SIUSX vs. RMQHX
SIUSX (Guggenheim Core Bond Fund) and RMQHX (Rydex Monthly Rebalance NASDAQ-100 2x Strategy H) are both mutual funds - SIUSX is a Intermediate Core Bond fund managed by Guggenheim, while RMQHX is a Leveraged Equities fund tracking the NASDAQ-100. Over the past 10 years, SIUSX returned 2.18%/yr vs 36.55%/yr for RMQHX. At a 0.01 correlation, their price movements are largely independent. SIUSX charges 0.79%/yr vs 1.27%/yr for RMQHX.
Performance
SIUSX vs. RMQHX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SIUSX achieves a 0.74% return, which is significantly lower than RMQHX's 30.89% return. Over the past 10 years, SIUSX has underperformed RMQHX with an annualized return of 2.18%, while RMQHX has yielded a comparatively higher 36.55% annualized return.
SIUSX
- 1D
- 0.06%
- 1M
- 0.83%
- 6M
- 0.68%
- YTD
- 0.74%
- 1Y
- 4.64%
- 3Y*
- 5.14%
- 5Y*
- -0.42%
- 10Y*
- 2.18%
RMQHX
- 1D
- 2.61%
- 1M
- 4.91%
- 6M
- 27.11%
- YTD
- 30.89%
- 1Y
- 57.35%
- 3Y*
- 44.94%
- 5Y*
- 21.23%
- 10Y*
- 36.55%
SIUSX vs. RMQHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SIUSX Guggenheim Core Bond Fund | 0.74% | 7.54% | 2.54% | 6.75% | -16.77% | -1.20% | 14.30% | 4.11% | 0.84% | 6.33% |
RMQHX Rydex Monthly Rebalance NASDAQ-100 2x Strategy H | 30.89% | 33.90% | 44.74% | 115.89% | -59.96% | 56.33% | 101.06% | 80.70% | -7.28% | 69.79% |
Correlation
The correlation between SIUSX and RMQHX is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2015 | 0.01 |
Over the past year, SIUSX and RMQHX have become more correlated (0.21) than their long-term average of 0.01, meaning their price movements have been converging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SIUSX vs. RMQHX — Risk / Return Rank
SIUSX
RMQHX
SIUSX vs. RMQHX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Guggenheim Core Bond Fund (SIUSX) and Rydex Monthly Rebalance NASDAQ-100 2x Strategy H (RMQHX). 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.
| SIUSX | RMQHX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.37 | ||
| Sortino ratioReturn per unit of downside risk | -0.32 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.26 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.48 | 2.21 | -0.73 |
| Martin ratioReturn relative to average drawdown | 4.19 | 7.62 | -3.43 |
Loading charts...
Drawdowns
SIUSX vs. RMQHX - Drawdown Comparison
The maximum SIUSX drawdown since its inception was -22.25%, smaller than the maximum RMQHX drawdown of -63.21%. Use the drawdown chart below to compare losses from any high point for SIUSX and RMQHX.
Loading charts...
Drawdown Indicators
| SIUSX | RMQHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.25% | -63.21% | +40.96% |
Max Drawdown (1Y)Largest decline over 1 year | -2.99% | -24.97% | +21.98% |
Max Drawdown (3Y)Largest decline over 3 years | -6.17% | -42.46% | +36.29% |
Max Drawdown (5Y)Largest decline over 5 years | -22.25% | -63.21% | +40.96% |
Max Drawdown (10Y)Largest decline over 10 years | -22.25% | -63.21% | +40.96% |
Current DrawdownCurrent decline from peak | -2.75% | -6.59% | +3.84% |
Average DrawdownAverage peak-to-trough decline | -5.93% | -12.81% | +6.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.06% | 7.22% | -6.16% |
Volatility
SIUSX vs. RMQHX - Volatility Comparison
The current volatility for Guggenheim Core Bond Fund (SIUSX) is 1.18%, while Rydex Monthly Rebalance NASDAQ-100 2x Strategy H (RMQHX) has a volatility of 19.88%. This indicates that SIUSX experiences smaller price fluctuations and is considered to be less risky than RMQHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SIUSX | RMQHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.18% | 19.88% | -18.70% |
Volatility (6M)Calculated over the trailing 6-month period | 3.03% | 30.25% | -27.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.91% | 36.91% | -33.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.90% | 46.94% | -41.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.82% | 46.68% | -41.86% |
SIUSX vs. RMQHX - Expense Ratio Comparison
SIUSX has a 0.79% expense ratio, which is lower than RMQHX's 1.27% expense ratio.
Dividends
SIUSX vs. RMQHX - Dividend Comparison
SIUSX's dividend yield for the trailing twelve months is around 4.51%, less than RMQHX's 26.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RMQHX Rydex Monthly Rebalance NASDAQ-100 2x Strategy H | 26.56% | 34.77% | 25.22% | 3.66% | 0.00% | 2.13% | 5.17% | 0.10% | 0.00% | 0.00% | 0.00% | 0.00% |
SIUSX Guggenheim Core Bond Fund | 4.51% | 4.46% | 4.39% | 4.10% | 2.50% | 3.11% | 4.10% | 2.03% | 2.46% | 3.16% | 3.57% | 4.70% |
Frequently Asked Questions
SIUSX and RMQHX have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RMQHX has higher volatility (19.88%) compared to SIUSX (1.18%). In terms of maximum drawdown, SIUSX dropped -22.25% vs RMQHX's -63.21%.
RMQHX currently has the higher Sharpe Ratio (1.50 vs 1.13), 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.
Find the right allocation for SIUSX and RMQHX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer