RYTNX vs. DXSLX

In the year-to-date period, RYTNX achieves a 37.67% return, which is significantly higher than DXSLX's 27.64% return. Over the past 10 years, RYTNX has outperformed DXSLX with an annualized return of 16.63%, while DXSLX has yielded a comparatively lower 14.08% annualized return.

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RYTNX has a 1.82% expense ratio, which is higher than DXSLX's 1.35% expense ratio.

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.

The current RYTNX Sharpe Ratio is 1.62, which is comparable to the DXSLX Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of RYTNX and DXSLX, 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 has not paid dividends to shareholders, while DXSLX's dividend yield for the trailing twelve months is around 0.51%.

The maximum RYTNX drawdown since its inception was -89.80%, roughly equal to the maximum DXSLX drawdown of -89.55%. Use the drawdown chart below to compare losses from any high point for RYTNX and DXSLX. For additional features, visit the drawdowns tool.

The current volatility for Rydex S&P 500 2x Strategy Fund (RYTNX) is 9.75%, while Direxion Monthly S&P 500 Bull 1.75X Fund (DXSLX) has a volatility of 11.73%. This indicates that RYTNX experiences smaller price fluctuations and is considered to be less risky than DXSLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.