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DXQLX vs. RMQAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DXQLX vs. RMQAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Monthly NASDAQ-100 Bull 1.75X Fund (DXQLX) 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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DXQLX vs. RMQAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DXQLX
Direxion Monthly NASDAQ-100 Bull 1.75X Fund
-16.65%29.99%39.26%97.59%-57.72%55.98%100.94%79.36%-81.54%743.06%
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, DXQLX achieves a -16.65% return, which is significantly higher than RMQAX's -19.02% return. Both investments have delivered pretty close results over the past 10 years, with DXQLX having a 28.82% annualized return and RMQAX not far ahead at 30.14%.


DXQLX

1D
-1.45%
1M
-14.31%
YTD
-16.65%
6M
-14.21%
1Y
28.10%
3Y*
30.01%
5Y*
13.83%
10Y*
28.82%

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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DXQLX vs. RMQAX - Expense Ratio Comparison

DXQLX has a 1.39% expense ratio, which is higher than RMQAX's 1.32% expense ratio.


Return for Risk

DXQLX vs. RMQAX — Risk / Return Rank

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

DXQLX
DXQLX Risk / Return Rank: 3838
Overall Rank
DXQLX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
DXQLX Sortino Ratio Rank: 4545
Sortino Ratio Rank
DXQLX Omega Ratio Rank: 4141
Omega Ratio Rank
DXQLX Calmar Ratio Rank: 3838
Calmar Ratio Rank
DXQLX Martin Ratio Rank: 3333
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.

DXQLX vs. RMQAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Monthly NASDAQ-100 Bull 1.75X Fund (DXQLX) 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.


DXQLXRMQAXDifference

Sharpe ratio

Return per unit of total volatility

0.70

0.67

+0.03

Sortino ratio

Return per unit of downside risk

1.31

1.28

+0.02

Omega ratio

Gain probability vs. loss probability

1.18

1.18

0.00

Calmar ratio

Return relative to maximum drawdown

0.99

0.96

+0.03

Martin ratio

Return relative to average drawdown

3.53

3.36

+0.17

DXQLX vs. RMQAX - Sharpe Ratio Comparison

The current DXQLX Sharpe Ratio is 0.70, which is comparable to the RMQAX Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of DXQLX 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


DXQLXRMQAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

0.67

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.34

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.09

0.65

-0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

0.62

-0.61

Correlation

The correlation between DXQLX and RMQAX is 0.99, 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

DXQLX vs. RMQAX - Dividend Comparison

DXQLX's dividend yield for the trailing twelve months is around 17.75%, less than RMQAX's 44.79% yield.


TTM202520242023202220212020201920182017
DXQLX
Direxion Monthly NASDAQ-100 Bull 1.75X Fund
17.75%14.50%0.33%0.00%0.00%11.75%10.90%3.37%7.37%5.72%
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%0.00%0.00%

Drawdowns

DXQLX vs. RMQAX - Drawdown Comparison

The maximum DXQLX drawdown since its inception was -97.24%, which is greater than RMQAX's maximum drawdown of -63.18%. Use the drawdown chart below to compare losses from any high point for DXQLX and RMQAX.


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Drawdown Indicators


DXQLXRMQAXDifference

Max Drawdown

Largest peak-to-trough decline

-97.24%

-63.18%

-34.06%

Max Drawdown (1Y)

Largest decline over 1 year

-22.05%

-25.11%

+3.06%

Max Drawdown (5Y)

Largest decline over 5 years

-60.79%

-63.18%

+2.39%

Max Drawdown (10Y)

Largest decline over 10 years

-87.23%

-63.18%

-24.05%

Current Drawdown

Current decline from peak

-21.88%

-24.96%

+3.08%

Average Drawdown

Average peak-to-trough decline

-66.36%

-13.05%

-53.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.20%

7.20%

-1.00%

Volatility

DXQLX vs. RMQAX - Volatility Comparison

The current volatility for Direxion Monthly NASDAQ-100 Bull 1.75X Fund (DXQLX) is 9.63%, while Rydex Monthly Rebalance NASDAQ-100 2x Strategy Fund (RMQAX) has a volatility of 11.12%. This indicates that DXQLX 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


DXQLXRMQAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.63%

11.12%

-1.49%

Volatility (6M)

Calculated over the trailing 6-month period

21.96%

25.22%

-3.26%

Volatility (1Y)

Calculated over the trailing 1-year period

40.19%

47.33%

-7.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.24%

46.16%

-3.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

316.44%

46.29%

+270.15%