RYJSX vs. DXNLX
RYJSX (Rydex Japan 2x Strategy Fund) and DXNLX (Direxion Monthly NASDAQ-100 Bull 1.25X Fund) are both Leveraged Equities funds. Over the past 5 years, RYJSX returned 10.31%/yr vs 13.95%/yr for DXNLX. Their 0.66 correlation means they have sometimes moved together and sometimes differently. RYJSX charges 1.49%/yr vs 1.19%/yr for DXNLX.
Performance
RYJSX vs. DXNLX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, RYJSX achieves a 39.60% return, which is significantly higher than DXNLX's 12.06% return.
RYJSX
- 1D
- 12.98%
- 1M
- -12.22%
- 6M
- 22.28%
- YTD
- 39.60%
- 1Y
- 88.97%
- 3Y*
- 28.28%
- 5Y*
- 10.31%
- 10Y*
- 12.76%
- ALL TIME*
- 10.30%
DXNLX
- 1D
- 0.00%
- 1M
- -5.32%
- 6M
- 10.68%
- YTD
- 12.06%
- 1Y
- 26.25%
- 3Y*
- 23.67%
- 5Y*
- 13.95%
- 10Y*
- —
- ALL TIME*
- 22.71%
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 |
RYJSX vs. DXNLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYJSX Rydex Japan 2x Strategy Fund | 39.60% | 50.73% | 1.56% | 34.36% | -42.66% | -14.17% | 40.76% | 38.61% | -21.92% | 50.94% |
DXNLX Direxion Monthly NASDAQ-100 Bull 1.25X Fund | 12.06% | 22.13% | 28.56% | 66.63% | -40.88% | 32.49% | 58.90% | 46.34% | -3.37% | 37.37% |
Correlation
The correlation between RYJSX and DXNLX is 0.76, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.76 |
Correlation (3Y) Balances recent behavior with more history. | 0.68 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.68 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.66 |
The correlation between RYJSX and DXNLX has been stable across timeframes, ranging from 0.66 to 0.76 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
RYJSX vs. DXNLX — Risk / Return Rank
RYJSX
DXNLX
RYJSX vs. DXNLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex Japan 2x Strategy Fund (RYJSX) and Direxion Monthly NASDAQ-100 Bull 1.25X Fund (DXNLX). 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.
| RYJSX | DXNLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.60 | ||
| Sortino ratioReturn per unit of downside risk | +0.77 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.17 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.75 | 1.41 | +1.34 |
| Martin ratioReturn relative to average drawdown | 7.78 | 4.48 | +3.30 |
Loading charts...
Drawdowns
RYJSX vs. DXNLX - Drawdown Comparison
The maximum RYJSX drawdown since its inception was -63.60%, which is greater than DXNLX's maximum drawdown of -43.77%. Use the drawdown chart below to compare losses from any high point for RYJSX and DXNLX.
Loading charts...
Drawdown Indicators
| RYJSX | DXNLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.60% | -43.77% | -19.83% |
Max Drawdown (1Y)Largest decline over 1 year | -32.17% | -15.91% | -16.26% |
Max Drawdown (3Y)Largest decline over 3 years | -40.80% | -28.35% | -12.45% |
Max Drawdown (5Y)Largest decline over 5 years | -61.07% | -43.77% | -17.30% |
Max Drawdown (10Y)Largest decline over 10 years | -63.60% | — | — |
Current DrawdownCurrent decline from peak | -23.36% | -10.69% | -12.67% |
Average DrawdownAverage peak-to-trough decline | -20.80% | -8.65% | -12.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.35% | 4.99% | +6.36% |
Volatility
RYJSX vs. DXNLX - Volatility Comparison
Rydex Japan 2x Strategy Fund (RYJSX) has a higher volatility of 21.27% compared to Direxion Monthly NASDAQ-100 Bull 1.25X Fund (DXNLX) at 6.96%. This indicates that RYJSX's price experiences larger fluctuations and is considered to be riskier than DXNLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| RYJSX | DXNLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.27% | 6.96% | +14.31% |
Volatility (6M)Calculated over the trailing 6-month period | 48.86% | 19.44% | +29.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 57.25% | 23.72% | +33.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.75% | 28.79% | +13.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.74% | 28.93% | +9.81% |
RYJSX vs. DXNLX - Expense Ratio Comparison
RYJSX has a 1.49% expense ratio, which is higher than DXNLX's 1.19% expense ratio.
Dividends
RYJSX vs. DXNLX - Dividend Comparison
RYJSX's dividend yield for the trailing twelve months is around 0.79%, less than DXNLX's 0.89% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
DXNLX Direxion Monthly NASDAQ-100 Bull 1.25X Fund | 0.89% | 2.31% | 0.17% | 0.00% | 0.00% | 7.43% | 12.20% | 0.00% | 8.79% | 7.52% |
RYJSX Rydex Japan 2x Strategy Fund | 0.79% | 1.11% | 4.50% | 5.86% | 0.00% | 0.00% | 0.52% | 0.85% | 0.48% | 3.24% |
Frequently Asked Questions
RYJSX and DXNLX have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RYJSX has higher volatility (21.27%) compared to DXNLX (6.96%). In terms of maximum drawdown, RYJSX dropped -63.60% vs DXNLX's -43.77%.
RYJSX currently has the higher Sharpe Ratio (1.55 vs 0.94), 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.
Find the right allocation for RYJSX and DXNLX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer