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DXHYX vs. HCYAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DXHYX vs. HCYAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Monthly High Yield Bull 1.2X Fund (DXHYX) and Hilton Tactical Income Fund (HCYAX). The values are adjusted to include any dividend payments, if applicable.

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DXHYX vs. HCYAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DXHYX
Direxion Monthly High Yield Bull 1.2X Fund
-2.22%6.56%6.47%10.88%-13.99%3.00%2.26%12.61%-3.82%5.22%
HCYAX
Hilton Tactical Income Fund
-2.63%8.41%10.12%6.81%-10.88%15.51%-1.78%15.34%-2.96%8.20%

Returns By Period

In the year-to-date period, DXHYX achieves a -2.22% return, which is significantly higher than HCYAX's -2.63% return.


DXHYX

1D
0.17%
1M
-2.29%
YTD
-2.22%
6M
-1.22%
1Y
4.40%
3Y*
5.85%
5Y*
1.56%
10Y*

HCYAX

1D
0.06%
1M
-5.09%
YTD
-2.63%
6M
-0.90%
1Y
6.00%
3Y*
7.01%
5Y*
4.13%
10Y*
5.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DXHYX vs. HCYAX - Expense Ratio Comparison

DXHYX has a 1.35% expense ratio, which is higher than HCYAX's 1.12% expense ratio.


Return for Risk

DXHYX vs. HCYAX — Risk / Return Rank

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

DXHYX
DXHYX Risk / Return Rank: 3232
Overall Rank
DXHYX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
DXHYX Sortino Ratio Rank: 2828
Sortino Ratio Rank
DXHYX Omega Ratio Rank: 3232
Omega Ratio Rank
DXHYX Calmar Ratio Rank: 3131
Calmar Ratio Rank
DXHYX Martin Ratio Rank: 4242
Martin Ratio Rank

HCYAX
HCYAX Risk / Return Rank: 4343
Overall Rank
HCYAX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
HCYAX Sortino Ratio Rank: 4242
Sortino Ratio Rank
HCYAX Omega Ratio Rank: 4141
Omega Ratio Rank
HCYAX Calmar Ratio Rank: 4444
Calmar Ratio Rank
HCYAX Martin Ratio Rank: 4545
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.

DXHYX vs. HCYAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Monthly High Yield Bull 1.2X Fund (DXHYX) and Hilton Tactical Income Fund (HCYAX). 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.


DXHYXHCYAXDifference

Sharpe ratio

Return per unit of total volatility

0.69

0.93

-0.24

Sortino ratio

Return per unit of downside risk

1.04

1.32

-0.28

Omega ratio

Gain probability vs. loss probability

1.16

1.19

-0.03

Calmar ratio

Return relative to maximum drawdown

0.87

1.13

-0.26

Martin ratio

Return relative to average drawdown

4.33

4.62

-0.29

DXHYX vs. HCYAX - Sharpe Ratio Comparison

The current DXHYX Sharpe Ratio is 0.69, which is comparable to the HCYAX Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of DXHYX and HCYAX, 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


DXHYXHCYAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.69

0.93

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.64

-0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.61

-0.33

Correlation

The correlation between DXHYX and HCYAX is 0.71, 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

DXHYX vs. HCYAX - Dividend Comparison

DXHYX's dividend yield for the trailing twelve months is around 5.23%, less than HCYAX's 6.58% yield.


TTM20252024202320222021202020192018201720162015
DXHYX
Direxion Monthly High Yield Bull 1.2X Fund
5.23%4.32%4.75%6.08%12.11%2.06%6.32%9.95%4.99%3.57%0.00%0.00%
HCYAX
Hilton Tactical Income Fund
6.58%6.26%3.22%2.81%2.77%2.40%3.26%2.64%3.98%2.54%3.63%4.28%

Drawdowns

DXHYX vs. HCYAX - Drawdown Comparison

The maximum DXHYX drawdown since its inception was -26.40%, roughly equal to the maximum HCYAX drawdown of -25.70%. Use the drawdown chart below to compare losses from any high point for DXHYX and HCYAX.


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Drawdown Indicators


DXHYXHCYAXDifference

Max Drawdown

Largest peak-to-trough decline

-26.40%

-25.70%

-0.70%

Max Drawdown (1Y)

Largest decline over 1 year

-4.87%

-5.22%

+0.35%

Max Drawdown (5Y)

Largest decline over 5 years

-18.67%

-13.90%

-4.77%

Max Drawdown (10Y)

Largest decline over 10 years

-25.70%

Current Drawdown

Current decline from peak

-2.86%

-5.09%

+2.23%

Average Drawdown

Average peak-to-trough decline

-3.76%

-3.27%

-0.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.97%

1.27%

-0.30%

Volatility

DXHYX vs. HCYAX - Volatility Comparison

Direxion Monthly High Yield Bull 1.2X Fund (DXHYX) and Hilton Tactical Income Fund (HCYAX) have volatilities of 2.28% and 2.18%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DXHYXHCYAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.28%

2.18%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

3.18%

4.01%

-0.83%

Volatility (1Y)

Calculated over the trailing 1-year period

6.55%

6.86%

-0.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.43%

6.45%

+1.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.40%

8.07%

+1.33%