RYTNX vs. DXSLX

In the year-to-date period, RYTNX achieves a -11.08% return, which is significantly lower than DXSLX's -7.97% return. Over the past 10 years, RYTNX has outperformed DXSLX with an annualized return of 14.93%, while DXSLX has yielded a comparatively lower 12.77% 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 0.09, which is higher than the DXSLX Sharpe Ratio of 0.02. 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's dividend yield for the trailing twelve months is around 0.41%, less than DXSLX's 1.99% yield.

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.

Rydex S&P 500 2x Strategy Fund (RYTNX) has a higher volatility of 13.77% compared to Direxion Monthly S&P 500 Bull 1.75X Fund (DXSLX) at 12.46%. 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.