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DXKLX vs. DXHYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DXKLX vs. DXHYX - 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 Direxion Monthly High Yield Bull 1.2X Fund (DXHYX). The values are adjusted to include any dividend payments, if applicable.

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DXKLX vs. DXHYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DXKLX
Direxion Monthly 7-10 Year Treasury Bull 1.75X Fund
-1.84%7.74%-7.56%-0.43%-29.87%-8.83%16.79%11.77%-1.10%2.91%
DXHYX
Direxion Monthly High Yield Bull 1.2X Fund
-1.20%6.56%6.47%10.88%-13.99%3.00%2.26%12.61%-3.82%5.22%

Returns By Period

In the year-to-date period, DXKLX achieves a -1.84% return, which is significantly lower than DXHYX's -1.20% return.


DXKLX

1D
0.29%
1M
-3.62%
YTD
-1.84%
6M
-2.25%
1Y
0.04%
3Y*
-2.57%
5Y*
-6.89%
10Y*
-2.85%

DXHYX

1D
1.04%
1M
-1.22%
YTD
-1.20%
6M
-0.41%
1Y
5.19%
3Y*
6.21%
5Y*
1.72%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DXKLX vs. DXHYX - Expense Ratio Comparison

Both DXKLX and DXHYX have an expense ratio of 1.35%.


Return for Risk

DXKLX vs. DXHYX — Risk / Return Rank

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

DXKLX
DXKLX Risk / Return Rank: 66
Overall Rank
DXKLX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
DXKLX Sortino Ratio Rank: 44
Sortino Ratio Rank
DXKLX Omega Ratio Rank: 44
Omega Ratio Rank
DXKLX Calmar Ratio Rank: 77
Calmar Ratio Rank
DXKLX Martin Ratio Rank: 77
Martin Ratio Rank

DXHYX
DXHYX Risk / Return Rank: 4040
Overall Rank
DXHYX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
DXHYX Sortino Ratio Rank: 3434
Sortino Ratio Rank
DXHYX Omega Ratio Rank: 3838
Omega Ratio Rank
DXHYX Calmar Ratio Rank: 3838
Calmar Ratio Rank
DXHYX Martin Ratio Rank: 5454
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. DXHYX - 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 Direxion Monthly High Yield Bull 1.2X Fund (DXHYX). 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.


DXKLXDXHYXDifference

Sharpe ratio

Return per unit of total volatility

0.06

0.83

-0.77

Sortino ratio

Return per unit of downside risk

0.16

1.25

-1.09

Omega ratio

Gain probability vs. loss probability

1.02

1.19

-0.17

Calmar ratio

Return relative to maximum drawdown

0.18

1.15

-0.98

Martin ratio

Return relative to average drawdown

0.40

5.72

-5.32

DXKLX vs. DXHYX - Sharpe Ratio Comparison

The current DXKLX Sharpe Ratio is 0.06, which is lower than the DXHYX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of DXKLX and DXHYX, 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


DXKLXDXHYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.06

0.83

-0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.49

0.21

-0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.29

-0.12

Correlation

The correlation between DXKLX and DXHYX is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

DXKLX vs. DXHYX - Dividend Comparison

DXKLX's dividend yield for the trailing twelve months is around 1.74%, less than DXHYX's 5.17% yield.


TTM202520242023202220212020201920182017
DXKLX
Direxion Monthly 7-10 Year Treasury Bull 1.75X Fund
1.74%13.38%1.11%0.00%0.00%0.00%4.39%7.54%0.00%0.00%
DXHYX
Direxion Monthly High Yield Bull 1.2X Fund
5.17%4.32%4.75%6.08%12.11%2.06%6.32%9.95%4.99%3.57%

Drawdowns

DXKLX vs. DXHYX - Drawdown Comparison

The maximum DXKLX drawdown since its inception was -47.64%, which is greater than DXHYX's maximum drawdown of -26.40%. Use the drawdown chart below to compare losses from any high point for DXKLX and DXHYX.


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Drawdown Indicators


DXKLXDXHYXDifference

Max Drawdown

Largest peak-to-trough decline

-47.64%

-26.40%

-21.24%

Max Drawdown (1Y)

Largest decline over 1 year

-6.32%

-4.87%

-1.45%

Max Drawdown (5Y)

Largest decline over 5 years

-42.57%

-18.67%

-23.90%

Max Drawdown (10Y)

Largest decline over 10 years

-47.64%

Current Drawdown

Current decline from peak

-41.11%

-1.84%

-39.27%

Average Drawdown

Average peak-to-trough decline

-14.80%

-3.75%

-11.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.82%

0.98%

+1.84%

Volatility

DXKLX vs. DXHYX - Volatility Comparison

Direxion Monthly 7-10 Year Treasury Bull 1.75X Fund (DXKLX) has a higher volatility of 3.38% compared to Direxion Monthly High Yield Bull 1.2X Fund (DXHYX) at 2.55%. This indicates that DXKLX's price experiences larger fluctuations and is considered to be riskier than DXHYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DXKLXDXHYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.38%

2.55%

+0.83%

Volatility (6M)

Calculated over the trailing 6-month period

5.61%

3.34%

+2.27%

Volatility (1Y)

Calculated over the trailing 1-year period

9.36%

6.62%

+2.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.02%

8.44%

+5.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.47%

9.41%

+3.06%