RYVYX vs. DXQLX
Compare and contrast key facts about Rydex NASDAQ-100 2x Strategy Fund (RYVYX) and Direxion Monthly NASDAQ-100 Bull 1.75X Fund (DXQLX).
RYVYX is managed by Rydex Funds. It was launched on May 23, 2000. DXQLX is a passively managed fund by Direxion that tracks the performance of the . It was launched on May 1, 2006.
Performance
RYVYX vs. DXQLX - Performance Comparison
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RYVYX vs. DXQLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYVYX Rydex NASDAQ-100 2x Strategy Fund | -13.44% | 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 | -11.33% | 29.99% | 39.26% | 97.59% | -57.72% | 55.98% | 100.94% | 79.36% | -81.54% | 743.06% |
Returns By Period
In the year-to-date period, RYVYX achieves a -13.44% return, which is significantly lower than DXQLX's -11.33% return. Both investments have delivered pretty close results over the past 10 years, with RYVYX having a 28.64% annualized return and DXQLX not far ahead at 29.62%.
RYVYX
- 1D
- 6.82%
- 1M
- -10.46%
- YTD
- -13.44%
- 6M
- -12.22%
- 1Y
- 34.50%
- 3Y*
- 36.88%
- 5Y*
- 14.83%
- 10Y*
- 28.64%
DXQLX
- 1D
- 6.38%
- 1M
- -9.02%
- YTD
- -11.33%
- 6M
- -9.50%
- 1Y
- 34.39%
- 3Y*
- 32.72%
- 5Y*
- 14.44%
- 10Y*
- 29.62%
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RYVYX vs. DXQLX - Expense Ratio Comparison
RYVYX has a 1.87% expense ratio, which is higher than DXQLX's 1.39% expense ratio.
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.
| RYVYX | DXQLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.81 | 0.90 | -0.08 |
Sortino ratioReturn per unit of downside risk | 1.41 | 1.56 | -0.16 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.21 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.44 | 1.64 | -0.20 |
Martin ratioReturn relative to average drawdown | 4.72 | 5.76 | -1.04 |
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
| RYVYX | DXQLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 0.90 | -0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.34 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.09 | +0.55 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.01 | +0.25 |
Correlation
The correlation between RYVYX and DXQLX is 0.97, 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
RYVYX vs. DXQLX - Dividend Comparison
RYVYX's dividend yield for the trailing twelve months is around 8.27%, less than DXQLX's 16.69% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYVYX Rydex NASDAQ-100 2x Strategy Fund | 8.27% | 7.16% | 11.52% | 0.00% | 0.00% | 1.23% | 8.91% | 5.19% | 0.00% | 14.19% | 1.63% | 21.29% |
DXQLX Direxion Monthly NASDAQ-100 Bull 1.75X Fund | 16.69% | 14.50% | 0.33% | 0.00% | 0.00% | 11.75% | 10.90% | 3.37% | 7.37% | 5.72% | 0.00% | 0.00% |
Drawdowns
RYVYX vs. DXQLX - Drawdown Comparison
The maximum RYVYX drawdown since its inception was -95.57%, roughly equal to the maximum DXQLX drawdown of -97.24%. 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% | -97.24% | +1.67% |
Max Drawdown (1Y)Largest decline over 1 year | -25.39% | -22.05% | -3.34% |
Max Drawdown (5Y)Largest decline over 5 years | -65.38% | -60.79% | -4.59% |
Max Drawdown (10Y)Largest decline over 10 years | -65.38% | -87.23% | +21.85% |
Current DrawdownCurrent decline from peak | -20.30% | -16.89% | -3.41% |
Average DrawdownAverage peak-to-trough decline | -49.48% | -66.35% | +16.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.75% | 6.29% | +1.46% |
Volatility
RYVYX vs. DXQLX - Volatility Comparison
Rydex NASDAQ-100 2x Strategy Fund (RYVYX) has a higher volatility of 13.13% compared to Direxion Monthly NASDAQ-100 Bull 1.75X Fund (DXQLX) at 11.85%. 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 | 13.13% | 11.85% | +1.28% |
Volatility (6M)Calculated over the trailing 6-month period | 25.75% | 22.83% | +2.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.31% | 40.60% | +4.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.14% | 42.31% | +2.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.91% | 316.45% | -271.54% |