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DXQLX vs. RMQHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DXQLX vs. RMQHX - 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 H (RMQHX). The values are adjusted to include any dividend payments, if applicable.

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DXQLX vs. RMQHX - 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%
RMQHX
Rydex Monthly Rebalance NASDAQ-100 2x Strategy H
-19.03%33.90%44.74%115.89%-59.96%56.33%101.06%80.70%-7.28%69.79%

Returns By Period

In the year-to-date period, DXQLX achieves a -16.65% return, which is significantly higher than RMQHX's -19.03% return. Both investments have delivered pretty close results over the past 10 years, with DXQLX having a 28.82% annualized return and RMQHX not far ahead at 30.11%.


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%

RMQHX

1D
-1.68%
1M
-16.37%
YTD
-19.03%
6M
-16.54%
1Y
31.59%
3Y*
33.83%
5Y*
15.52%
10Y*
30.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DXQLX vs. RMQHX - Expense Ratio Comparison

DXQLX has a 1.39% expense ratio, which is higher than RMQHX's 1.27% expense ratio.


Return for Risk

DXQLX vs. RMQHX — 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

RMQHX
RMQHX Risk / Return Rank: 3434
Overall Rank
RMQHX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
RMQHX Sortino Ratio Rank: 4040
Sortino Ratio Rank
RMQHX Omega Ratio Rank: 3939
Omega Ratio Rank
RMQHX Calmar Ratio Rank: 3434
Calmar Ratio Rank
RMQHX Martin Ratio Rank: 3030
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. RMQHX - 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 H (RMQHX). 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.


DXQLXRMQHXDifference

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

+0.03

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

3.35

+0.18

DXQLX vs. RMQHX - Sharpe Ratio Comparison

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


DXQLXRMQHXDifference

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

0.63

-0.61

Correlation

The correlation between DXQLX and RMQHX 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. RMQHX - Dividend Comparison

DXQLX's dividend yield for the trailing twelve months is around 17.75%, less than RMQHX's 42.94% 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%
RMQHX
Rydex Monthly Rebalance NASDAQ-100 2x Strategy H
42.94%34.77%25.22%3.66%0.00%2.13%5.17%0.10%0.00%0.00%

Drawdowns

DXQLX vs. RMQHX - Drawdown Comparison

The maximum DXQLX drawdown since its inception was -97.24%, which is greater than RMQHX's maximum drawdown of -63.21%. Use the drawdown chart below to compare losses from any high point for DXQLX and RMQHX.


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Drawdown Indicators


DXQLXRMQHXDifference

Max Drawdown

Largest peak-to-trough decline

-97.24%

-63.21%

-34.03%

Max Drawdown (1Y)

Largest decline over 1 year

-22.05%

-25.11%

+3.06%

Max Drawdown (5Y)

Largest decline over 5 years

-60.79%

-63.21%

+2.42%

Max Drawdown (10Y)

Largest decline over 10 years

-87.23%

-63.21%

-24.02%

Current Drawdown

Current decline from peak

-21.88%

-24.97%

+3.09%

Average Drawdown

Average peak-to-trough decline

-66.36%

-13.01%

-53.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.20%

7.21%

-1.01%

Volatility

DXQLX vs. RMQHX - 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 H (RMQHX) has a volatility of 11.12%. This indicates that DXQLX experiences smaller price fluctuations and is considered to be less risky than RMQHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DXQLXRMQHXDifference

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%

46.20%

-3.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

316.44%

46.31%

+270.13%