DXRLX vs. DXSLX
Compare and contrast key facts about Direxion Monthly Small Cap Bull 1.75X Fund (DXRLX) and Direxion Monthly S&P 500 Bull 1.75X Fund (DXSLX).
DXRLX is managed by Direxion. It was launched on Feb 22, 1999. DXSLX is a passively managed fund by Direxion that tracks the performance of the S&P 500 Index. It was launched on May 1, 2006.
Performance
DXRLX vs. DXSLX - Performance Comparison
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DXRLX vs. DXSLX - 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% |
DXSLX Direxion Monthly S&P 500 Bull 1.75X Fund | -13.57% | 25.05% | 37.66% | 39.91% | -37.35% | 59.07% | 27.52% | 61.52% | -14.82% | 98.50% |
Returns By Period
In the year-to-date period, DXRLX achieves a -6.10% return, which is significantly higher than DXSLX's -13.57% return. Over the past 10 years, DXRLX has underperformed DXSLX with an annualized return of 9.98%, while DXSLX has yielded a comparatively higher 23.88% 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%
DXSLX
- 1D
- -0.71%
- 1M
- -13.82%
- YTD
- -13.57%
- 6M
- -10.69%
- 1Y
- 18.71%
- 3Y*
- 23.11%
- 5Y*
- 13.19%
- 10Y*
- 23.88%
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DXRLX vs. DXSLX - Expense Ratio Comparison
Both DXRLX and DXSLX have an expense ratio of 1.35%.
Return for Risk
DXRLX vs. DXSLX — Risk / Return Rank
DXRLX
DXSLX
DXRLX vs. DXSLX - 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 S&P 500 Bull 1.75X Fund (DXSLX). 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 | DXSLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.74 | 0.62 | +0.12 |
Sortino ratioReturn per unit of downside risk | 1.28 | 1.13 | +0.15 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.16 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.05 | 0.74 | +0.31 |
Martin ratioReturn relative to average drawdown | 3.93 | 3.51 | +0.42 |
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 | DXSLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | 0.62 | +0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.07 | 0.42 | -0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.20 | 0.62 | -0.42 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.04 | 0.44 | -0.40 |
Correlation
The correlation between DXRLX and DXSLX is 0.85, 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. DXSLX - Dividend Comparison
DXRLX's dividend yield for the trailing twelve months is around 2.22%, less than DXSLX's 8.82% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
DXSLX Direxion Monthly S&P 500 Bull 1.75X Fund | 8.82% | 7.93% | 10.57% | 0.00% | 0.00% | 7.89% | 2.42% | 4.41% | 7.21% | 34.95% | 0.00% | 25.71% |
Drawdowns
DXRLX vs. DXSLX - Drawdown Comparison
The maximum DXRLX drawdown since its inception was -94.32%, roughly equal to the maximum DXSLX drawdown of -91.80%. Use the drawdown chart below to compare losses from any high point for DXRLX and DXSLX.
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Drawdown Indicators
| DXRLX | DXSLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.32% | -91.80% | -2.52% |
Max Drawdown (1Y)Largest decline over 1 year | -24.04% | -21.12% | -2.92% |
Max Drawdown (5Y)Largest decline over 5 years | -57.64% | -44.67% | -12.97% |
Max Drawdown (10Y)Largest decline over 10 years | -77.63% | -61.09% | -16.54% |
Current DrawdownCurrent decline from peak | -27.33% | -16.30% | -11.03% |
Average DrawdownAverage peak-to-trough decline | -34.78% | -21.72% | -13.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.44% | 4.45% | +1.99% |
Volatility
DXRLX vs. DXSLX - Volatility Comparison
Direxion Monthly Small Cap Bull 1.75X Fund (DXRLX) has a higher volatility of 11.94% compared to Direxion Monthly S&P 500 Bull 1.75X Fund (DXSLX) at 7.65%. This indicates that DXRLX's price experiences larger fluctuations and is considered to be riskier than DXSLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DXRLX | DXSLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.94% | 7.65% | +4.29% |
Volatility (6M)Calculated over the trailing 6-month period | 24.86% | 16.04% | +8.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 41.05% | 32.26% | +8.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 41.77% | 31.31% | +10.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.15% | 38.56% | +10.59% |