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DXKLX vs. ^TYX
Performance
Return for Risk
Drawdowns
Volatility

Performance

DXKLX vs. ^TYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Monthly 7-10 Year Treasury Bull 1.75X Fund (DXKLX) and Treasury Yield 30 Years (^TYX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DXKLX achieves a -4.60% return, which is significantly lower than ^TYX's 5.33% return. Over the past 10 years, DXKLX has underperformed ^TYX with an annualized return of -3.55%, while ^TYX has yielded a comparatively higher 8.28% annualized return.


DXKLX

1D
-0.20%
1M
-0.97%
6M
-4.49%
YTD
-4.60%
1Y
-0.82%
3Y*
-1.19%
5Y*
-8.35%
10Y*
-3.55%

^TYX

1D
0.53%
1M
2.47%
6M
5.33%
YTD
5.33%
1Y
2.84%
3Y*
9.13%
5Y*
20.71%
10Y*
8.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DXKLX vs. ^TYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DXKLX
Direxion Monthly 7-10 Year Treasury Bull 1.75X Fund
-4.60%7.74%-7.56%-0.43%-29.87%-8.83%16.79%11.77%-1.10%2.73%
^TYX
Treasury Yield 30 Years
5.33%1.13%19.08%1.11%108.66%15.74%-31.10%-20.89%10.26%-10.58%

Correlation

The correlation between DXKLX and ^TYX is -0.85, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.85

Correlation (3Y)
Calculated over the trailing 3-year period

-0.89

Correlation (5Y)
Calculated over the trailing 5-year period

-0.87

Correlation (10Y)
Calculated over the trailing 10-year period

-0.86

Correlation (All Time)
Calculated using the full available price history since Apr 12, 2005

-0.86

The correlation between DXKLX and ^TYX has been stable across timeframes, ranging from -0.89 to -0.85 - a consistent structural relationship.

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Return for Risk

DXKLX vs. ^TYX — Risk / Return Rank

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

DXKLX
DXKLX Risk / Return Rank: 22
Overall Rank
DXKLX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
DXKLX Sortino Ratio Rank: 22
Sortino Ratio Rank
DXKLX Omega Ratio Rank: 22
Omega Ratio Rank
DXKLX Calmar Ratio Rank: 22
Calmar Ratio Rank
DXKLX Martin Ratio Rank: 22
Martin Ratio Rank

^TYX
^TYX Risk / Return Rank: 1515
Overall Rank
^TYX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
^TYX Sortino Ratio Rank: 1313
Sortino Ratio Rank
^TYX Omega Ratio Rank: 1313
Omega Ratio Rank
^TYX Calmar Ratio Rank: 1616
Calmar Ratio Rank
^TYX Martin Ratio Rank: 1616
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.

DXKLX vs. ^TYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Monthly 7-10 Year Treasury Bull 1.75X Fund (DXKLX) and Treasury Yield 30 Years (^TYX). 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.


DXKLX^TYXDifference
Sharpe ratioReturn per unit of total volatility

-0.44

Sortino ratioReturn per unit of downside risk

-0.65

Omega ratioGain probability vs. loss probability

0.97

1.05

-0.07

Calmar ratioReturn relative to maximum drawdown

-0.20

0.30

-0.50

Martin ratioReturn relative to average drawdown

-0.48

0.62

-1.10

DXKLX vs. ^TYX - Sharpe Ratio Comparison

The current DXKLX Sharpe Ratio is -0.20, which is lower than the ^TYX Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of DXKLX and ^TYX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DXKLX vs. ^TYX - Drawdown Comparison

The maximum DXKLX drawdown since its inception was -47.64%, smaller than the maximum ^TYX drawdown of -93.84%. Use the drawdown chart below to compare losses from any high point for DXKLX and ^TYX.


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Drawdown Indicators


DXKLX^TYXDifference

Max Drawdown

Largest peak-to-trough decline

-47.64%

-93.84%

+46.20%

Max Drawdown (1Y)

Largest decline over 1 year

-8.26%

-9.55%

+1.29%

Max Drawdown (3Y)

Largest decline over 3 years

-14.57%

-22.85%

+8.28%

Max Drawdown (5Y)

Largest decline over 5 years

-42.57%

-22.85%

-19.72%

Max Drawdown (10Y)

Largest decline over 10 years

-47.64%

-72.86%

+25.22%

Current Drawdown

Current decline from peak

-42.76%

-66.48%

+23.72%

Average Drawdown

Average peak-to-trough decline

-15.15%

-56.72%

+41.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.50%

4.57%

-1.07%

Volatility

DXKLX vs. ^TYX - Volatility Comparison

The current volatility for Direxion Monthly 7-10 Year Treasury Bull 1.75X Fund (DXKLX) is 2.76%, while Treasury Yield 30 Years (^TYX) has a volatility of 3.47%. This indicates that DXKLX experiences smaller price fluctuations and is considered to be less risky than ^TYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DXKLX^TYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.76%

3.47%

-0.71%

Volatility (6M)

Calculated over the trailing 6-month period

6.31%

8.28%

-1.97%

Volatility (1Y)

Calculated over the trailing 1-year period

8.26%

11.81%

-3.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.00%

24.92%

-10.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.41%

33.37%

-20.96%

Frequently Asked Questions


DXKLX and ^TYX have a correlation of -0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

^TYX has higher volatility (3.47%) compared to DXKLX (2.76%). In terms of maximum drawdown, DXKLX dropped -47.64% vs ^TYX's -93.84%.

^TYX currently has the higher Sharpe Ratio (0.24 vs -0.20), 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.

Portfolio Optimizer

Find the right allocation for DXKLX and ^TYX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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