SNIGX vs. RYOCX
SNIGX (SIT Large Cap Growth Fund) and RYOCX (Rydex NASDAQ-100 Fund Investor Class) are both Large Cap Growth Equities funds. Over the past 10 years, SNIGX returned 15.94%/yr vs 19.18%/yr for RYOCX. Their correlation of 0.91 means they have usually moved in the same direction. SNIGX charges 1.00%/yr vs 1.24%/yr for RYOCX.
Performance
SNIGX vs. RYOCX - Performance Comparison
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Returns By Period
In the year-to-date period, SNIGX achieves a 5.47% return, which is significantly lower than RYOCX's 10.92% return. Over the past 10 years, SNIGX has underperformed RYOCX with an annualized return of 15.94%, while RYOCX has yielded a comparatively higher 19.18% annualized return.
SNIGX
- 1D
- 1.86%
- 1M
- 0.83%
- 6M
- 6.09%
- YTD
- 5.47%
- 1Y
- 16.92%
- 3Y*
- 17.80%
- 5Y*
- 10.57%
- 10Y*
- 15.94%
- ALL TIME*
- 9.56%
RYOCX
- 1D
- 3.36%
- 1M
- -4.24%
- 6M
- 9.68%
- YTD
- 10.92%
- 1Y
- 22.78%
- 3Y*
- 20.69%
- 5Y*
- 12.87%
- 10Y*
- 19.18%
- ALL TIME*
- 14.66%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
SNIGX vs. RYOCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SNIGX SIT Large Cap Growth Fund | 5.47% | 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 | 10.92% | 19.51% | 24.34% | 53.31% | -33.34% | 25.85% | 46.80% | 40.33% | -1.36% | 31.20% |
Correlation
The correlation between SNIGX and RYOCX is 0.88, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.88 |
Correlation (3Y) Balances recent behavior with more history. | 0.94 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.95 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.95 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 1995 | 0.91 |
The correlation between SNIGX and RYOCX has been stable across timeframes, ranging from 0.88 to 0.95 - a consistent structural relationship.
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Return for Risk
SNIGX vs. RYOCX — Risk / Return Rank
SNIGX
RYOCX
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.
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.
| SNIGX | RYOCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.04 | ||
| Sortino ratioReturn per unit of downside risk | -0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.18 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.11 | 1.61 | -0.50 |
| Martin ratioReturn relative to average drawdown | 4.01 | 5.15 | -1.14 |
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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
| SNIGX | RYOCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.95% | -83.75% | +18.80% |
Max Drawdown (1Y)Largest decline over 1 year | -12.99% | -12.31% | -0.68% |
Max Drawdown (3Y)Largest decline over 3 years | -21.39% | -22.97% | +1.58% |
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 DrawdownCurrent decline from peak | -2.09% | -8.44% | +6.35% |
Average DrawdownAverage peak-to-trough decline | -15.70% | -31.74% | +16.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.57% | 3.84% | -0.27% |
Volatility
SNIGX vs. RYOCX - Volatility Comparison
The current volatility for SIT Large Cap Growth Fund (SNIGX) is 3.90%, while Rydex NASDAQ-100 Fund Investor Class (RYOCX) has a volatility of 6.87%. 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
| SNIGX | RYOCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.90% | 6.87% | -2.97% |
Volatility (6M)Calculated over the trailing 6-month period | 11.34% | 15.99% | -4.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.59% | 19.37% | -4.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.23% | 23.27% | -3.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.52% | 22.82% | -2.30% |
SNIGX vs. RYOCX - Expense Ratio Comparison
SNIGX has a 1.00% expense ratio, which is lower than RYOCX's 1.24% expense ratio.
Dividends
SNIGX vs. RYOCX - Dividend Comparison
SNIGX's dividend yield for the trailing twelve months is around 2.02%, less than RYOCX's 3.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYOCX Rydex NASDAQ-100 Fund Investor Class | 3.86% | 4.28% | 7.23% | 0.00% | 8.82% | 4.47% | 4.17% | 3.80% | 1.86% | 6.00% | 1.75% | 2.03% |
SNIGX SIT Large Cap Growth Fund | 2.02% | 2.13% | 4.01% | 1.84% | 3.87% | 5.89% | 5.33% | 9.56% | 10.20% | 11.95% | 7.73% | 29.92% |
Frequently Asked Questions
SNIGX and RYOCX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RYOCX has higher volatility (6.87%) compared to SNIGX (3.90%). In terms of maximum drawdown, SNIGX dropped -64.95% vs RYOCX's -83.75%.
RYOCX currently has the higher Sharpe Ratio (1.02 vs 0.98), 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.
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