RYILX vs. DXKLX
RYILX (Rydex Inverse High Yield Strategy Fund) and DXKLX (Direxion Monthly 7-10 Year Treasury Bull 1.75X Fund) are both mutual funds - RYILX is a Inverse Bonds fund managed by Rydex Funds, while DXKLX is a Leveraged Bonds fund managed by Direxion. Over the past 10 years, RYILX returned -2.64%/yr vs -3.69%/yr for DXKLX. Their -0.14 correlation means they have often moved in opposite directions in the past. RYILX charges 1.55%/yr vs 1.35%/yr for DXKLX.
Performance
RYILX vs. DXKLX - Performance Comparison
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Returns By Period
In the year-to-date period, RYILX achieves a 2.66% return, which is significantly higher than DXKLX's -5.90% return. Over the past 10 years, RYILX has outperformed DXKLX with an annualized return of -2.64%, while DXKLX has yielded a comparatively lower -3.69% annualized return.
RYILX
- 1D
- -0.31%
- 1M
- 1.08%
- 6M
- 2.40%
- YTD
- 2.66%
- 1Y
- 0.76%
- 3Y*
- -1.46%
- 5Y*
- 0.20%
- 10Y*
- -2.64%
- ALL TIME*
- -6.51%
DXKLX
- 1D
- 0.00%
- 1M
- -2.37%
- 6M
- -5.04%
- YTD
- -5.90%
- 1Y
- -4.77%
- 3Y*
- -1.82%
- 5Y*
- -8.97%
- 10Y*
- -3.69%
- ALL TIME*
- 2.23%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
RYILX vs. DXKLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYILX Rydex Inverse High Yield Strategy Fund | 2.66% | -4.36% | 0.83% | -5.00% | 8.71% | -3.58% | -5.89% | -11.11% | 1.00% | -5.87% |
DXKLX Direxion Monthly 7-10 Year Treasury Bull 1.75X Fund | -5.90% | 7.74% | -7.56% | -0.43% | -29.87% | -8.83% | 16.79% | 11.77% | -1.10% | 2.73% |
Correlation
The correlation between RYILX and DXKLX is -0.73, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.74 |
Correlation (3Y) Balances recent behavior with more history. | -0.69 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.59 |
Correlation (10Y) Provides a long-term view across more market conditions. | -0.40 |
Correlation (All Time) Calculated using the full available price history since Apr 16, 2007 | -0.14 |
Over the past year, the inverse relationship between RYILX and DXKLX has strengthened: their correlation has moved from -0.14 to -0.73, meaning they now move in opposite directions more often than their long-term average.
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Return for Risk
RYILX vs. DXKLX — Risk / Return Rank
RYILX
DXKLX
RYILX vs. DXKLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex Inverse High Yield Strategy Fund (RYILX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| RYILX | DXKLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.47 | ||
| Sortino ratioReturn per unit of downside risk | +0.64 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 0.95 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 0.15 | -0.32 | +0.47 |
| Martin ratioReturn relative to average drawdown | 0.31 | -0.70 | +1.02 |
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Drawdowns
RYILX vs. DXKLX - Drawdown Comparison
The maximum RYILX drawdown since its inception was -77.21%, which is greater than DXKLX's maximum drawdown of -47.64%. Use the drawdown chart below to compare losses from any high point for RYILX and DXKLX.
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Drawdown Indicators
| RYILX | DXKLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.21% | -47.64% | -29.57% |
Max Drawdown (1Y)Largest decline over 1 year | -4.01% | -8.80% | +4.79% |
Max Drawdown (3Y)Largest decline over 3 years | -12.72% | -13.62% | +0.90% |
Max Drawdown (5Y)Largest decline over 5 years | -15.44% | -42.54% | +27.10% |
Max Drawdown (10Y)Largest decline over 10 years | -26.23% | -47.64% | +21.41% |
Current DrawdownCurrent decline from peak | -76.53% | -43.55% | -32.98% |
Average DrawdownAverage peak-to-trough decline | -58.24% | -15.22% | -43.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.97% | 3.97% | -2.00% |
Volatility
RYILX vs. DXKLX - Volatility Comparison
The current volatility for Rydex Inverse High Yield Strategy Fund (RYILX) is 1.24%, while Direxion Monthly 7-10 Year Treasury Bull 1.75X Fund (DXKLX) has a volatility of 1.80%. This indicates that RYILX experiences smaller price fluctuations and is considered to be less risky 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
| RYILX | DXKLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.24% | 1.80% | -0.56% |
Volatility (6M)Calculated over the trailing 6-month period | 4.35% | 6.31% | -1.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.03% | 8.13% | -3.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.57% | 13.97% | -6.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.14% | 12.40% | -4.26% |
RYILX vs. DXKLX - Expense Ratio Comparison
RYILX has a 1.55% expense ratio, which is higher than DXKLX's 1.35% expense ratio.
Dividends
RYILX vs. DXKLX - Dividend Comparison
RYILX has not paid dividends to shareholders, while DXKLX's dividend yield for the trailing twelve months is around 1.81%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
DXKLX Direxion Monthly 7-10 Year Treasury Bull 1.75X Fund | 1.81% | 13.38% | 1.11% | 0.00% | 0.00% | 0.00% | 4.39% | 7.54% |
RYILX Rydex Inverse High Yield Strategy Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 2.45% | 7.79% | 0.00% |
Frequently Asked Questions
RYILX and DXKLX have a correlation of -0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DXKLX has higher volatility (1.80%) compared to RYILX (1.24%). In terms of maximum drawdown, RYILX dropped -77.21% vs DXKLX's -47.64%.
RYILX currently has the higher Sharpe Ratio (0.12 vs -0.34), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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