PortfoliosLab logoPortfoliosLab logo
DXKSX vs. RYJUX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DXKSX vs. RYJUX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Monthly 7-10 Year Treasury Bear 1.75X Fund (DXKSX) and Rydex Inverse Government Long Bond Strategy Fund (RYJUX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

DXKSX vs. RYJUX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DXKSX
Direxion Monthly 7-10 Year Treasury Bear 1.75X Fund
2.46%-3.26%12.62%3.03%35.65%4.73%-13.02%-11.52%-0.00%-5.45%
RYJUX
Rydex Inverse Government Long Bond Strategy Fund
1.02%2.24%18.01%4.58%45.99%1.31%-21.12%-12.94%4.03%-8.97%

Returns By Period

In the year-to-date period, DXKSX achieves a 2.46% return, which is significantly higher than RYJUX's 1.02% return. Over the past 10 years, DXKSX has underperformed RYJUX with an annualized return of 2.26%, while RYJUX has yielded a comparatively higher 2.76% annualized return.


DXKSX

1D
-1.12%
1M
5.16%
YTD
2.46%
6M
3.34%
1Y
3.20%
3Y*
6.61%
5Y*
7.88%
10Y*
2.26%

RYJUX

1D
-1.20%
1M
4.13%
YTD
1.02%
6M
3.10%
1Y
6.20%
3Y*
10.19%
5Y*
9.85%
10Y*
2.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DXKSX vs. RYJUX - Expense Ratio Comparison

DXKSX has a 1.35% expense ratio, which is lower than RYJUX's 4.28% expense ratio.


Return for Risk

DXKSX vs. RYJUX — Risk / Return Rank

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

DXKSX
DXKSX Risk / Return Rank: 1010
Overall Rank
DXKSX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
DXKSX Sortino Ratio Rank: 1010
Sortino Ratio Rank
DXKSX Omega Ratio Rank: 99
Omega Ratio Rank
DXKSX Calmar Ratio Rank: 1010
Calmar Ratio Rank
DXKSX Martin Ratio Rank: 88
Martin Ratio Rank

RYJUX
RYJUX Risk / Return Rank: 1515
Overall Rank
RYJUX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
RYJUX Sortino Ratio Rank: 1717
Sortino Ratio Rank
RYJUX Omega Ratio Rank: 1313
Omega Ratio Rank
RYJUX Calmar Ratio Rank: 1717
Calmar Ratio Rank
RYJUX Martin Ratio Rank: 1212
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.

DXKSX vs. RYJUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Monthly 7-10 Year Treasury Bear 1.75X Fund (DXKSX) and Rydex Inverse Government Long Bond Strategy Fund (RYJUX). 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.


DXKSXRYJUXDifference

Sharpe ratio

Return per unit of total volatility

0.29

0.47

-0.19

Sortino ratio

Return per unit of downside risk

0.48

0.79

-0.31

Omega ratio

Gain probability vs. loss probability

1.05

1.09

-0.03

Calmar ratio

Return relative to maximum drawdown

0.21

0.51

-0.30

Martin ratio

Return relative to average drawdown

0.38

1.06

-0.68

DXKSX vs. RYJUX - Sharpe Ratio Comparison

The current DXKSX Sharpe Ratio is 0.29, which is lower than the RYJUX Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of DXKSX and RYJUX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


DXKSXRYJUXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.29

0.47

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.61

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.18

0.17

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.40

-0.23

-0.17

Correlation

The correlation between DXKSX and RYJUX is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

DXKSX vs. RYJUX - Dividend Comparison

DXKSX's dividend yield for the trailing twelve months is around 11.97%, more than RYJUX's 4.39% yield.


TTM2025202420232022202120202019
DXKSX
Direxion Monthly 7-10 Year Treasury Bear 1.75X Fund
11.97%0.00%9.44%8.98%0.00%0.00%6.10%1.26%
RYJUX
Rydex Inverse Government Long Bond Strategy Fund
4.39%4.44%7.75%1.26%0.00%0.00%0.37%0.00%

Drawdowns

DXKSX vs. RYJUX - Drawdown Comparison

The maximum DXKSX drawdown since its inception was -85.78%, roughly equal to the maximum RYJUX drawdown of -85.46%. Use the drawdown chart below to compare losses from any high point for DXKSX and RYJUX.


Loading graphics...

Drawdown Indicators


DXKSXRYJUXDifference

Max Drawdown

Largest peak-to-trough decline

-85.78%

-85.46%

-0.32%

Max Drawdown (1Y)

Largest decline over 1 year

-6.43%

-7.60%

+1.17%

Max Drawdown (5Y)

Largest decline over 5 years

-14.02%

-17.08%

+3.06%

Max Drawdown (10Y)

Largest decline over 10 years

-36.52%

-42.57%

+6.05%

Current Drawdown

Current decline from peak

-74.34%

-69.89%

-4.45%

Average Drawdown

Average peak-to-trough decline

-61.21%

-50.74%

-10.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.64%

3.68%

-0.04%

Volatility

DXKSX vs. RYJUX - Volatility Comparison

The current volatility for Direxion Monthly 7-10 Year Treasury Bear 1.75X Fund (DXKSX) is 3.24%, while Rydex Inverse Government Long Bond Strategy Fund (RYJUX) has a volatility of 3.59%. This indicates that DXKSX experiences smaller price fluctuations and is considered to be less risky than RYJUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


DXKSXRYJUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.24%

3.59%

-0.35%

Volatility (6M)

Calculated over the trailing 6-month period

5.60%

6.43%

-0.83%

Volatility (1Y)

Calculated over the trailing 1-year period

9.37%

11.17%

-1.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.86%

16.35%

-2.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.58%

16.02%

-3.44%