VTCAX vs. RYSIX
VTCAX (Vanguard Communication Services Index Fund Admiral Shares) and RYSIX (Rydex Electronics Fund) are both Technology Equities funds. Over the past 10 years, VTCAX returned 7.65%/yr vs 28.27%/yr for RYSIX. Their 0.62 correlation means they have sometimes moved together and sometimes differently. VTCAX charges 0.10%/yr vs 1.36%/yr for RYSIX.
Performance
VTCAX vs. RYSIX - Performance Comparison
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Returns By Period
In the year-to-date period, VTCAX achieves a -6.72% return, which is significantly lower than RYSIX's 54.19% return. Over the past 10 years, VTCAX has underperformed RYSIX with an annualized return of 7.65%, while RYSIX has yielded a comparatively higher 28.27% annualized return.
VTCAX
- 1D
- -2.70%
- 1M
- -4.25%
- 6M
- -9.43%
- YTD
- -6.72%
- 1Y
- 5.85%
- 3Y*
- 18.15%
- 5Y*
- 5.59%
- 10Y*
- 7.65%
- ALL TIME*
- 8.53%
RYSIX
- 1D
- 8.32%
- 1M
- -10.27%
- 6M
- 37.72%
- YTD
- 54.19%
- 1Y
- 96.37%
- 3Y*
- 38.97%
- 5Y*
- 26.02%
- 10Y*
- 28.27%
- ALL TIME*
- 10.79%
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 |
VTCAX vs. RYSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VTCAX Vanguard Communication Services Index Fund Admiral Shares | -6.72% | 26.28% | 33.10% | 44.73% | -38.78% | 14.09% | 28.95% | 28.03% | -16.51% | -5.57% |
RYSIX Rydex Electronics Fund | 54.19% | 42.02% | 16.66% | 55.69% | -32.46% | 38.65% | 56.73% | 59.80% | -12.42% | 31.62% |
Correlation
The correlation between VTCAX and RYSIX is 0.30, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.30 |
Correlation (3Y) Balances recent behavior with more history. | 0.50 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.62 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.60 |
Correlation (All Time) Calculated using the full available price history since Sep 29, 2004 | 0.62 |
Over the past year, the correlation between VTCAX and RYSIX has dropped to 0.30 - well below their long-term average of 0.62, suggesting their price drivers have been diverging.
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Return for Risk
VTCAX vs. RYSIX — Risk / Return Rank
VTCAX
RYSIX
VTCAX vs. RYSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Communication Services Index Fund Admiral Shares (VTCAX) and Rydex Electronics Fund (RYSIX). 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.
| VTCAX | RYSIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.76 | ||
| Sortino ratioReturn per unit of downside risk | -1.90 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.33 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 0.44 | 3.15 | -2.71 |
| Martin ratioReturn relative to average drawdown | 1.33 | 13.71 | -12.38 |
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Drawdowns
VTCAX vs. RYSIX - Drawdown Comparison
The maximum VTCAX drawdown since its inception was -57.11%, smaller than the maximum RYSIX drawdown of -88.66%. Use the drawdown chart below to compare losses from any high point for VTCAX and RYSIX.
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Drawdown Indicators
| VTCAX | RYSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.11% | -88.66% | +31.55% |
Max Drawdown (1Y)Largest decline over 1 year | -13.56% | -28.13% | +14.57% |
Max Drawdown (3Y)Largest decline over 3 years | -21.19% | -40.57% | +19.38% |
Max Drawdown (5Y)Largest decline over 5 years | -46.58% | -43.80% | -2.78% |
Max Drawdown (10Y)Largest decline over 10 years | -46.58% | -43.80% | -2.78% |
Current DrawdownCurrent decline from peak | -9.89% | -22.15% | +12.26% |
Average DrawdownAverage peak-to-trough decline | -11.85% | -49.48% | +37.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.44% | 6.47% | -2.03% |
Volatility
VTCAX vs. RYSIX - Volatility Comparison
The current volatility for Vanguard Communication Services Index Fund Admiral Shares (VTCAX) is 7.04%, while Rydex Electronics Fund (RYSIX) has a volatility of 18.18%. This indicates that VTCAX experiences smaller price fluctuations and is considered to be less risky than RYSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VTCAX | RYSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.04% | 18.18% | -11.14% |
Volatility (6M)Calculated over the trailing 6-month period | 13.58% | 36.30% | -22.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.02% | 42.07% | -25.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.48% | 37.94% | -16.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.11% | 34.53% | -13.42% |
VTCAX vs. RYSIX - Expense Ratio Comparison
VTCAX has a 0.10% expense ratio, which is lower than RYSIX's 1.36% expense ratio.
Dividends
VTCAX vs. RYSIX - Dividend Comparison
VTCAX's dividend yield for the trailing twelve months is around 1.09%, less than RYSIX's 2.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYSIX Rydex Electronics Fund | 2.10% | 3.24% | 1.73% | 0.00% | 0.00% | 3.34% | 2.04% | 0.01% | 10.18% | 0.05% | 0.00% | 0.16% |
VTCAX Vanguard Communication Services Index Fund Admiral Shares | 1.09% | 0.95% | 1.06% | 1.04% | 0.88% | 1.20% | 0.73% | 0.89% | 2.77% | 3.84% | 2.68% | 3.55% |
Frequently Asked Questions
VTCAX and RYSIX have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RYSIX has higher volatility (18.18%) compared to VTCAX (7.04%). In terms of maximum drawdown, VTCAX dropped -57.11% vs RYSIX's -88.66%.
RYSIX currently has the higher Sharpe Ratio (2.11 vs 0.35), 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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