RYTNX vs. DXQLX

In the year-to-date period, RYTNX achieves a -11.08% return, which is significantly lower than DXQLX's -9.88% return. Over the past 10 years, RYTNX has underperformed DXQLX with an annualized return of 14.93%, while DXQLX has yielded a comparatively higher 21.69% annualized return.

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RYTNX has a 1.82% expense ratio, which is higher than DXQLX's 1.39% expense ratio.

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.

The current RYTNX Sharpe Ratio is 0.09, which is lower than the DXQLX Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of RYTNX and DXQLX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

RYTNX's dividend yield for the trailing twelve months is around 0.41%, less than DXQLX's 1.06% yield.

The maximum RYTNX drawdown since its inception was -89.80%, smaller than the maximum DXQLX drawdown of -95.28%. Use the drawdown chart below to compare losses from any high point for RYTNX and DXQLX. For additional features, visit the drawdowns tool.

The current volatility for Rydex S&P 500 2x Strategy Fund (RYTNX) is 13.77%, while Direxion Monthly NASDAQ-100 Bull 1.75X Fund (DXQLX) has a volatility of 14.82%. 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.