DXSLX vs. RYTNX
Compare and contrast key facts about Direxion Monthly S&P 500 Bull 1.75X Fund (DXSLX) and Rydex S&P 500 2x Strategy Fund (RYTNX).
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. RYTNX is managed by Rydex Funds. It was launched on May 18, 2000.
Performance
DXSLX vs. RYTNX - Performance Comparison
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DXSLX vs. RYTNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DXSLX Direxion Monthly S&P 500 Bull 1.75X Fund | -8.90% | 25.05% | 37.66% | 39.91% | -37.35% | 59.07% | 27.52% | 61.52% | -14.82% | 98.50% |
RYTNX Rydex S&P 500 2x Strategy Fund | -10.47% | 24.88% | 41.95% | 45.20% | -39.32% | 55.55% | 20.31% | 62.29% | -15.06% | 42.95% |
Returns By Period
In the year-to-date period, DXSLX achieves a -8.90% return, which is significantly higher than RYTNX's -10.47% return. Over the past 10 years, DXSLX has outperformed RYTNX with an annualized return of 24.53%, while RYTNX has yielded a comparatively lower 19.68% annualized return.
DXSLX
- 1D
- 5.41%
- 1M
- -9.20%
- YTD
- -8.90%
- 6M
- -6.42%
- 1Y
- 24.35%
- 3Y*
- 25.29%
- 5Y*
- 13.86%
- 10Y*
- 24.53%
RYTNX
- 1D
- 5.81%
- 1M
- -10.57%
- YTD
- -10.47%
- 6M
- -8.36%
- 1Y
- 24.05%
- 3Y*
- 26.91%
- 5Y*
- 13.80%
- 10Y*
- 19.68%
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DXSLX vs. RYTNX - Expense Ratio Comparison
DXSLX has a 1.35% expense ratio, which is lower than RYTNX's 1.82% expense ratio.
Return for Risk
DXSLX vs. RYTNX — Risk / Return Rank
DXSLX
RYTNX
DXSLX vs. RYTNX - 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 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.
| DXSLX | RYTNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.77 | 0.69 | +0.09 |
Sortino ratioReturn per unit of downside risk | 1.35 | 1.19 | +0.16 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.18 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.25 | 1.13 | +0.13 |
Martin ratioReturn relative to average drawdown | 5.87 | 4.84 | +1.03 |
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 | RYTNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 0.69 | +0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.41 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.55 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.22 | +0.22 |
Correlation
The correlation between DXSLX and RYTNX is 0.99, 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. RYTNX - Dividend Comparison
DXSLX's dividend yield for the trailing twelve months is around 8.37%, more than RYTNX's 5.35% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DXSLX Direxion Monthly S&P 500 Bull 1.75X Fund | 8.37% | 7.93% | 10.57% | 0.00% | 0.00% | 7.89% | 2.42% | 4.41% | 7.21% | 34.95% | 0.00% | 25.71% |
RYTNX Rydex S&P 500 2x Strategy Fund | 5.35% | 4.79% | 5.45% | 0.14% | 0.00% | 0.14% | 0.69% | 1.84% | 0.00% | 5.84% | 0.16% | 1.52% |
Drawdowns
DXSLX vs. RYTNX - Drawdown Comparison
The maximum DXSLX drawdown since its inception was -91.80%, which is greater than RYTNX's maximum drawdown of -86.64%. Use the drawdown chart below to compare losses from any high point for DXSLX and RYTNX.
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Drawdown Indicators
| DXSLX | RYTNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.80% | -86.64% | -5.16% |
Max Drawdown (1Y)Largest decline over 1 year | -21.12% | -23.40% | +2.28% |
Max Drawdown (5Y)Largest decline over 5 years | -44.67% | -47.01% | +2.34% |
Max Drawdown (10Y)Largest decline over 10 years | -61.09% | -59.23% | -1.86% |
Current DrawdownCurrent decline from peak | -11.78% | -13.68% | +1.90% |
Average DrawdownAverage peak-to-trough decline | -21.72% | -28.72% | +7.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.51% | 5.44% | -0.93% |
Volatility
DXSLX vs. RYTNX - Volatility Comparison
The current volatility for Direxion Monthly S&P 500 Bull 1.75X Fund (DXSLX) is 9.70%, while Rydex S&P 500 2x Strategy Fund (RYTNX) has a volatility of 10.67%. This indicates that DXSLX experiences smaller price fluctuations and is considered to be less risky than RYTNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DXSLX | RYTNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.70% | 10.67% | -0.97% |
Volatility (6M)Calculated over the trailing 6-month period | 16.90% | 19.04% | -2.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.63% | 36.61% | -3.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.40% | 33.77% | -2.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.60% | 36.13% | +2.47% |