DXSLX vs. RYTNX

In the year-to-date period, DXSLX achieves a 25.47% return, which is significantly lower than RYTNX's 35.01% return. Over the past 10 years, DXSLX has underperformed RYTNX with an annualized return of 14.02%, while RYTNX has yielded a comparatively higher 16.54% annualized return.

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DXSLX has a 1.35% expense ratio, which is lower than RYTNX's 1.82% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Direxion Monthly S&P 500 Bull 1.75X Fund (DXSLX) and Rydex S&P 500 2x Strategy Fund (RYTNX). 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 DXSLX Sharpe Ratio is 1.12, which is comparable to the RYTNX Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of DXSLX and RYTNX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DXSLX's dividend yield for the trailing twelve months is around 0.52%, while RYTNX has not paid dividends to shareholders.

The maximum DXSLX drawdown since its inception was -89.55%, roughly equal to the maximum RYTNX drawdown of -89.80%. Use the drawdown chart below to compare losses from any high point for DXSLX and RYTNX. For additional features, visit the drawdowns tool.

Direxion Monthly S&P 500 Bull 1.75X Fund (DXSLX) has a higher volatility of 11.54% compared to Rydex S&P 500 2x Strategy Fund (RYTNX) at 9.50%. This indicates that DXSLX's price experiences larger fluctuations and is considered to be riskier than RYTNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.