RMQAX vs. DXQLX

In the year-to-date period, RMQAX achieves a -11.46% return, which is significantly lower than DXQLX's -9.88% return. Over the past 10 years, RMQAX has outperformed DXQLX with an annualized return of 23.85%, while DXQLX has yielded a comparatively lower 21.69% annualized return.

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RMQAX has a 1.32% expense ratio, which is lower than DXQLX's 1.39% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Rydex Monthly Rebalance NASDAQ-100 2x Strategy Fund (RMQAX) and Direxion Monthly NASDAQ-100 Bull 1.75X Fund (DXQLX). 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 RMQAX Sharpe Ratio is -0.15, which is lower than the DXQLX Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of RMQAX and DXQLX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

RMQAX's dividend yield for the trailing twelve months is around 0.35%, less than DXQLX's 1.06% yield.

The maximum RMQAX drawdown since its inception was -63.96%, smaller than the maximum DXQLX drawdown of -95.28%. Use the drawdown chart below to compare losses from any high point for RMQAX and DXQLX. For additional features, visit the drawdowns tool.

Rydex Monthly Rebalance NASDAQ-100 2x Strategy Fund (RMQAX) has a higher volatility of 17.06% compared to Direxion Monthly NASDAQ-100 Bull 1.75X Fund (DXQLX) at 14.82%. This indicates that RMQAX's price experiences larger fluctuations and is considered to be riskier than DXQLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.