DXRLX vs. DXQLX

In the year-to-date period, DXRLX achieves a -13.86% return, which is significantly lower than DXQLX's -0.06% return. Over the past 10 years, DXRLX has underperformed DXQLX with an annualized return of 4.94%, while DXQLX has yielded a comparatively higher 27.43% annualized return.

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DXRLX has a 1.35% expense ratio, which is lower than DXQLX's 1.39% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Direxion Monthly Small Cap Bull 1.75X Fund (DXRLX) and Direxion Monthly NASDAQ-100 Bull 1.75X Fund (DXQLX). 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 DXRLX Sharpe Ratio is -0.07, which is lower than the DXQLX Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of DXRLX and DXQLX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DXRLX's dividend yield for the trailing twelve months is around 1.65%, more than DXQLX's 0.96% yield.

The maximum DXRLX drawdown since its inception was -93.56%, roughly equal to the maximum DXQLX drawdown of -95.03%. Use the drawdown chart below to compare losses from any high point for DXRLX and DXQLX.

Direxion Monthly Small Cap Bull 1.75X Fund (DXRLX) has a higher volatility of 10.89% compared to Direxion Monthly NASDAQ-100 Bull 1.75X Fund (DXQLX) at 9.43%. This indicates that DXRLX's price experiences larger fluctuations and is considered to be riskier than DXQLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.