RYTNX vs. DXRLX
Compare and contrast key facts about Rydex S&P 500 2x Strategy Fund (RYTNX) and Direxion Monthly Small Cap Bull 1.75X Fund (DXRLX).
RYTNX is managed by Rydex Funds. It was launched on May 18, 2000. DXRLX is managed by Direxion. It was launched on Feb 22, 1999.
Performance
RYTNX vs. DXRLX - Performance Comparison
Loading graphics...
RYTNX vs. DXRLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYTNX Rydex S&P 500 2x Strategy Fund | -10.47% | 24.88% | 41.95% | 45.20% | -39.32% | 55.55% | 20.31% | 62.29% | -15.06% | 42.95% |
DXRLX Direxion Monthly Small Cap Bull 1.75X Fund | -0.01% | 15.22% | 10.66% | 20.05% | -40.24% | 26.84% | 20.98% | 46.08% | -27.45% | 27.06% |
Returns By Period
In the year-to-date period, RYTNX achieves a -10.47% return, which is significantly lower than DXRLX's -0.01% return. Over the past 10 years, RYTNX has outperformed DXRLX with an annualized return of 19.68%, while DXRLX has yielded a comparatively lower 10.67% annualized return.
RYTNX
- 1D
- 5.81%
- 1M
- -10.57%
- YTD
- -10.47%
- 6M
- -8.36%
- 1Y
- 24.05%
- 3Y*
- 26.91%
- 5Y*
- 13.80%
- 10Y*
- 19.68%
DXRLX
- 1D
- 6.49%
- 1M
- -10.55%
- YTD
- -0.01%
- 6M
- 2.01%
- 1Y
- 39.94%
- 3Y*
- 14.21%
- 5Y*
- -2.14%
- 10Y*
- 10.67%
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. DXRLX - Expense Ratio Comparison
RYTNX has a 1.82% expense ratio, which is higher than DXRLX's 1.35% expense ratio.
Return for Risk
RYTNX vs. DXRLX — Risk / Return Rank
RYTNX
DXRLX
RYTNX vs. DXRLX - 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 Small Cap Bull 1.75X Fund (DXRLX). 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 | DXRLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.69 | 0.97 | -0.28 |
Sortino ratioReturn per unit of downside risk | 1.19 | 1.56 | -0.37 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.20 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.13 | 1.61 | -0.48 |
Martin ratioReturn relative to average drawdown | 4.84 | 5.94 | -1.10 |
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 | DXRLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.69 | 0.97 | -0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | -0.05 | +0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.22 | +0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.04 | +0.18 |
Correlation
The correlation between RYTNX and DXRLX is 0.84, 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. DXRLX - Dividend Comparison
RYTNX's dividend yield for the trailing twelve months is around 5.35%, more than DXRLX's 2.08% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYTNX Rydex S&P 500 2x Strategy Fund | 5.35% | 4.79% | 5.45% | 0.14% | 0.00% | 0.14% | 0.69% | 1.84% | 0.00% | 5.84% | 0.16% | 1.52% |
DXRLX Direxion Monthly Small Cap Bull 1.75X Fund | 2.08% | 1.23% | 0.66% | 0.00% | 2.27% | 0.84% | 0.71% | 3.76% | 7.60% | 0.00% | 0.00% | 0.00% |
Drawdowns
RYTNX vs. DXRLX - Drawdown Comparison
The maximum RYTNX drawdown since its inception was -86.64%, smaller than the maximum DXRLX drawdown of -94.32%. Use the drawdown chart below to compare losses from any high point for RYTNX and DXRLX.
Loading graphics...
Drawdown Indicators
| RYTNX | DXRLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.64% | -94.32% | +7.68% |
Max Drawdown (1Y)Largest decline over 1 year | -23.40% | -24.04% | +0.64% |
Max Drawdown (5Y)Largest decline over 5 years | -47.01% | -57.64% | +10.63% |
Max Drawdown (10Y)Largest decline over 10 years | -59.23% | -77.63% | +18.40% |
Current DrawdownCurrent decline from peak | -13.68% | -22.61% | +8.93% |
Average DrawdownAverage peak-to-trough decline | -28.72% | -34.78% | +6.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.44% | 6.50% | -1.06% |
Volatility
RYTNX vs. DXRLX - Volatility Comparison
The current volatility for Rydex S&P 500 2x Strategy Fund (RYTNX) is 10.67%, while Direxion Monthly Small Cap Bull 1.75X Fund (DXRLX) has a volatility of 13.70%. This indicates that RYTNX experiences smaller price fluctuations and is considered to be less risky than DXRLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| RYTNX | DXRLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.67% | 13.70% | -3.03% |
Volatility (6M)Calculated over the trailing 6-month period | 19.04% | 25.64% | -6.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.61% | 41.46% | -4.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.77% | 41.85% | -8.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.13% | 49.19% | -13.06% |