RYTNX vs. DXSLX
Compare and contrast key facts about Rydex S&P 500 2x Strategy Fund (RYTNX) and Direxion Monthly S&P 500 Bull 1.75X Fund (DXSLX).
RYTNX is managed by Rydex Funds. It was launched on May 18, 2000. DXSLX is a passively managed fund by Direxion that tracks the performance of the S&P 500 Index. It was launched on May 1, 2006.
Performance
RYTNX vs. DXSLX - Performance Comparison
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RYTNX vs. DXSLX - 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% |
DXSLX Direxion Monthly S&P 500 Bull 1.75X Fund | -8.90% | 25.05% | 37.66% | 39.91% | -37.35% | 59.07% | 27.52% | 61.52% | -14.82% | 98.50% |
Returns By Period
In the year-to-date period, RYTNX achieves a -10.47% return, which is significantly lower than DXSLX's -8.90% return. Over the past 10 years, RYTNX has underperformed DXSLX with an annualized return of 19.68%, while DXSLX has yielded a comparatively higher 24.53% 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%
DXSLX
- 1D
- 5.41%
- 1M
- -9.20%
- YTD
- -8.90%
- 6M
- -6.42%
- 1Y
- 24.35%
- 3Y*
- 25.29%
- 5Y*
- 13.86%
- 10Y*
- 24.53%
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RYTNX vs. DXSLX - Expense Ratio Comparison
RYTNX has a 1.82% expense ratio, which is higher than DXSLX's 1.35% expense ratio.
Return for Risk
RYTNX vs. DXSLX — Risk / Return Rank
RYTNX
DXSLX
RYTNX vs. DXSLX - 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 S&P 500 Bull 1.75X Fund (DXSLX). 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 | DXSLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.69 | 0.77 | -0.09 |
Sortino ratioReturn per unit of downside risk | 1.19 | 1.35 | -0.16 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.19 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.13 | 1.25 | -0.13 |
Martin ratioReturn relative to average drawdown | 4.84 | 5.87 | -1.03 |
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
| RYTNX | DXSLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.69 | 0.77 | -0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.44 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.64 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.45 | -0.22 |
Correlation
The correlation between RYTNX and DXSLX is 0.99, 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. DXSLX - Dividend Comparison
RYTNX's dividend yield for the trailing twelve months is around 5.35%, less than DXSLX's 8.37% 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% |
DXSLX Direxion Monthly S&P 500 Bull 1.75X Fund | 8.37% | 7.93% | 10.57% | 0.00% | 0.00% | 7.89% | 2.42% | 4.41% | 7.21% | 34.95% | 0.00% | 25.71% |
Drawdowns
RYTNX vs. DXSLX - Drawdown Comparison
The maximum RYTNX drawdown since its inception was -86.64%, smaller than the maximum DXSLX drawdown of -91.80%. Use the drawdown chart below to compare losses from any high point for RYTNX and DXSLX.
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Drawdown Indicators
| RYTNX | DXSLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.64% | -91.80% | +5.16% |
Max Drawdown (1Y)Largest decline over 1 year | -23.40% | -21.12% | -2.28% |
Max Drawdown (5Y)Largest decline over 5 years | -47.01% | -44.67% | -2.34% |
Max Drawdown (10Y)Largest decline over 10 years | -59.23% | -61.09% | +1.86% |
Current DrawdownCurrent decline from peak | -13.68% | -11.78% | -1.90% |
Average DrawdownAverage peak-to-trough decline | -28.72% | -21.72% | -7.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.44% | 4.51% | +0.93% |
Volatility
RYTNX vs. DXSLX - Volatility Comparison
Rydex S&P 500 2x Strategy Fund (RYTNX) has a higher volatility of 10.67% compared to Direxion Monthly S&P 500 Bull 1.75X Fund (DXSLX) at 9.70%. This indicates that RYTNX's price experiences larger fluctuations and is considered to be riskier than DXSLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYTNX | DXSLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.67% | 9.70% | +0.97% |
Volatility (6M)Calculated over the trailing 6-month period | 19.04% | 16.90% | +2.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.61% | 32.63% | +3.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.77% | 31.40% | +2.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.13% | 38.60% | -2.47% |