RYJUX vs. DXKSX
RYJUX (Rydex Inverse Government Long Bond Strategy Fund) and DXKSX (Direxion Monthly 7-10 Year Treasury Bear 1.75X Fund) are both Inverse Bonds funds. Over the past 10 years, RYJUX returned 3.34%/yr vs 3.04%/yr for DXKSX. Their correlation of 0.92 suggests significant overlap in exposure. RYJUX charges 4.28%/yr vs 1.35%/yr for DXKSX.
Performance
RYJUX vs. DXKSX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, RYJUX achieves a 1.96% return, which is significantly lower than DXKSX's 5.27% return. Over the past 10 years, RYJUX has outperformed DXKSX with an annualized return of 3.34%, while DXKSX has yielded a comparatively lower 3.04% annualized return.
RYJUX
- 1D
- 0.75%
- 1M
- -1.70%
- YTD
- 1.96%
- 6M
- 2.08%
- 1Y
- 2.08%
- 3Y*
- 9.20%
- 5Y*
- 11.67%
- 10Y*
- 3.34%
DXKSX
- 1D
- 0.69%
- 1M
- -0.08%
- YTD
- 5.27%
- 6M
- 5.38%
- 1Y
- 4.48%
- 3Y*
- 5.81%
- 5Y*
- 9.48%
- 10Y*
- 3.04%
RYJUX vs. DXKSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYJUX Rydex Inverse Government Long Bond Strategy Fund | 1.96% | 2.24% | 18.01% | 4.58% | 45.99% | 1.31% | -21.12% | -12.94% | 4.03% | -8.97% |
DXKSX Direxion Monthly 7-10 Year Treasury Bear 1.75X Fund | 5.27% | -3.26% | 12.62% | 3.03% | 35.65% | 4.73% | -13.02% | -11.52% | -0.00% | -5.45% |
Correlation
The correlation between RYJUX and DXKSX is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since May 20, 2004 | 0.92 |
The correlation between RYJUX and DXKSX has been stable across timeframes, ranging from 0.89 to 0.92 - 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
RYJUX vs. DXKSX — Risk / Return Rank
RYJUX
DXKSX
RYJUX vs. DXKSX - 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 7-10 Year Treasury Bear 1.75X Fund (DXKSX). 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.
| RYJUX | DXKSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.27 | ||
| Sortino ratioReturn per unit of downside risk | -0.38 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.08 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 0.27 | 0.69 | -0.43 |
| Martin ratioReturn relative to average drawdown | 0.61 | 1.35 | -0.74 |
Loading charts...
Drawdowns
RYJUX vs. DXKSX - Drawdown Comparison
The maximum RYJUX drawdown since its inception was -85.46%, roughly equal to the maximum DXKSX drawdown of -85.78%. Use the drawdown chart below to compare losses from any high point for RYJUX and DXKSX.
Loading charts...
Drawdown Indicators
| RYJUX | DXKSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.46% | -85.78% | +0.32% |
Max Drawdown (1Y)Largest decline over 1 year | -6.75% | -5.58% | -1.17% |
Max Drawdown (3Y)Largest decline over 3 years | -16.72% | -14.02% | -2.70% |
Max Drawdown (5Y)Largest decline over 5 years | -16.72% | -14.02% | -2.70% |
Max Drawdown (10Y)Largest decline over 10 years | -42.57% | -36.52% | -6.05% |
Current DrawdownCurrent decline from peak | -69.61% | -73.63% | +4.02% |
Average DrawdownAverage peak-to-trough decline | -50.87% | -61.33% | +10.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 2.88% | +0.07% |
Volatility
RYJUX vs. DXKSX - Volatility Comparison
The current volatility for Rydex Inverse Government Long Bond Strategy Fund (RYJUX) is 2.17%, while Direxion Monthly 7-10 Year Treasury Bear 1.75X Fund (DXKSX) has a volatility of 2.43%. This indicates that RYJUX experiences smaller price fluctuations and is considered to be less risky than DXKSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| RYJUX | DXKSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.17% | 2.43% | -0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 6.31% | 6.02% | +0.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.19% | 8.24% | +0.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.21% | 13.84% | +2.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.97% | 12.56% | +3.41% |
RYJUX vs. DXKSX - Expense Ratio Comparison
RYJUX has a 4.28% expense ratio, which is higher than DXKSX's 1.35% expense ratio.
Dividends
RYJUX vs. DXKSX - Dividend Comparison
RYJUX's dividend yield for the trailing twelve months is around 4.35%, less than DXKSX's 11.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
DXKSX Direxion Monthly 7-10 Year Treasury Bear 1.75X Fund | 11.65% | 0.00% | 9.44% | 8.98% | 0.00% | 0.00% | 6.10% | 1.26% |
RYJUX Rydex Inverse Government Long Bond Strategy Fund | 4.35% | 4.44% | 7.75% | 1.26% | 0.00% | 0.00% | 0.37% | 0.00% |
Frequently Asked Questions
RYJUX and DXKSX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DXKSX has higher volatility (2.43%) compared to RYJUX (2.17%). In terms of maximum drawdown, RYJUX dropped -85.46% vs DXKSX's -85.78%.
DXKSX currently has the higher Sharpe Ratio (0.47 vs 0.20), 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 RYJUX and DXKSX
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