RYILX vs. DXQLX
RYILX (Rydex Inverse High Yield Strategy Fund) and DXQLX (Direxion Monthly NASDAQ-100 Bull 1.75X Fund) are both mutual funds - RYILX is a Inverse Bonds fund managed by Rydex Funds, while DXQLX is a Leveraged Equities fund managed by Direxion. Over the past 10 years, RYILX returned -2.64%/yr vs 34.30%/yr for DXQLX. At a correlation of -0.55, they often move in opposite directions. RYILX charges 1.55%/yr vs 1.39%/yr for DXQLX.
Performance
RYILX vs. DXQLX - Performance Comparison
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Returns By Period
In the year-to-date period, RYILX achieves a 2.02% return, which is significantly lower than DXQLX's 28.38% return. Over the past 10 years, RYILX has underperformed DXQLX with an annualized return of -2.64%, while DXQLX has yielded a comparatively higher 34.30% annualized return.
RYILX
- 1D
- 0.15%
- 1M
- 0.49%
- 6M
- 1.98%
- YTD
- 2.02%
- 1Y
- 0.15%
- 3Y*
- -2.02%
- 5Y*
- 0.07%
- 10Y*
- -2.64%
DXQLX
- 1D
- 0.53%
- 1M
- 0.80%
- 6M
- 23.99%
- YTD
- 28.38%
- 1Y
- 50.32%
- 3Y*
- 39.45%
- 5Y*
- 18.32%
- 10Y*
- 34.30%
RYILX vs. DXQLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYILX Rydex Inverse High Yield Strategy Fund | 2.02% | -4.36% | 0.83% | -5.00% | 8.71% | -3.58% | -5.89% | -11.11% | 1.00% | -5.87% |
DXQLX Direxion Monthly NASDAQ-100 Bull 1.75X Fund | 28.38% | 29.99% | 39.26% | 97.59% | -57.72% | 55.98% | 100.94% | 79.36% | -7.68% | 68.61% |
Correlation
The correlation between RYILX and DXQLX is -0.55, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.61 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.60 |
Correlation (All Time) Calculated using the full available price history since Apr 16, 2007 | -0.55 |
The correlation between RYILX and DXQLX has been stable across timeframes, ranging from -0.61 to -0.55 - a consistent structural relationship.
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Return for Risk
RYILX vs. DXQLX — Risk / Return Rank
RYILX
DXQLX
RYILX vs. DXQLX - 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 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.
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 | DXQLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.42 | ||
| Sortino ratioReturn per unit of downside risk | -1.84 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.27 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 0.14 | 2.28 | -2.14 |
| Martin ratioReturn relative to average drawdown | 0.28 | 7.87 | -7.59 |
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Drawdowns
RYILX vs. DXQLX - Drawdown Comparison
The maximum RYILX drawdown since its inception was -77.21%, smaller than the maximum DXQLX drawdown of -92.39%. Use the drawdown chart below to compare losses from any high point for RYILX and DXQLX.
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Drawdown Indicators
| RYILX | DXQLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.21% | -92.39% | +15.18% |
Max Drawdown (1Y)Largest decline over 1 year | -4.01% | -21.88% | +17.87% |
Max Drawdown (3Y)Largest decline over 3 years | -12.72% | -37.99% | +25.27% |
Max Drawdown (5Y)Largest decline over 5 years | -15.44% | -60.79% | +45.35% |
Max Drawdown (10Y)Largest decline over 10 years | -26.23% | -60.79% | +34.56% |
Current DrawdownCurrent decline from peak | -76.67% | -5.15% | -71.52% |
Average DrawdownAverage peak-to-trough decline | -58.19% | -25.99% | -32.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.06% | 6.33% | -4.27% |
Volatility
RYILX vs. DXQLX - Volatility Comparison
The current volatility for Rydex Inverse High Yield Strategy Fund (RYILX) is 1.70%, while Direxion Monthly NASDAQ-100 Bull 1.75X Fund (DXQLX) has a volatility of 15.21%. This indicates that RYILX experiences smaller price fluctuations and is considered to be less risky than DXQLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYILX | DXQLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.70% | 15.21% | -13.51% |
Volatility (6M)Calculated over the trailing 6-month period | 4.26% | 26.77% | -22.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.97% | 32.46% | -27.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.56% | 42.73% | -35.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.14% | 44.60% | -36.46% |
RYILX vs. DXQLX - Expense Ratio Comparison
RYILX has a 1.55% expense ratio, which is higher than DXQLX's 1.39% expense ratio.
Dividends
RYILX vs. DXQLX - Dividend Comparison
RYILX has not paid dividends to shareholders, while DXQLX's dividend yield for the trailing twelve months is around 11.52%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
DXQLX Direxion Monthly NASDAQ-100 Bull 1.75X Fund | 11.52% | 14.50% | 0.33% | 0.00% | 0.00% | 11.75% | 10.90% | 3.37% | 7.37% | 5.72% |
RYILX Rydex Inverse High Yield Strategy Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 2.45% | 7.79% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
RYILX and DXQLX have a correlation of -0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DXQLX has higher volatility (15.21%) compared to RYILX (1.70%). In terms of maximum drawdown, RYILX dropped -77.21% vs DXQLX's -92.39%.
DXQLX currently has the higher Sharpe Ratio (1.54 vs 0.12), 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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