6.84% | 6.93% | 10.74% | -10.51% | 4.36% | 4.55% | 11.26% | -3.17% | 6.91% |
RYOCX Rydex NASDAQ-100 Fund Investor Class | -6.11% | 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, SIHAX achieves a -1.76% return, which is significantly higher than RYOCX's -6.11% return. Over the past 10 years, SIHAX has underperformed RYOCX with an annualized return of 4.84%, while RYOCX has yielded a comparatively higher 17.78% annualized return.
SIHAX
- 1D
- 0.62%
- 1M
- -1.72%
- YTD
- -1.76%
- 6M
- -0.57%
- 1Y
- 4.38%
- 3Y*
- 6.42%
- 5Y*
- 3.06%
- 10Y*
- 4.84%
RYOCX
- 1D
- 3.42%
- 1M
- -5.04%
- YTD
- -6.11%
- 6M
- -4.56%
- 1Y
- 21.46%
- 3Y*
- 21.11%
- 5Y*
- 11.68%
- 10Y*
- 17.78%
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SIHAX vs. RYOCX - Expense Ratio Comparison
SIHAX has a 1.05% expense ratio, which is lower than RYOCX's 1.24% expense ratio.
Return for Risk
SIHAX vs. RYOCX — Risk / Return Rank
SIHAX
RYOCX
SIHAX vs. RYOCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Guggenheim High Yield Fund (SIHAX) 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.
| SIHAX | RYOCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.32 | 0.99 | +0.33 |
Sortino ratioReturn per unit of downside risk | 1.96 | 1.56 | +0.40 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.22 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.61 | 1.76 | -0.15 |
Martin ratioReturn relative to average drawdown | 6.54 | 6.38 | +0.16 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SIHAX | RYOCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.32 | 0.99 | +0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.52 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.06 | 0.79 | +0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.28 | 0.51 | +0.76 |
Correlation
The correlation between SIHAX and RYOCX is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
SIHAX vs. RYOCX - Dividend Comparison
SIHAX's dividend yield for the trailing twelve months is around 5.97%, more than RYOCX's 4.56% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SIHAX Guggenheim High Yield Fund | 5.97% | 6.39% | 5.45% | 4.91% | 4.75% | 3.70% | 4.79% | 5.44% | 6.86% | 5.53% | 6.09% | 7.53% |
RYOCX Rydex NASDAQ-100 Fund Investor Class | 4.56% | 4.28% | 7.23% | 0.00% | 8.82% | 4.47% | 4.17% | 3.80% | 1.86% | 6.00% | 1.75% | 2.03% |
Drawdowns
SIHAX vs. RYOCX - Drawdown Comparison
The maximum SIHAX drawdown since its inception was -36.72%, smaller than the maximum RYOCX drawdown of -83.75%. Use the drawdown chart below to compare losses from any high point for SIHAX and RYOCX.
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Drawdown Indicators
| SIHAX | RYOCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.72% | -83.75% | +47.03% |
Max Drawdown (1Y)Largest decline over 1 year | -2.86% | -12.75% | +9.89% |
Max Drawdown (5Y)Largest decline over 5 years | -13.95% | -38.04% | +24.09% |
Max Drawdown (10Y)Largest decline over 10 years | -19.31% | -38.04% | +18.73% |
Current DrawdownCurrent decline from peak | -2.16% | -9.31% | +7.15% |
Average DrawdownAverage peak-to-trough decline | -2.64% | -32.05% | +29.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.71% | 3.52% | -2.81% |
Volatility
SIHAX vs. RYOCX - Volatility Comparison
The current volatility for Guggenheim High Yield Fund (SIHAX) is 1.42%, while Rydex NASDAQ-100 Fund Investor Class (RYOCX) has a volatility of 6.57%. This indicates that SIHAX 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
| SIHAX | RYOCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.42% | 6.57% | -5.15% |
Volatility (6M)Calculated over the trailing 6-month period | 2.20% | 12.88% | -10.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.44% | 22.75% | -19.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.33% | 22.79% | -18.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.59% | 22.58% | -17.99% |