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SNIGX vs. RYOCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SNIGX vs. RYOCX - Performance Comparison

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

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SNIGX vs. RYOCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SNIGX
SIT Large Cap Growth Fund
-8.44%15.24%26.21%39.68%-28.26%28.39%33.99%32.89%-3.28%27.78%
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, SNIGX achieves a -8.44% return, which is significantly lower than RYOCX's -6.11% return. Over the past 10 years, SNIGX has underperformed RYOCX with an annualized return of 14.59%, while RYOCX has yielded a comparatively higher 17.78% annualized return.


SNIGX

1D
3.42%
1M
-5.48%
YTD
-8.44%
6M
-6.00%
1Y
15.29%
3Y*
18.32%
5Y*
10.46%
10Y*
14.59%

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

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SNIGX vs. RYOCX - Expense Ratio Comparison

SNIGX has a 1.00% expense ratio, which is lower than RYOCX's 1.24% expense ratio.


Return for Risk

SNIGX vs. RYOCX — Risk / Return Rank

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

SNIGX
SNIGX Risk / Return Rank: 3535
Overall Rank
SNIGX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
SNIGX Sortino Ratio Rank: 3434
Sortino Ratio Rank
SNIGX Omega Ratio Rank: 3333
Omega Ratio Rank
SNIGX Calmar Ratio Rank: 3939
Calmar Ratio Rank
SNIGX Martin Ratio Rank: 3939
Martin Ratio Rank

RYOCX
RYOCX Risk / Return Rank: 5959
Overall Rank
RYOCX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
RYOCX Sortino Ratio Rank: 5656
Sortino Ratio Rank
RYOCX Omega Ratio Rank: 5252
Omega Ratio Rank
RYOCX Calmar Ratio Rank: 7272
Calmar Ratio Rank
RYOCX Martin Ratio Rank: 6565
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.

SNIGX vs. RYOCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SIT Large Cap Growth Fund (SNIGX) 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.


SNIGXRYOCXDifference

Sharpe ratio

Return per unit of total volatility

0.79

0.99

-0.20

Sortino ratio

Return per unit of downside risk

1.29

1.56

-0.27

Omega ratio

Gain probability vs. loss probability

1.18

1.22

-0.04

Calmar ratio

Return relative to maximum drawdown

1.26

1.76

-0.50

Martin ratio

Return relative to average drawdown

4.73

6.38

-1.65

SNIGX vs. RYOCX - Sharpe Ratio Comparison

The current SNIGX Sharpe Ratio is 0.79, which is comparable to the RYOCX Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of SNIGX 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


SNIGXRYOCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

0.99

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.52

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

0.79

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.51

-0.01

Correlation

The correlation between SNIGX and RYOCX is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SNIGX vs. RYOCX - Dividend Comparison

SNIGX's dividend yield for the trailing twelve months is around 2.33%, less than RYOCX's 4.56% yield.


TTM20252024202320222021202020192018201720162015
SNIGX
SIT Large Cap Growth Fund
2.33%2.13%4.01%1.84%3.87%5.89%5.33%9.56%10.20%11.95%7.73%29.92%
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

SNIGX vs. RYOCX - Drawdown Comparison

The maximum SNIGX drawdown since its inception was -64.95%, smaller than the maximum RYOCX drawdown of -83.75%. Use the drawdown chart below to compare losses from any high point for SNIGX and RYOCX.


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Drawdown Indicators


SNIGXRYOCXDifference

Max Drawdown

Largest peak-to-trough decline

-64.95%

-83.75%

+18.80%

Max Drawdown (1Y)

Largest decline over 1 year

-12.99%

-12.75%

-0.24%

Max Drawdown (5Y)

Largest decline over 5 years

-32.14%

-38.04%

+5.90%

Max Drawdown (10Y)

Largest decline over 10 years

-32.14%

-38.04%

+5.90%

Current Drawdown

Current decline from peak

-10.01%

-9.31%

-0.70%

Average Drawdown

Average peak-to-trough decline

-15.81%

-32.05%

+16.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.45%

3.52%

-0.07%

Volatility

SNIGX vs. RYOCX - Volatility Comparison

The current volatility for SIT Large Cap Growth Fund (SNIGX) is 5.98%, while Rydex NASDAQ-100 Fund Investor Class (RYOCX) has a volatility of 6.57%. This indicates that SNIGX 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


SNIGXRYOCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.98%

6.57%

-0.59%

Volatility (6M)

Calculated over the trailing 6-month period

10.92%

12.88%

-1.96%

Volatility (1Y)

Calculated over the trailing 1-year period

20.22%

22.75%

-2.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.17%

22.79%

-2.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.48%

22.58%

-2.10%