RYVYX vs. DXQLX
RYVYX (Rydex NASDAQ-100 2x Strategy Fund) and DXQLX (Direxion Monthly NASDAQ-100 Bull 1.75X Fund) are both Leveraged Equities funds. Over the past 10 years, RYVYX returned 31.42%/yr vs 31.86%/yr for DXQLX. Their 0.99 correlation means they have historically moved very closely together. RYVYX charges 1.87%/yr vs 1.39%/yr for DXQLX.
Performance
RYVYX vs. DXQLX - Performance Comparison
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Returns By Period
In the year-to-date period, RYVYX achieves a 17.04% return, which is significantly higher than DXQLX's 14.96% return. Both investments have delivered pretty close results over the past 10 years, with RYVYX having a 31.42% annualized return and DXQLX not far ahead at 31.86%.
RYVYX
- 1D
- 6.64%
- 1M
- -8.96%
- 6M
- 14.99%
- YTD
- 17.04%
- 1Y
- 39.40%
- 3Y*
- 35.68%
- 5Y*
- 16.73%
- 10Y*
- 31.42%
- ALL TIME*
- 14.82%
DXQLX
- 1D
- 6.37%
- 1M
- -7.75%
- 6M
- 13.01%
- YTD
- 14.96%
- 1Y
- 35.24%
- 3Y*
- 31.38%
- 5Y*
- 15.36%
- 10Y*
- 31.86%
- ALL TIME*
- 19.41%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
RYVYX vs. DXQLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYVYX Rydex NASDAQ-100 2x Strategy Fund | 17.04% | 29.54% | 49.77% | 116.15% | -60.57% | 46.61% | 88.38% | 80.70% | -9.20% | 68.67% |
DXQLX Direxion Monthly NASDAQ-100 Bull 1.75X Fund | 14.96% | 29.99% | 39.26% | 97.59% | -57.72% | 55.98% | 100.94% | 79.36% | -7.68% | 68.61% |
Correlation
The correlation between RYVYX and DXQLX is 1.00 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 1.00 |
Correlation (3Y) Balances recent behavior with more history. | 0.98 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.99 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.99 |
Correlation (All Time) Calculated using the full available price history since May 1, 2006 | 0.99 |
The correlation between RYVYX and DXQLX has been stable across timeframes, ranging from 0.98 to 1.00 - a consistent structural relationship.
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Return for Risk
RYVYX vs. DXQLX — Risk / Return Rank
RYVYX
DXQLX
RYVYX vs. DXQLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex NASDAQ-100 2x Strategy Fund (RYVYX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| RYVYX | DXQLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.02 | ||
| Sortino ratioReturn per unit of downside risk | -0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.16 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.28 | 1.35 | -0.07 |
| Martin ratioReturn relative to average drawdown | 3.82 | 4.20 | -0.38 |
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Drawdowns
RYVYX vs. DXQLX - Drawdown Comparison
The maximum RYVYX drawdown since its inception was -95.57%, roughly equal to the maximum DXQLX drawdown of -92.39%. Use the drawdown chart below to compare losses from any high point for RYVYX and DXQLX.
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Drawdown Indicators
| RYVYX | DXQLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.57% | -92.39% | -3.18% |
Max Drawdown (1Y)Largest decline over 1 year | -25.39% | -21.88% | -3.51% |
Max Drawdown (3Y)Largest decline over 3 years | -42.48% | -37.99% | -4.49% |
Max Drawdown (5Y)Largest decline over 5 years | -65.38% | -60.79% | -4.59% |
Max Drawdown (10Y)Largest decline over 10 years | -65.38% | -60.79% | -4.59% |
Current DrawdownCurrent decline from peak | -17.80% | -15.07% | -2.73% |
Average DrawdownAverage peak-to-trough decline | -48.92% | -25.96% | -22.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.50% | 7.01% | +1.49% |
Volatility
RYVYX vs. DXQLX - Volatility Comparison
Rydex NASDAQ-100 2x Strategy Fund (RYVYX) has a higher volatility of 13.70% compared to Direxion Monthly NASDAQ-100 Bull 1.75X Fund (DXQLX) at 12.62%. This indicates that RYVYX's price experiences larger fluctuations and is considered to be riskier than DXQLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYVYX | DXQLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.70% | 12.62% | +1.08% |
Volatility (6M)Calculated over the trailing 6-month period | 31.99% | 28.41% | +3.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.67% | 34.25% | +4.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.10% | 42.97% | +3.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 45.40% | 44.72% | +0.68% |
RYVYX vs. DXQLX - Expense Ratio Comparison
RYVYX has a 1.87% expense ratio, which is higher than DXQLX's 1.39% expense ratio.
Dividends
RYVYX vs. DXQLX - Dividend Comparison
RYVYX's dividend yield for the trailing twelve months is around 6.12%, less than DXQLX's 12.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DXQLX Direxion Monthly NASDAQ-100 Bull 1.75X Fund | 12.87% | 14.50% | 0.33% | 0.00% | 0.00% | 11.75% | 10.90% | 3.37% | 7.37% | 5.72% | 0.00% | 0.00% |
RYVYX Rydex NASDAQ-100 2x Strategy Fund | 6.12% | 7.16% | 11.52% | 0.00% | 0.00% | 1.23% | 8.91% | 5.19% | 0.00% | 14.19% | 1.63% | 21.29% |
Frequently Asked Questions
With a correlation of 1.00, RYVYX and DXQLX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
RYVYX has higher volatility (13.70%) compared to DXQLX (12.62%). In terms of maximum drawdown, RYVYX dropped -95.57% vs DXQLX's -92.39%.
DXQLX currently has the higher Sharpe Ratio (0.86 vs 0.84), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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