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HCYIX vs. DXNLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HCYIX vs. DXNLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hilton Tactical Income Fund Institutional Class (HCYIX) and Direxion Monthly NASDAQ-100 Bull 1.25X Fund (DXNLX). The values are adjusted to include any dividend payments, if applicable.

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HCYIX vs. DXNLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HCYIX
Hilton Tactical Income Fund Institutional Class
-2.52%8.62%10.38%7.07%-10.69%15.81%-1.63%15.59%-2.78%8.49%
DXNLX
Direxion Monthly NASDAQ-100 Bull 1.25X Fund
-11.90%22.13%28.56%66.63%-40.88%32.49%58.90%46.34%-3.37%37.37%

Returns By Period

In the year-to-date period, HCYIX achieves a -2.52% return, which is significantly higher than DXNLX's -11.90% return.


HCYIX

1D
0.06%
1M
-5.06%
YTD
-2.52%
6M
-0.77%
1Y
6.32%
3Y*
7.27%
5Y*
4.37%
10Y*
5.36%

DXNLX

1D
-0.99%
1M
-10.20%
YTD
-11.90%
6M
-9.94%
1Y
20.75%
3Y*
22.54%
5Y*
12.16%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HCYIX vs. DXNLX - Expense Ratio Comparison

HCYIX has a 0.87% expense ratio, which is lower than DXNLX's 1.19% expense ratio.


Return for Risk

HCYIX vs. DXNLX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HCYIX
HCYIX Risk / Return Rank: 4848
Overall Rank
HCYIX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
HCYIX Sortino Ratio Rank: 4747
Sortino Ratio Rank
HCYIX Omega Ratio Rank: 4646
Omega Ratio Rank
HCYIX Calmar Ratio Rank: 4747
Calmar Ratio Rank
HCYIX Martin Ratio Rank: 4848
Martin Ratio Rank

DXNLX
DXNLX Risk / Return Rank: 3838
Overall Rank
DXNLX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
DXNLX Sortino Ratio Rank: 4343
Sortino Ratio Rank
DXNLX Omega Ratio Rank: 3939
Omega Ratio Rank
DXNLX Calmar Ratio Rank: 4141
Calmar Ratio Rank
DXNLX Martin Ratio Rank: 3535
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

HCYIX vs. DXNLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hilton Tactical Income Fund Institutional Class (HCYIX) and Direxion Monthly NASDAQ-100 Bull 1.25X Fund (DXNLX). 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.


HCYIXDXNLXDifference

Sharpe ratio

Return per unit of total volatility

0.97

0.75

+0.22

Sortino ratio

Return per unit of downside risk

1.37

1.29

+0.09

Omega ratio

Gain probability vs. loss probability

1.20

1.18

+0.02

Calmar ratio

Return relative to maximum drawdown

1.18

1.05

+0.13

Martin ratio

Return relative to average drawdown

4.83

3.72

+1.11

HCYIX vs. DXNLX - Sharpe Ratio Comparison

The current HCYIX Sharpe Ratio is 0.97, which is higher than the DXNLX Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of HCYIX and DXNLX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HCYIXDXNLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

0.75

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.43

+0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.71

-0.07

Correlation

The correlation between HCYIX and DXNLX is 0.72, 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

HCYIX vs. DXNLX - Dividend Comparison

HCYIX's dividend yield for the trailing twelve months is around 6.83%, more than DXNLX's 1.13% yield.


TTM20252024202320222021202020192018201720162015
HCYIX
Hilton Tactical Income Fund Institutional Class
6.83%6.51%3.46%3.05%3.01%2.61%3.36%2.87%4.22%2.75%3.87%4.54%
DXNLX
Direxion Monthly NASDAQ-100 Bull 1.25X Fund
1.13%2.31%0.17%0.00%0.00%7.43%12.20%0.00%8.79%7.52%0.00%0.00%

Drawdowns

HCYIX vs. DXNLX - Drawdown Comparison

The maximum HCYIX drawdown since its inception was -25.70%, smaller than the maximum DXNLX drawdown of -43.77%. Use the drawdown chart below to compare losses from any high point for HCYIX and DXNLX.


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Drawdown Indicators


HCYIXDXNLXDifference

Max Drawdown

Largest peak-to-trough decline

-25.70%

-43.77%

+18.07%

Max Drawdown (1Y)

Largest decline over 1 year

-5.21%

-15.93%

+10.72%

Max Drawdown (5Y)

Largest decline over 5 years

-13.75%

-43.77%

+30.02%

Max Drawdown (10Y)

Largest decline over 10 years

-25.70%

Current Drawdown

Current decline from peak

-5.06%

-15.91%

+10.85%

Average Drawdown

Average peak-to-trough decline

-3.18%

-8.83%

+5.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.27%

4.49%

-3.22%

Volatility

HCYIX vs. DXNLX - Volatility Comparison

The current volatility for Hilton Tactical Income Fund Institutional Class (HCYIX) is 2.19%, while Direxion Monthly NASDAQ-100 Bull 1.25X Fund (DXNLX) has a volatility of 6.78%. This indicates that HCYIX experiences smaller price fluctuations and is considered to be less risky than DXNLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HCYIXDXNLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.19%

6.78%

-4.59%

Volatility (6M)

Calculated over the trailing 6-month period

4.02%

15.55%

-11.53%

Volatility (1Y)

Calculated over the trailing 1-year period

6.86%

27.97%

-21.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.46%

28.22%

-21.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.07%

28.94%

-20.87%