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^XNDX vs. DXQLX
Performance
Return for Risk
Drawdowns
Volatility

Performance

^XNDX vs. DXQLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NASDAQ 100 Total Return Index (^XNDX) and Direxion Monthly NASDAQ-100 Bull 1.75X Fund (DXQLX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


^XNDX

1D
-0.37%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

DXQLX

1D
-5.78%
1M
-1.47%
YTD
25.02%
6M
21.52%
1Y
52.68%
3Y*
39.29%
5Y*
19.14%
10Y*
34.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

^XNDX vs. DXQLX - Yearly Performance Comparison


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Return for Risk

^XNDX vs. DXQLX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^XNDX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


DXQLX
DXQLX Risk / Return Rank: 4444
Overall Rank
DXQLX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
DXQLX Sortino Ratio Rank: 3636
Sortino Ratio Rank
DXQLX Omega Ratio Rank: 3939
Omega Ratio Rank
DXQLX Calmar Ratio Rank: 5151
Calmar Ratio Rank
DXQLX Martin Ratio Rank: 4747
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

^XNDX vs. DXQLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NASDAQ 100 Total Return Index (^XNDX) 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.


^XNDXDXQLXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.31

Calmar ratioReturn relative to maximum drawdown

2.60

Martin ratioReturn relative to average drawdown

9.24

^XNDX vs. DXQLX - Sharpe Ratio Comparison


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Drawdowns

^XNDX vs. DXQLX - Drawdown Comparison

The maximum ^XNDX drawdown since its inception was -0.37%, smaller than the maximum DXQLX drawdown of -96.04%. Use the drawdown chart below to compare losses from any high point for ^XNDX and DXQLX.


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Drawdown Indicators


^XNDXDXQLXDifference

Max Drawdown

Largest peak-to-trough decline

-0.37%

-96.04%

+95.67%

Max Drawdown (1Y)

Largest decline over 1 year

-21.88%

Max Drawdown (3Y)

Largest decline over 3 years

-37.99%

Max Drawdown (5Y)

Largest decline over 5 years

-60.79%

Max Drawdown (10Y)

Largest decline over 10 years

-87.23%

Current Drawdown

Current decline from peak

-0.37%

-7.63%

+7.26%

Average Drawdown

Average peak-to-trough decline

-0.37%

-51.47%

+51.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.15%

Volatility

^XNDX vs. DXQLX - Volatility Comparison


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Volatility by Period


^XNDXDXQLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.17%

Volatility (6M)

Calculated over the trailing 6-month period

25.60%

Volatility (1Y)

Calculated over the trailing 1-year period

31.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

138.83%

Portfolio Optimizer

Find the right allocation for ^XNDX and DXQLX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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