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DXKLX vs. RMQAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DXKLX vs. RMQAX - 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 Rydex Monthly Rebalance NASDAQ-100 2x Strategy Fund (RMQAX). The values are adjusted to include any dividend payments, if applicable.

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DXKLX vs. RMQAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DXKLX
Direxion Monthly 7-10 Year Treasury Bull 1.75X Fund
-2.12%7.74%-7.56%-0.43%-29.87%-8.83%16.79%11.77%-1.10%2.73%
RMQAX
Rydex Monthly Rebalance NASDAQ-100 2x Strategy Fund
-19.02%33.92%44.76%115.91%-59.93%56.36%101.06%80.80%-7.28%69.80%

Returns By Period

In the year-to-date period, DXKLX achieves a -2.12% return, which is significantly higher than RMQAX's -19.02% return. Over the past 10 years, DXKLX has underperformed RMQAX with an annualized return of -2.88%, while RMQAX has yielded a comparatively higher 30.14% annualized return.


DXKLX

1D
1.26%
1M
-4.85%
YTD
-2.12%
6M
-1.99%
1Y
0.32%
3Y*
-2.66%
5Y*
-6.78%
10Y*
-2.88%

RMQAX

1D
-1.68%
1M
-16.37%
YTD
-19.02%
6M
-16.53%
1Y
31.63%
3Y*
33.85%
5Y*
15.55%
10Y*
30.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DXKLX vs. RMQAX - Expense Ratio Comparison

DXKLX has a 1.35% expense ratio, which is higher than RMQAX's 1.32% expense ratio.


Return for Risk

DXKLX vs. RMQAX — Risk / Return Rank

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

DXKLX
DXKLX Risk / Return Rank: 88
Overall Rank
DXKLX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
DXKLX Sortino Ratio Rank: 66
Sortino Ratio Rank
DXKLX Omega Ratio Rank: 66
Omega Ratio Rank
DXKLX Calmar Ratio Rank: 1313
Calmar Ratio Rank
DXKLX Martin Ratio Rank: 1111
Martin Ratio Rank

RMQAX
RMQAX Risk / Return Rank: 3636
Overall Rank
RMQAX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
RMQAX Sortino Ratio Rank: 4343
Sortino Ratio Rank
RMQAX Omega Ratio Rank: 4242
Omega Ratio Rank
RMQAX Calmar Ratio Rank: 3636
Calmar Ratio Rank
RMQAX Martin Ratio Rank: 3131
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. RMQAX - 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 Rydex Monthly Rebalance NASDAQ-100 2x Strategy Fund (RMQAX). 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.


DXKLXRMQAXDifference

Sharpe ratio

Return per unit of total volatility

0.09

0.67

-0.58

Sortino ratio

Return per unit of downside risk

0.19

1.28

-1.09

Omega ratio

Gain probability vs. loss probability

1.02

1.18

-0.16

Calmar ratio

Return relative to maximum drawdown

0.35

0.96

-0.61

Martin ratio

Return relative to average drawdown

0.80

3.36

-2.56

DXKLX vs. RMQAX - Sharpe Ratio Comparison

The current DXKLX Sharpe Ratio is 0.09, which is lower than the RMQAX Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of DXKLX and RMQAX, 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


DXKLXRMQAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.09

0.67

-0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.49

0.34

-0.82

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.23

0.65

-0.89

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.62

-0.45

Correlation

The correlation between DXKLX and RMQAX is -0.09. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

DXKLX vs. RMQAX - Dividend Comparison

DXKLX's dividend yield for the trailing twelve months is around 1.74%, less than RMQAX's 44.79% yield.


TTM2025202420232022202120202019
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%
RMQAX
Rydex Monthly Rebalance NASDAQ-100 2x Strategy Fund
44.79%36.27%26.02%3.76%0.00%2.18%5.30%0.10%

Drawdowns

DXKLX vs. RMQAX - Drawdown Comparison

The maximum DXKLX drawdown since its inception was -47.64%, smaller than the maximum RMQAX drawdown of -63.18%. Use the drawdown chart below to compare losses from any high point for DXKLX and RMQAX.


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Drawdown Indicators


DXKLXRMQAXDifference

Max Drawdown

Largest peak-to-trough decline

-47.64%

-63.18%

+15.54%

Max Drawdown (1Y)

Largest decline over 1 year

-6.32%

-25.11%

+18.79%

Max Drawdown (5Y)

Largest decline over 5 years

-42.57%

-63.18%

+20.61%

Max Drawdown (10Y)

Largest decline over 10 years

-47.64%

-63.18%

+15.54%

Current Drawdown

Current decline from peak

-41.28%

-24.96%

-16.32%

Average Drawdown

Average peak-to-trough decline

-14.79%

-13.05%

-1.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.80%

7.20%

-4.40%

Volatility

DXKLX vs. RMQAX - Volatility Comparison

The current volatility for Direxion Monthly 7-10 Year Treasury Bull 1.75X Fund (DXKLX) is 3.44%, while Rydex Monthly Rebalance NASDAQ-100 2x Strategy Fund (RMQAX) has a volatility of 11.12%. This indicates that DXKLX experiences smaller price fluctuations and is considered to be less risky than RMQAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DXKLXRMQAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.44%

11.12%

-7.68%

Volatility (6M)

Calculated over the trailing 6-month period

5.63%

25.22%

-19.59%

Volatility (1Y)

Calculated over the trailing 1-year period

9.38%

47.33%

-37.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.02%

46.16%

-32.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.47%

46.29%

-33.82%