RYCYX vs. DXSLX
Compare and contrast key facts about Rydex Dow 2x Strategy Fund (RYCYX) and Direxion Monthly S&P 500 Bull 1.75X Fund (DXSLX).
RYCYX is managed by Rydex Funds. It was launched on Feb 19, 2004. 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.
Performance
RYCYX vs. DXSLX - Performance Comparison
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RYCYX vs. DXSLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYCYX Rydex Dow 2x Strategy Fund | -12.73% | 18.63% | 19.61% | 22.59% | -20.44% | 39.43% | 1.17% | 46.39% | -14.47% | 56.42% |
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% |
Returns By Period
In the year-to-date period, RYCYX achieves a -12.73% return, which is significantly higher than DXSLX's -13.57% return. Over the past 10 years, RYCYX has underperformed DXSLX with an annualized return of 15.27%, while DXSLX has yielded a comparatively higher 23.88% annualized return.
RYCYX
- 1D
- 0.21%
- 1M
- -15.03%
- YTD
- -12.73%
- 6M
- -7.76%
- 1Y
- 7.95%
- 3Y*
- 15.16%
- 5Y*
- 7.78%
- 10Y*
- 15.27%
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%
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RYCYX vs. DXSLX - Expense Ratio Comparison
RYCYX has a 2.61% expense ratio, which is higher than DXSLX's 1.35% expense ratio.
Return for Risk
RYCYX vs. DXSLX — Risk / Return Rank
RYCYX
DXSLX
RYCYX vs. DXSLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex Dow 2x Strategy Fund (RYCYX) and Direxion Monthly S&P 500 Bull 1.75X Fund (DXSLX). 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.
| RYCYX | DXSLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.30 | 0.62 | -0.32 |
Sortino ratioReturn per unit of downside risk | 0.67 | 1.13 | -0.47 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.16 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.30 | 0.74 | -0.44 |
Martin ratioReturn relative to average drawdown | 1.04 | 3.51 | -2.47 |
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
| RYCYX | DXSLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.30 | 0.62 | -0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.42 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.62 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.44 | -0.16 |
Correlation
The correlation between RYCYX and DXSLX is 0.93, 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
RYCYX vs. DXSLX - Dividend Comparison
RYCYX's dividend yield for the trailing twelve months is around 2.06%, less than DXSLX's 8.82% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYCYX Rydex Dow 2x Strategy Fund | 2.06% | 1.80% | 4.14% | 0.48% | 2.55% | 4.76% | 0.00% | 3.81% | 0.00% | 5.81% | 0.65% | 7.34% |
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% |
Drawdowns
RYCYX vs. DXSLX - Drawdown Comparison
The maximum RYCYX drawdown since its inception was -82.36%, smaller than the maximum DXSLX drawdown of -91.80%. Use the drawdown chart below to compare losses from any high point for RYCYX and DXSLX.
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Drawdown Indicators
| RYCYX | DXSLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.36% | -91.80% | +9.44% |
Max Drawdown (1Y)Largest decline over 1 year | -21.04% | -21.12% | +0.08% |
Max Drawdown (5Y)Largest decline over 5 years | -40.72% | -44.67% | +3.95% |
Max Drawdown (10Y)Largest decline over 10 years | -63.19% | -61.09% | -2.10% |
Current DrawdownCurrent decline from peak | -19.32% | -16.30% | -3.02% |
Average DrawdownAverage peak-to-trough decline | -18.23% | -21.72% | +3.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.04% | 4.45% | +1.59% |
Volatility
RYCYX vs. DXSLX - Volatility Comparison
Rydex Dow 2x Strategy Fund (RYCYX) has a higher volatility of 8.17% compared to Direxion Monthly S&P 500 Bull 1.75X Fund (DXSLX) at 7.65%. This indicates that RYCYX's price experiences larger fluctuations and is considered to be riskier than DXSLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYCYX | DXSLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.17% | 7.65% | +0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 17.91% | 16.04% | +1.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.39% | 32.26% | +1.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.41% | 31.31% | -1.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.12% | 38.56% | -3.44% |