DXSLX vs. DXRLX
Compare and contrast key facts about Direxion Monthly S&P 500 Bull 1.75X Fund (DXSLX) and Direxion Monthly Small Cap Bull 1.75X Fund (DXRLX).
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. DXRLX is managed by Direxion. It was launched on Feb 22, 1999.
Performance
DXSLX vs. DXRLX - Performance Comparison
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DXSLX vs. DXRLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
Returns By Period
In the year-to-date period, DXSLX achieves a -13.57% return, which is significantly lower than DXRLX's -6.10% return. Over the past 10 years, DXSLX has outperformed DXRLX with an annualized return of 23.88%, while DXRLX has yielded a comparatively lower 9.98% annualized return.
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%
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%
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DXSLX vs. DXRLX - Expense Ratio Comparison
Both DXSLX and DXRLX have an expense ratio of 1.35%.
Return for Risk
DXSLX vs. DXRLX — Risk / Return Rank
DXSLX
DXRLX
DXSLX vs. DXRLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Direxion Monthly S&P 500 Bull 1.75X Fund (DXSLX) and Direxion Monthly Small Cap Bull 1.75X Fund (DXRLX). 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.
| DXSLX | DXRLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.62 | 0.74 | -0.12 |
Sortino ratioReturn per unit of downside risk | 1.13 | 1.28 | -0.15 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.16 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 0.74 | 1.05 | -0.31 |
Martin ratioReturn relative to average drawdown | 3.51 | 3.93 | -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
| DXSLX | DXRLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 0.74 | -0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | -0.07 | +0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.20 | +0.42 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.04 | +0.40 |
Correlation
The correlation between DXSLX and DXRLX 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
DXSLX vs. DXRLX - Dividend Comparison
DXSLX's dividend yield for the trailing twelve months is around 8.82%, more than DXRLX's 2.22% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
Drawdowns
DXSLX vs. DXRLX - Drawdown Comparison
The maximum DXSLX drawdown since its inception was -91.80%, roughly equal to the maximum DXRLX drawdown of -94.32%. Use the drawdown chart below to compare losses from any high point for DXSLX and DXRLX.
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Drawdown Indicators
| DXSLX | DXRLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.80% | -94.32% | +2.52% |
Max Drawdown (1Y)Largest decline over 1 year | -21.12% | -24.04% | +2.92% |
Max Drawdown (5Y)Largest decline over 5 years | -44.67% | -57.64% | +12.97% |
Max Drawdown (10Y)Largest decline over 10 years | -61.09% | -77.63% | +16.54% |
Current DrawdownCurrent decline from peak | -16.30% | -27.33% | +11.03% |
Average DrawdownAverage peak-to-trough decline | -21.72% | -34.78% | +13.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.45% | 6.44% | -1.99% |
Volatility
DXSLX vs. DXRLX - Volatility Comparison
The current volatility for Direxion Monthly S&P 500 Bull 1.75X Fund (DXSLX) is 7.65%, while Direxion Monthly Small Cap Bull 1.75X Fund (DXRLX) has a volatility of 11.94%. This indicates that DXSLX experiences smaller price fluctuations and is considered to be less risky than DXRLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DXSLX | DXRLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.65% | 11.94% | -4.29% |
Volatility (6M)Calculated over the trailing 6-month period | 16.04% | 24.86% | -8.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.26% | 41.05% | -8.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.31% | 41.77% | -10.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.56% | 49.15% | -10.59% |