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RYGBX vs. DXKLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RYGBX vs. DXKLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rydex Government Long Bond 1.2x Strategy Fund (RYGBX) and Direxion Monthly 7-10 Year Treasury Bull 1.75X Fund (DXKLX). The values are adjusted to include any dividend payments, if applicable.

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RYGBX vs. DXKLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RYGBX
Rydex Government Long Bond 1.2x Strategy Fund
-1.11%2.19%-12.81%-1.05%-40.90%-7.28%21.93%17.50%-5.20%9.93%
DXKLX
Direxion Monthly 7-10 Year Treasury Bull 1.75X Fund
-1.84%7.74%-7.56%-0.43%-29.87%-8.83%16.79%11.77%-1.10%2.73%

Returns By Period

In the year-to-date period, RYGBX achieves a -1.11% return, which is significantly higher than DXKLX's -1.84% return. Over the past 10 years, RYGBX has underperformed DXKLX with an annualized return of -4.33%, while DXKLX has yielded a comparatively higher -2.85% annualized return.


RYGBX

1D
-0.17%
1M
-4.16%
YTD
-1.11%
6M
-2.44%
1Y
-4.34%
3Y*
-6.59%
5Y*
-10.30%
10Y*
-4.33%

DXKLX

1D
0.29%
1M
-3.62%
YTD
-1.84%
6M
-2.25%
1Y
0.04%
3Y*
-2.57%
5Y*
-6.89%
10Y*
-2.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RYGBX vs. DXKLX - Expense Ratio Comparison

RYGBX has a 0.99% expense ratio, which is lower than DXKLX's 1.35% expense ratio.


Return for Risk

RYGBX vs. DXKLX — Risk / Return Rank

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

RYGBX
RYGBX Risk / Return Rank: 33
Overall Rank
RYGBX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
RYGBX Sortino Ratio Rank: 22
Sortino Ratio Rank
RYGBX Omega Ratio Rank: 22
Omega Ratio Rank
RYGBX Calmar Ratio Rank: 33
Calmar Ratio Rank
RYGBX Martin Ratio Rank: 44
Martin Ratio Rank

DXKLX
DXKLX Risk / Return Rank: 66
Overall Rank
DXKLX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
DXKLX Sortino Ratio Rank: 44
Sortino Ratio Rank
DXKLX Omega Ratio Rank: 44
Omega Ratio Rank
DXKLX Calmar Ratio Rank: 77
Calmar Ratio Rank
DXKLX Martin Ratio Rank: 77
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.

RYGBX vs. DXKLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rydex Government Long Bond 1.2x Strategy Fund (RYGBX) and Direxion Monthly 7-10 Year Treasury Bull 1.75X Fund (DXKLX). 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.


RYGBXDXKLXDifference

Sharpe ratio

Return per unit of total volatility

-0.25

0.06

-0.31

Sortino ratio

Return per unit of downside risk

-0.25

0.16

-0.40

Omega ratio

Gain probability vs. loss probability

0.97

1.02

-0.05

Calmar ratio

Return relative to maximum drawdown

-0.17

0.18

-0.35

Martin ratio

Return relative to average drawdown

-0.32

0.40

-0.72

RYGBX vs. DXKLX - Sharpe Ratio Comparison

The current RYGBX Sharpe Ratio is -0.25, which is lower than the DXKLX Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of RYGBX and DXKLX, 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


RYGBXDXKLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.25

0.06

-0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.52

-0.49

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.22

-0.23

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.17

-0.09

Correlation

The correlation between RYGBX and DXKLX is 0.91, 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

RYGBX vs. DXKLX - Dividend Comparison

RYGBX's dividend yield for the trailing twelve months is around 3.51%, more than DXKLX's 1.74% yield.


TTM20252024202320222021202020192018201720162015
RYGBX
Rydex Government Long Bond 1.2x Strategy Fund
3.51%3.59%2.89%2.70%1.69%0.71%46.47%5.00%1.51%1.45%5.62%2.07%
DXKLX
Direxion Monthly 7-10 Year Treasury Bull 1.75X Fund
1.74%13.38%1.11%0.00%0.00%0.00%4.39%7.54%0.00%0.00%0.00%0.00%

Drawdowns

RYGBX vs. DXKLX - Drawdown Comparison

The maximum RYGBX drawdown since its inception was -62.42%, which is greater than DXKLX's maximum drawdown of -47.64%. Use the drawdown chart below to compare losses from any high point for RYGBX and DXKLX.


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Drawdown Indicators


RYGBXDXKLXDifference

Max Drawdown

Largest peak-to-trough decline

-62.42%

-47.64%

-14.78%

Max Drawdown (1Y)

Largest decline over 1 year

-11.73%

-6.32%

-5.41%

Max Drawdown (5Y)

Largest decline over 5 years

-55.36%

-42.57%

-12.79%

Max Drawdown (10Y)

Largest decline over 10 years

-62.42%

-47.64%

-14.78%

Current Drawdown

Current decline from peak

-58.85%

-41.11%

-17.74%

Average Drawdown

Average peak-to-trough decline

-19.31%

-14.80%

-4.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.15%

2.82%

+3.33%

Volatility

RYGBX vs. DXKLX - Volatility Comparison

Rydex Government Long Bond 1.2x Strategy Fund (RYGBX) has a higher volatility of 4.24% compared to Direxion Monthly 7-10 Year Treasury Bull 1.75X Fund (DXKLX) at 3.38%. This indicates that RYGBX's price experiences larger fluctuations and is considered to be riskier than DXKLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RYGBXDXKLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.24%

3.38%

+0.86%

Volatility (6M)

Calculated over the trailing 6-month period

7.69%

5.61%

+2.08%

Volatility (1Y)

Calculated over the trailing 1-year period

13.47%

9.36%

+4.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.83%

14.02%

+5.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.36%

12.47%

+6.89%