DXQLX vs. RYVYX

In the year-to-date period, DXQLX achieves a -9.96% return, which is significantly higher than RYVYX's -14.06% return. Over the past 10 years, DXQLX has outperformed RYVYX with an annualized return of 21.71%, while RYVYX has yielded a comparatively lower 20.00% annualized return.

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DXQLX has a 1.39% expense ratio, which is lower than RYVYX's 1.87% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Direxion Monthly NASDAQ-100 Bull 1.75X Fund (DXQLX) and Rydex NASDAQ-100 2x Strategy Fund (RYVYX). 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.

The current DXQLX Sharpe Ratio is 0.28, which is higher than the RYVYX Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of DXQLX and RYVYX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DXQLX's dividend yield for the trailing twelve months is around 1.06%, less than RYVYX's 6.70% yield.

The maximum DXQLX drawdown since its inception was -95.28%, roughly equal to the maximum RYVYX drawdown of -98.21%. Use the drawdown chart below to compare losses from any high point for DXQLX and RYVYX. For additional features, visit the drawdowns tool.