DXRLX vs. RMQHX
Compare and contrast key facts about Direxion Monthly Small Cap Bull 1.75X Fund (DXRLX) and Rydex Monthly Rebalance NASDAQ-100 2x Strategy H (RMQHX).
DXRLX is managed by Direxion. It was launched on Feb 22, 1999. RMQHX is a passively managed fund by Guggenheim that tracks the performance of the NASDAQ-100. It was launched on Nov 28, 2014.
Performance
DXRLX vs. RMQHX - Performance Comparison
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DXRLX vs. RMQHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DXRLX Direxion Monthly Small Cap Bull 1.75X Fund | -0.01% | 15.22% | 10.66% | 20.05% | -40.24% | 26.84% | 20.98% | 46.08% | -27.45% | 27.06% |
RMQHX Rydex Monthly Rebalance NASDAQ-100 2x Strategy H | -12.99% | 33.90% | 44.74% | 115.89% | -59.96% | 56.33% | 101.06% | 80.70% | -7.28% | 69.79% |
Returns By Period
In the year-to-date period, DXRLX achieves a -0.01% return, which is significantly higher than RMQHX's -12.99% return. Over the past 10 years, DXRLX has underperformed RMQHX with an annualized return of 10.67%, while RMQHX has yielded a comparatively higher 31.05% annualized return.
DXRLX
- 1D
- 6.49%
- 1M
- -10.55%
- YTD
- -0.01%
- 6M
- 2.01%
- 1Y
- 39.94%
- 3Y*
- 14.21%
- 5Y*
- -2.14%
- 10Y*
- 10.67%
RMQHX
- 1D
- 7.46%
- 1M
- -10.36%
- YTD
- -12.99%
- 6M
- -11.17%
- 1Y
- 39.17%
- 3Y*
- 37.08%
- 5Y*
- 16.36%
- 10Y*
- 31.05%
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DXRLX vs. RMQHX - Expense Ratio Comparison
DXRLX has a 1.35% expense ratio, which is higher than RMQHX's 1.27% expense ratio.
Return for Risk
DXRLX vs. RMQHX — Risk / Return Rank
DXRLX
RMQHX
DXRLX vs. RMQHX - 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 Rydex Monthly Rebalance NASDAQ-100 2x Strategy H (RMQHX). 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 | RMQHX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 0.87 | +0.10 |
Sortino ratioReturn per unit of downside risk | 1.56 | 1.54 | +0.02 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.22 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.61 | 1.64 | -0.04 |
Martin ratioReturn relative to average drawdown | 5.94 | 5.65 | +0.29 |
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 | RMQHX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 0.87 | +0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.05 | 0.36 | -0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.22 | 0.67 | -0.45 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.04 | 0.64 | -0.60 |
Correlation
The correlation between DXRLX and RMQHX is 0.70, 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. RMQHX - Dividend Comparison
DXRLX's dividend yield for the trailing twelve months is around 2.08%, less than RMQHX's 39.96% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DXRLX Direxion Monthly Small Cap Bull 1.75X Fund | 2.08% | 1.23% | 0.66% | 0.00% | 2.27% | 0.84% | 0.71% | 3.76% | 7.60% |
RMQHX Rydex Monthly Rebalance NASDAQ-100 2x Strategy H | 39.96% | 34.77% | 25.22% | 3.66% | 0.00% | 2.13% | 5.17% | 0.10% | 0.00% |
Drawdowns
DXRLX vs. RMQHX - Drawdown Comparison
The maximum DXRLX drawdown since its inception was -94.32%, which is greater than RMQHX's maximum drawdown of -63.21%. Use the drawdown chart below to compare losses from any high point for DXRLX and RMQHX.
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Drawdown Indicators
| DXRLX | RMQHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.32% | -63.21% | -31.11% |
Max Drawdown (1Y)Largest decline over 1 year | -24.04% | -25.11% | +1.07% |
Max Drawdown (5Y)Largest decline over 5 years | -57.64% | -63.21% | +5.57% |
Max Drawdown (10Y)Largest decline over 10 years | -77.63% | -63.21% | -14.42% |
Current DrawdownCurrent decline from peak | -22.61% | -19.37% | -3.24% |
Average DrawdownAverage peak-to-trough decline | -34.78% | -13.01% | -21.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.50% | 7.31% | -0.81% |
Volatility
DXRLX vs. RMQHX - Volatility Comparison
Direxion Monthly Small Cap Bull 1.75X Fund (DXRLX) and Rydex Monthly Rebalance NASDAQ-100 2x Strategy H (RMQHX) have volatilities of 13.70% and 13.71%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DXRLX | RMQHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.70% | 13.71% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 25.64% | 26.24% | -0.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 41.46% | 47.80% | -6.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 41.85% | 46.30% | -4.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.19% | 46.36% | +2.83% |