DXKLX vs. ^TYX

In the year-to-date period, DXKLX achieves a 3.68% return, which is significantly higher than ^TYX's 2.99% return. Over the past 10 years, DXKLX has underperformed ^TYX with an annualized return of -2.14%, while ^TYX has yielded a comparatively higher 5.02% annualized return.

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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.

The current DXKLX Sharpe Ratio is 0.36, which is higher than the ^TYX Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of DXKLX and ^TYX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum DXKLX drawdown since its inception was -47.65%, smaller than the maximum ^TYX drawdown of -88.52%. Use the drawdown chart below to compare losses from any high point for DXKLX and ^TYX.

The current volatility for Direxion Monthly 7-10 Year Treasury Bull 1.75X Fund (DXKLX) is 3.42%, while Treasury Yield 30 Years (^TYX) has a volatility of 4.62%. 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.