DXRLX vs. DXQLX
Compare and contrast key facts about Direxion Monthly Small Cap Bull 1.75X Fund (DXRLX) and Direxion Monthly NASDAQ-100 Bull 1.75X Fund (DXQLX).
DXRLX is managed by Direxion. It was launched on Feb 22, 1999. DXQLX is a passively managed fund by Direxion that tracks the performance of the . It was launched on May 1, 2006.
Performance
DXRLX vs. DXQLX - Performance Comparison
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DXRLX vs. DXQLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DXRLX Direxion Monthly Small Cap Bull 1.75X Fund | -6.10% | 15.22% | 10.66% | 20.05% | -40.24% | 26.84% | 20.98% | 46.08% | -27.45% | 27.06% |
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% |
Returns By Period
In the year-to-date period, DXRLX achieves a -6.10% return, which is significantly higher than DXQLX's -16.65% return. Over the past 10 years, DXRLX has underperformed DXQLX with an annualized return of 9.98%, while DXQLX has yielded a comparatively higher 28.82% annualized return.
DXRLX
- 1D
- -2.69%
- 1M
- -14.68%
- YTD
- -6.10%
- 6M
- -3.82%
- 1Y
- 31.43%
- 3Y*
- 11.85%
- 5Y*
- -2.80%
- 10Y*
- 9.98%
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%
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DXRLX vs. DXQLX - Expense Ratio Comparison
DXRLX has a 1.35% expense ratio, which is lower than DXQLX's 1.39% expense ratio.
Return for Risk
DXRLX vs. DXQLX — Risk / Return Rank
DXRLX
DXQLX
DXRLX vs. DXQLX - Risk-Adjusted Trends Comparison
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.
| DXRLX | DXQLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.74 | 0.70 | +0.04 |
Sortino ratioReturn per unit of downside risk | 1.28 | 1.31 | -0.02 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.18 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.05 | 0.99 | +0.06 |
Martin ratioReturn relative to average drawdown | 3.93 | 3.53 | +0.40 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DXRLX | DXQLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | 0.70 | +0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.07 | 0.33 | -0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.20 | 0.09 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.04 | 0.01 | +0.03 |
Correlation
The correlation between DXRLX and DXQLX is 0.75, 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
DXRLX vs. DXQLX - Dividend Comparison
DXRLX's dividend yield for the trailing twelve months is around 2.22%, less than DXQLX's 17.75% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DXRLX Direxion Monthly Small Cap Bull 1.75X Fund | 2.22% | 1.23% | 0.66% | 0.00% | 2.27% | 0.84% | 0.71% | 3.76% | 7.60% | 0.00% |
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% |
Drawdowns
DXRLX vs. DXQLX - Drawdown Comparison
The maximum DXRLX drawdown since its inception was -94.32%, roughly equal to the maximum DXQLX drawdown of -97.24%. Use the drawdown chart below to compare losses from any high point for DXRLX and DXQLX.
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Drawdown Indicators
| DXRLX | DXQLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.32% | -97.24% | +2.92% |
Max Drawdown (1Y)Largest decline over 1 year | -24.04% | -22.05% | -1.99% |
Max Drawdown (5Y)Largest decline over 5 years | -57.64% | -60.79% | +3.15% |
Max Drawdown (10Y)Largest decline over 10 years | -77.63% | -87.23% | +9.60% |
Current DrawdownCurrent decline from peak | -27.33% | -21.88% | -5.45% |
Average DrawdownAverage peak-to-trough decline | -34.78% | -66.36% | +31.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.44% | 6.20% | +0.24% |
Volatility
DXRLX vs. DXQLX - Volatility Comparison
Direxion Monthly Small Cap Bull 1.75X Fund (DXRLX) has a higher volatility of 11.94% compared to Direxion Monthly NASDAQ-100 Bull 1.75X Fund (DXQLX) at 9.63%. 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.
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Volatility by Period
| DXRLX | DXQLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.94% | 9.63% | +2.31% |
Volatility (6M)Calculated over the trailing 6-month period | 24.86% | 21.96% | +2.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 41.05% | 40.19% | +0.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 41.77% | 42.24% | -0.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.15% | 316.44% | -267.29% |