DXKLX vs. RYVNX
DXKLX (Direxion Monthly 7-10 Year Treasury Bull 1.75X Fund) and RYVNX (Rydex Inverse NASDAQ-100 2x Strategy Fund) are both mutual funds - DXKLX is a Leveraged Bonds fund managed by Direxion, while RYVNX is a Inverse Equities fund managed by Rydex Funds. Over the past 10 years, DXKLX returned -3.69%/yr vs -37.52%/yr for RYVNX. Their 0.21 correlation means their historical movements had little consistent relationship. DXKLX charges 1.35%/yr vs 2.49%/yr for RYVNX.
Performance
DXKLX vs. RYVNX - Performance Comparison
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Returns By Period
In the year-to-date period, DXKLX achieves a -5.90% return, which is significantly higher than RYVNX's -22.02% return. Over the past 10 years, DXKLX has outperformed RYVNX with an annualized return of -3.69%, while RYVNX has yielded a comparatively lower -37.52% 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%
RYVNX
- 1D
- -6.50%
- 1M
- 8.24%
- 6M
- -20.47%
- YTD
- -22.02%
- 1Y
- -36.09%
- 3Y*
- -33.31%
- 5Y*
- -28.38%
- 10Y*
- -37.52%
- ALL TIME*
- -31.17%
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. RYVNX - 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% |
RYVNX Rydex Inverse NASDAQ-100 2x Strategy Fund | -22.02% | -35.24% | -34.30% | -57.09% | 65.14% | -45.41% | -69.71% | -50.05% | -9.71% | -44.28% |
Correlation
The correlation between DXKLX and RYVNX is -0.18, 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. | -0.18 |
Correlation (3Y) Balances recent behavior with more history. | -0.11 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.08 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.03 |
Correlation (All Time) Calculated using the full available price history since Apr 12, 2005 | 0.21 |
The correlation between DXKLX and RYVNX shifts across timeframes, from -0.18 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DXKLX vs. RYVNX — Risk / Return Rank
DXKLX
RYVNX
DXKLX vs. RYVNX - 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 NASDAQ-100 2x Strategy Fund (RYVNX). 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 | RYVNX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.51 | ||
| Sortino ratioReturn per unit of downside risk | +0.73 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 0.87 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | -0.32 | -0.73 | +0.41 |
| Martin ratioReturn relative to average drawdown | -0.70 | -1.33 | +0.63 |
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Drawdowns
DXKLX vs. RYVNX - Drawdown Comparison
The maximum DXKLX drawdown since its inception was -47.64%, smaller than the maximum RYVNX drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for DXKLX and RYVNX.
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Drawdown Indicators
| DXKLX | RYVNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.64% | -100.00% | +52.36% |
Max Drawdown (1Y)Largest decline over 1 year | -8.80% | -45.22% | +36.42% |
Max Drawdown (3Y)Largest decline over 3 years | -13.62% | -79.81% | +66.19% |
Max Drawdown (5Y)Largest decline over 5 years | -42.54% | -88.89% | +46.35% |
Max Drawdown (10Y)Largest decline over 10 years | -47.64% | -99.24% | +51.60% |
Current DrawdownCurrent decline from peak | -43.55% | -100.00% | +56.45% |
Average DrawdownAverage peak-to-trough decline | -15.22% | -89.62% | +74.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.97% | 24.59% | -20.62% |
Volatility
DXKLX vs. RYVNX - Volatility Comparison
The current volatility for Direxion Monthly 7-10 Year Treasury Bull 1.75X Fund (DXKLX) is 1.80%, while Rydex Inverse NASDAQ-100 2x Strategy Fund (RYVNX) has a volatility of 13.77%. This indicates that DXKLX experiences smaller price fluctuations and is considered to be less risky than RYVNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DXKLX | RYVNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.80% | 13.77% | -11.97% |
Volatility (6M)Calculated over the trailing 6-month period | 6.31% | 32.02% | -25.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.13% | 38.72% | -30.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.97% | 46.13% | -32.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.40% | 45.47% | -33.07% |
DXKLX vs. RYVNX - Expense Ratio Comparison
DXKLX has a 1.35% expense ratio, which is lower than RYVNX's 2.49% expense ratio.
Dividends
DXKLX vs. RYVNX - Dividend Comparison
DXKLX's dividend yield for the trailing twelve months is around 1.81%, less than RYVNX's 13.62% yield.
| 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% |
RYVNX Rydex Inverse NASDAQ-100 2x Strategy Fund | 13.62% | 10.62% | 6.03% | 4.56% | 0.00% | 0.00% | 0.25% | 0.03% |
Frequently Asked Questions
DXKLX and RYVNX have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RYVNX has higher volatility (13.77%) compared to DXKLX (1.80%). In terms of maximum drawdown, DXKLX dropped -47.64% vs RYVNX's -100.00%.
DXKLX currently has the higher Sharpe Ratio (-0.34 vs -0.85), 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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