DXQLX vs. RYTNX
Compare and contrast key facts about Direxion Monthly NASDAQ-100 Bull 1.75X Fund (DXQLX) and Rydex S&P 500 2x Strategy Fund (RYTNX).
DXQLX is a passively managed fund by Direxion that tracks the performance of the . It was launched on May 1, 2006. RYTNX is managed by Rydex Funds. It was launched on May 18, 2000.
Performance
DXQLX vs. RYTNX - Performance Comparison
Loading graphics...
DXQLX vs. RYTNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
RYTNX Rydex S&P 500 2x Strategy Fund | -15.39% | 24.88% | 41.95% | 45.20% | -39.32% | 55.55% | 20.31% | 62.29% | -15.06% | 42.95% |
Returns By Period
In the year-to-date period, DXQLX achieves a -16.65% return, which is significantly lower than RYTNX's -15.39% return. Over the past 10 years, DXQLX has outperformed RYTNX with an annualized return of 28.82%, while RYTNX has yielded a comparatively lower 19.00% 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%
RYTNX
- 1D
- -0.78%
- 1M
- -15.42%
- YTD
- -15.39%
- 6M
- -12.80%
- 1Y
- 18.10%
- 3Y*
- 24.54%
- 5Y*
- 13.04%
- 10Y*
- 19.00%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DXQLX vs. RYTNX - Expense Ratio Comparison
DXQLX has a 1.39% expense ratio, which is lower than RYTNX's 1.82% expense ratio.
Return for Risk
DXQLX vs. RYTNX — Risk / Return Rank
DXQLX
RYTNX
DXQLX vs. RYTNX - 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 S&P 500 2x Strategy Fund (RYTNX). 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.
| DXQLX | RYTNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.70 | 0.54 | +0.16 |
Sortino ratioReturn per unit of downside risk | 1.31 | 0.99 | +0.31 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.15 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.99 | 0.63 | +0.37 |
Martin ratioReturn relative to average drawdown | 3.53 | 2.73 | +0.80 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DXQLX | RYTNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.70 | 0.54 | +0.16 |
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 | 0.53 | -0.44 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.01 | 0.22 | -0.20 |
Correlation
The correlation between DXQLX and RYTNX is 0.87, 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. RYTNX - Dividend Comparison
DXQLX's dividend yield for the trailing twelve months is around 17.75%, more than RYTNX's 5.66% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
RYTNX Rydex S&P 500 2x Strategy Fund | 5.66% | 4.79% | 5.45% | 0.14% | 0.00% | 0.14% | 0.69% | 1.84% | 0.00% | 5.84% | 0.16% | 1.52% |
Drawdowns
DXQLX vs. RYTNX - Drawdown Comparison
The maximum DXQLX drawdown since its inception was -97.24%, which is greater than RYTNX's maximum drawdown of -86.64%. Use the drawdown chart below to compare losses from any high point for DXQLX and RYTNX.
Loading graphics...
Drawdown Indicators
| DXQLX | RYTNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.24% | -86.64% | -10.60% |
Max Drawdown (1Y)Largest decline over 1 year | -22.05% | -23.40% | +1.35% |
Max Drawdown (5Y)Largest decline over 5 years | -60.79% | -47.01% | -13.78% |
Max Drawdown (10Y)Largest decline over 10 years | -87.23% | -59.23% | -28.00% |
Current DrawdownCurrent decline from peak | -21.88% | -18.43% | -3.45% |
Average DrawdownAverage peak-to-trough decline | -66.36% | -28.72% | -37.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.20% | 5.37% | +0.83% |
Volatility
DXQLX vs. RYTNX - Volatility Comparison
Direxion Monthly NASDAQ-100 Bull 1.75X Fund (DXQLX) has a higher volatility of 9.63% compared to Rydex S&P 500 2x Strategy Fund (RYTNX) at 8.52%. This indicates that DXQLX's price experiences larger fluctuations and is considered to be riskier than RYTNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| DXQLX | RYTNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.63% | 8.52% | +1.11% |
Volatility (6M)Calculated over the trailing 6-month period | 21.96% | 18.16% | +3.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.19% | 36.23% | +3.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.24% | 33.67% | +8.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 316.44% | 36.08% | +280.36% |