DXKLX vs. RYILX
DXKLX (Direxion Monthly 7-10 Year Treasury Bull 1.75X Fund) and RYILX (Rydex Inverse High Yield Strategy Fund) are both mutual funds - DXKLX is a Leveraged Bonds fund managed by Direxion, while RYILX is a Inverse Bonds fund managed by Rydex Funds. Over the past 10 years, DXKLX returned -3.69%/yr vs -2.64%/yr for RYILX. Their -0.14 correlation means they have often moved in opposite directions in the past. DXKLX charges 1.35%/yr vs 1.55%/yr for RYILX.
Performance
DXKLX vs. RYILX - Performance Comparison
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Returns By Period
In the year-to-date period, DXKLX achieves a -5.90% return, which is significantly lower than RYILX's 2.66% return. Over the past 10 years, DXKLX has underperformed RYILX with an annualized return of -3.69%, while RYILX has yielded a comparatively higher -2.64% annualized return.
DXKLX
- 1D
- 0.00%
- 1M
- -2.37%
- 6M
- -5.04%
- YTD
- -5.90%
- 1Y
- -4.77%
- 3Y*
- -1.82%
- 5Y*
- -8.97%
- 10Y*
- -3.69%
- ALL TIME*
- 2.23%
RYILX
- 1D
- -0.31%
- 1M
- 1.08%
- 6M
- 2.40%
- YTD
- 2.66%
- 1Y
- 0.76%
- 3Y*
- -1.46%
- 5Y*
- 0.20%
- 10Y*
- -2.64%
- ALL TIME*
- -6.51%
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 |
DXKLX vs. RYILX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DXKLX Direxion Monthly 7-10 Year Treasury Bull 1.75X Fund | -5.90% | 7.74% | -7.56% | -0.43% | -29.87% | -8.83% | 16.79% | 11.77% | -1.10% | 2.73% |
RYILX Rydex Inverse High Yield Strategy Fund | 2.66% | -4.36% | 0.83% | -5.00% | 8.71% | -3.58% | -5.89% | -11.11% | 1.00% | -5.87% |
Correlation
The correlation between DXKLX and RYILX is -0.73, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.74 |
Correlation (3Y) Balances recent behavior with more history. | -0.69 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.59 |
Correlation (10Y) Provides a long-term view across more market conditions. | -0.40 |
Correlation (All Time) Calculated using the full available price history since Apr 16, 2007 | -0.14 |
Over the past year, the inverse relationship between DXKLX and RYILX has strengthened: their correlation has moved from -0.14 to -0.73, meaning they now move in opposite directions more often than their long-term average.
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Return for Risk
DXKLX vs. RYILX — Risk / Return Rank
DXKLX
RYILX
DXKLX vs. RYILX - 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 Inverse High Yield Strategy Fund (RYILX). 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 | RYILX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.47 | ||
| Sortino ratioReturn per unit of downside risk | -0.64 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.03 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | -0.32 | 0.15 | -0.47 |
| Martin ratioReturn relative to average drawdown | -0.70 | 0.31 | -1.02 |
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Drawdowns
DXKLX vs. RYILX - Drawdown Comparison
The maximum DXKLX drawdown since its inception was -47.64%, smaller than the maximum RYILX drawdown of -77.21%. Use the drawdown chart below to compare losses from any high point for DXKLX and RYILX.
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Drawdown Indicators
| DXKLX | RYILX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.64% | -77.21% | +29.57% |
Max Drawdown (1Y)Largest decline over 1 year | -8.80% | -4.01% | -4.79% |
Max Drawdown (3Y)Largest decline over 3 years | -13.62% | -12.72% | -0.90% |
Max Drawdown (5Y)Largest decline over 5 years | -42.54% | -15.44% | -27.10% |
Max Drawdown (10Y)Largest decline over 10 years | -47.64% | -26.23% | -21.41% |
Current DrawdownCurrent decline from peak | -43.55% | -76.53% | +32.98% |
Average DrawdownAverage peak-to-trough decline | -15.22% | -58.24% | +43.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.97% | 1.97% | +2.00% |
Volatility
DXKLX vs. RYILX - Volatility Comparison
Direxion Monthly 7-10 Year Treasury Bull 1.75X Fund (DXKLX) has a higher volatility of 1.80% compared to Rydex Inverse High Yield Strategy Fund (RYILX) at 1.24%. This indicates that DXKLX's price experiences larger fluctuations and is considered to be riskier than RYILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DXKLX | RYILX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.80% | 1.24% | +0.56% |
Volatility (6M)Calculated over the trailing 6-month period | 6.31% | 4.35% | +1.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.13% | 5.03% | +3.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.97% | 7.57% | +6.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.40% | 8.14% | +4.26% |
DXKLX vs. RYILX - Expense Ratio Comparison
DXKLX has a 1.35% expense ratio, which is lower than RYILX's 1.55% expense ratio.
Dividends
DXKLX vs. RYILX - Dividend Comparison
DXKLX's dividend yield for the trailing twelve months is around 1.81%, while RYILX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
DXKLX Direxion Monthly 7-10 Year Treasury Bull 1.75X Fund | 1.81% | 13.38% | 1.11% | 0.00% | 0.00% | 0.00% | 4.39% | 7.54% |
RYILX Rydex Inverse High Yield Strategy Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 2.45% | 7.79% | 0.00% |
Frequently Asked Questions
DXKLX and RYILX have a correlation of -0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DXKLX has higher volatility (1.80%) compared to RYILX (1.24%). In terms of maximum drawdown, DXKLX dropped -47.64% vs RYILX's -77.21%.
RYILX currently has the higher Sharpe Ratio (0.12 vs -0.34), 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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