RYJUX vs. DXHYX
Compare and contrast key facts about Rydex Inverse Government Long Bond Strategy Fund (RYJUX) and Direxion Monthly High Yield Bull 1.2X Fund (DXHYX).
RYJUX is managed by Rydex Funds. It was launched on Mar 2, 1995. DXHYX is managed by Direxion. It was launched on Feb 17, 2016.
Performance
RYJUX vs. DXHYX - Performance Comparison
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RYJUX vs. DXHYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYJUX Rydex Inverse Government Long Bond Strategy Fund | 1.17% | 2.24% | 18.01% | 4.58% | 45.99% | 1.31% | -21.12% | -12.94% | 4.03% | -8.97% |
DXHYX Direxion Monthly High Yield Bull 1.2X Fund | -1.20% | 6.56% | 6.47% | 10.88% | -13.99% | 3.00% | 2.26% | 12.61% | -3.82% | 5.22% |
Returns By Period
In the year-to-date period, RYJUX achieves a 1.17% return, which is significantly higher than DXHYX's -1.20% return.
RYJUX
- 1D
- 0.15%
- 1M
- 3.30%
- YTD
- 1.17%
- 6M
- 3.45%
- 1Y
- 7.32%
- 3Y*
- 10.24%
- 5Y*
- 10.26%
- 10Y*
- 2.78%
DXHYX
- 1D
- 1.04%
- 1M
- -1.22%
- YTD
- -1.20%
- 6M
- -0.41%
- 1Y
- 5.19%
- 3Y*
- 6.21%
- 5Y*
- 1.72%
- 10Y*
- —
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RYJUX vs. DXHYX - Expense Ratio Comparison
RYJUX has a 4.28% expense ratio, which is higher than DXHYX's 1.35% expense ratio.
Return for Risk
RYJUX vs. DXHYX — Risk / Return Rank
RYJUX
DXHYX
RYJUX vs. DXHYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex Inverse Government Long Bond Strategy Fund (RYJUX) and Direxion Monthly High Yield Bull 1.2X Fund (DXHYX). 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.
| RYJUX | DXHYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.58 | 0.83 | -0.26 |
Sortino ratioReturn per unit of downside risk | 0.94 | 1.25 | -0.30 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.19 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.71 | 1.15 | -0.44 |
Martin ratioReturn relative to average drawdown | 1.47 | 5.72 | -4.25 |
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
| RYJUX | DXHYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.58 | 0.83 | -0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.21 | +0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.17 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.23 | 0.29 | -0.52 |
Correlation
The correlation between RYJUX and DXHYX is -0.11. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
RYJUX vs. DXHYX - Dividend Comparison
RYJUX's dividend yield for the trailing twelve months is around 4.39%, less than DXHYX's 5.17% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYJUX Rydex Inverse Government Long Bond Strategy Fund | 4.39% | 4.44% | 7.75% | 1.26% | 0.00% | 0.00% | 0.37% | 0.00% | 0.00% | 0.00% |
DXHYX Direxion Monthly High Yield Bull 1.2X Fund | 5.17% | 4.32% | 4.75% | 6.08% | 12.11% | 2.06% | 6.32% | 9.95% | 4.99% | 3.57% |
Drawdowns
RYJUX vs. DXHYX - Drawdown Comparison
The maximum RYJUX drawdown since its inception was -85.46%, which is greater than DXHYX's maximum drawdown of -26.40%. Use the drawdown chart below to compare losses from any high point for RYJUX and DXHYX.
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Drawdown Indicators
| RYJUX | DXHYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.46% | -26.40% | -59.06% |
Max Drawdown (1Y)Largest decline over 1 year | -7.60% | -4.87% | -2.73% |
Max Drawdown (5Y)Largest decline over 5 years | -17.08% | -18.67% | +1.59% |
Max Drawdown (10Y)Largest decline over 10 years | -42.57% | — | — |
Current DrawdownCurrent decline from peak | -69.84% | -1.84% | -68.00% |
Average DrawdownAverage peak-to-trough decline | -50.74% | -3.75% | -46.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.67% | 0.98% | +2.69% |
Volatility
RYJUX vs. DXHYX - Volatility Comparison
Rydex Inverse Government Long Bond Strategy Fund (RYJUX) has a higher volatility of 3.50% compared to Direxion Monthly High Yield Bull 1.2X Fund (DXHYX) at 2.55%. This indicates that RYJUX's price experiences larger fluctuations and is considered to be riskier than DXHYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYJUX | DXHYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.50% | 2.55% | +0.95% |
Volatility (6M)Calculated over the trailing 6-month period | 6.38% | 3.34% | +3.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.15% | 6.62% | +4.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.35% | 8.44% | +7.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.02% | 9.41% | +6.61% |