RYTNX vs. DXQLX
Compare and contrast key facts about Rydex S&P 500 2x Strategy Fund (RYTNX) and Direxion Monthly NASDAQ-100 Bull 1.75X Fund (DXQLX).
RYTNX is managed by Rydex Funds. It was launched on May 18, 2000. DXQLX is a passively managed fund by Direxion that tracks the performance of the . It was launched on May 1, 2006.
Performance
RYTNX vs. DXQLX - Performance Comparison
Loading graphics...
RYTNX vs. DXQLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYTNX Rydex S&P 500 2x Strategy Fund | -15.39% | 24.88% | 41.95% | 45.20% | -39.32% | 55.55% | 20.31% | 62.29% | -15.06% | 42.95% |
DXQLX Direxion Monthly NASDAQ-100 Bull 1.75X Fund | -16.65% | 29.99% | 39.26% | 97.59% | -57.72% | 55.98% | 100.94% | 79.36% | -81.54% | 743.06% |
Returns By Period
In the year-to-date period, RYTNX achieves a -15.39% return, which is significantly higher than DXQLX's -16.65% return. Over the past 10 years, RYTNX has underperformed DXQLX with an annualized return of 19.00%, while DXQLX has yielded a comparatively higher 28.82% annualized return.
RYTNX
- 1D
- -0.78%
- 1M
- -15.42%
- YTD
- -15.39%
- 6M
- -12.80%
- 1Y
- 18.10%
- 3Y*
- 24.54%
- 5Y*
- 13.04%
- 10Y*
- 19.00%
DXQLX
- 1D
- -1.45%
- 1M
- -14.31%
- YTD
- -16.65%
- 6M
- -14.21%
- 1Y
- 28.10%
- 3Y*
- 30.01%
- 5Y*
- 13.83%
- 10Y*
- 28.82%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
RYTNX vs. DXQLX - Expense Ratio Comparison
RYTNX has a 1.82% expense ratio, which is higher than DXQLX's 1.39% expense ratio.
Return for Risk
RYTNX vs. DXQLX — Risk / Return Rank
RYTNX
DXQLX
RYTNX vs. DXQLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex S&P 500 2x Strategy Fund (RYTNX) 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.
| RYTNX | DXQLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.54 | 0.70 | -0.16 |
Sortino ratioReturn per unit of downside risk | 0.99 | 1.31 | -0.31 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.18 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.63 | 0.99 | -0.37 |
Martin ratioReturn relative to average drawdown | 2.73 | 3.53 | -0.80 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| RYTNX | DXQLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.54 | 0.70 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.33 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.09 | +0.44 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.01 | +0.20 |
Correlation
The correlation between RYTNX and DXQLX is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
RYTNX vs. DXQLX - Dividend Comparison
RYTNX's dividend yield for the trailing twelve months is around 5.66%, less than DXQLX's 17.75% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYTNX Rydex S&P 500 2x Strategy Fund | 5.66% | 4.79% | 5.45% | 0.14% | 0.00% | 0.14% | 0.69% | 1.84% | 0.00% | 5.84% | 0.16% | 1.52% |
DXQLX Direxion Monthly NASDAQ-100 Bull 1.75X Fund | 17.75% | 14.50% | 0.33% | 0.00% | 0.00% | 11.75% | 10.90% | 3.37% | 7.37% | 5.72% | 0.00% | 0.00% |
Drawdowns
RYTNX vs. DXQLX - Drawdown Comparison
The maximum RYTNX drawdown since its inception was -86.64%, smaller than the maximum DXQLX drawdown of -97.24%. Use the drawdown chart below to compare losses from any high point for RYTNX and DXQLX.
Loading graphics...
Drawdown Indicators
| RYTNX | DXQLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.64% | -97.24% | +10.60% |
Max Drawdown (1Y)Largest decline over 1 year | -23.40% | -22.05% | -1.35% |
Max Drawdown (5Y)Largest decline over 5 years | -47.01% | -60.79% | +13.78% |
Max Drawdown (10Y)Largest decline over 10 years | -59.23% | -87.23% | +28.00% |
Current DrawdownCurrent decline from peak | -18.43% | -21.88% | +3.45% |
Average DrawdownAverage peak-to-trough decline | -28.72% | -66.36% | +37.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.37% | 6.20% | -0.83% |
Volatility
RYTNX vs. DXQLX - Volatility Comparison
The current volatility for Rydex S&P 500 2x Strategy Fund (RYTNX) is 8.52%, while Direxion Monthly NASDAQ-100 Bull 1.75X Fund (DXQLX) has a volatility of 9.63%. This indicates that RYTNX 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.
Loading graphics...
Volatility by Period
| RYTNX | DXQLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.52% | 9.63% | -1.11% |
Volatility (6M)Calculated over the trailing 6-month period | 18.16% | 21.96% | -3.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.23% | 40.19% | -3.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.67% | 42.24% | -8.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.08% | 316.44% | -280.36% |