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DXQLX vs. RYEUX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DXQLX vs. RYEUX - 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 Europe 1.25x Strategy Fund (RYEUX). The values are adjusted to include any dividend payments, if applicable.

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DXQLX vs. RYEUX - 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%
RYEUX
Rydex Europe 1.25x Strategy Fund
-5.46%32.95%-2.61%19.53%-12.87%18.73%0.35%29.80%-18.72%28.14%

Returns By Period

In the year-to-date period, DXQLX achieves a -16.65% return, which is significantly lower than RYEUX's -5.46% return. Over the past 10 years, DXQLX has outperformed RYEUX with an annualized return of 28.82%, while RYEUX has yielded a comparatively lower 7.62% annualized return.


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%

RYEUX

1D
0.54%
1M
-14.25%
YTD
-5.46%
6M
0.04%
1Y
9.74%
3Y*
9.26%
5Y*
7.95%
10Y*
7.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DXQLX vs. RYEUX - Expense Ratio Comparison

DXQLX has a 1.39% expense ratio, which is lower than RYEUX's 1.69% expense ratio.


Return for Risk

DXQLX vs. RYEUX — 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

RYEUX
RYEUX Risk / Return Rank: 1616
Overall Rank
RYEUX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
RYEUX Sortino Ratio Rank: 1414
Sortino Ratio Rank
RYEUX Omega Ratio Rank: 1414
Omega Ratio Rank
RYEUX Calmar Ratio Rank: 1818
Calmar Ratio Rank
RYEUX Martin Ratio Rank: 1818
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. RYEUX - 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 Europe 1.25x Strategy Fund (RYEUX). 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.


DXQLXRYEUXDifference

Sharpe ratio

Return per unit of total volatility

0.70

0.41

+0.29

Sortino ratio

Return per unit of downside risk

1.31

0.69

+0.61

Omega ratio

Gain probability vs. loss probability

1.18

1.09

+0.09

Calmar ratio

Return relative to maximum drawdown

0.99

0.55

+0.45

Martin ratio

Return relative to average drawdown

3.53

1.94

+1.59

DXQLX vs. RYEUX - Sharpe Ratio Comparison

The current DXQLX Sharpe Ratio is 0.70, which is higher than the RYEUX Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of DXQLX and RYEUX, 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


DXQLXRYEUXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

0.41

+0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.39

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.09

0.34

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

0.03

-0.02

Correlation

The correlation between DXQLX and RYEUX is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

DXQLX vs. RYEUX - Dividend Comparison

DXQLX's dividend yield for the trailing twelve months is around 17.75%, more than RYEUX's 6.30% yield.


TTM20252024202320222021202020192018201720162015
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%0.00%0.00%
RYEUX
Rydex Europe 1.25x Strategy Fund
6.30%5.95%12.32%0.67%0.00%0.00%5.03%0.46%8.58%0.25%0.91%0.15%

Drawdowns

DXQLX vs. RYEUX - Drawdown Comparison

The maximum DXQLX drawdown since its inception was -97.24%, which is greater than RYEUX's maximum drawdown of -76.19%. Use the drawdown chart below to compare losses from any high point for DXQLX and RYEUX.


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Drawdown Indicators


DXQLXRYEUXDifference

Max Drawdown

Largest peak-to-trough decline

-97.24%

-76.19%

-21.05%

Max Drawdown (1Y)

Largest decline over 1 year

-22.05%

-15.24%

-6.81%

Max Drawdown (5Y)

Largest decline over 5 years

-60.79%

-33.39%

-27.40%

Max Drawdown (10Y)

Largest decline over 10 years

-87.23%

-42.08%

-45.15%

Current Drawdown

Current decline from peak

-21.88%

-14.57%

-7.31%

Average Drawdown

Average peak-to-trough decline

-66.36%

-37.55%

-28.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.20%

4.30%

+1.90%

Volatility

DXQLX vs. RYEUX - Volatility Comparison

Direxion Monthly NASDAQ-100 Bull 1.75X Fund (DXQLX) has a higher volatility of 9.63% compared to Rydex Europe 1.25x Strategy Fund (RYEUX) at 8.89%. This indicates that DXQLX's price experiences larger fluctuations and is considered to be riskier than RYEUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DXQLXRYEUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.63%

8.89%

+0.74%

Volatility (6M)

Calculated over the trailing 6-month period

21.96%

13.65%

+8.31%

Volatility (1Y)

Calculated over the trailing 1-year period

40.19%

21.55%

+18.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.24%

20.69%

+21.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

316.44%

22.46%

+293.98%