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BIPIX vs. DXSLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BIPIX vs. DXSLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProFunds Biotechnology UltraSector Fund (BIPIX) and Direxion Monthly S&P 500 Bull 1.75X Fund (DXSLX). The values are adjusted to include any dividend payments, if applicable.

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BIPIX vs. DXSLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BIPIX
ProFunds Biotechnology UltraSector Fund
-5.32%47.99%-5.81%9.55%-13.43%5.00%19.94%23.65%-12.15%34.71%
DXSLX
Direxion Monthly S&P 500 Bull 1.75X Fund
-13.57%25.05%37.66%39.91%-37.35%59.07%27.52%61.52%-14.82%98.50%

Returns By Period

In the year-to-date period, BIPIX achieves a -5.32% return, which is significantly higher than DXSLX's -13.57% return. Over the past 10 years, BIPIX has underperformed DXSLX with an annualized return of 8.28%, while DXSLX has yielded a comparatively higher 23.88% annualized return.


BIPIX

1D
-0.99%
1M
-10.46%
YTD
-5.32%
6M
26.06%
1Y
66.71%
3Y*
16.68%
5Y*
4.74%
10Y*
8.28%

DXSLX

1D
-0.71%
1M
-13.82%
YTD
-13.57%
6M
-10.69%
1Y
18.71%
3Y*
23.11%
5Y*
13.19%
10Y*
23.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BIPIX vs. DXSLX - Expense Ratio Comparison

BIPIX has a 1.49% expense ratio, which is higher than DXSLX's 1.35% expense ratio.


Return for Risk

BIPIX vs. DXSLX — Risk / Return Rank

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

BIPIX
BIPIX Risk / Return Rank: 7676
Overall Rank
BIPIX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
BIPIX Sortino Ratio Rank: 7676
Sortino Ratio Rank
BIPIX Omega Ratio Rank: 6363
Omega Ratio Rank
BIPIX Calmar Ratio Rank: 8585
Calmar Ratio Rank
BIPIX Martin Ratio Rank: 7979
Martin Ratio Rank

DXSLX
DXSLX Risk / Return Rank: 3131
Overall Rank
DXSLX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
DXSLX Sortino Ratio Rank: 3434
Sortino Ratio Rank
DXSLX Omega Ratio Rank: 3535
Omega Ratio Rank
DXSLX Calmar Ratio Rank: 2626
Calmar Ratio Rank
DXSLX Martin Ratio Rank: 3333
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.

BIPIX vs. DXSLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProFunds Biotechnology UltraSector Fund (BIPIX) 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.


BIPIXDXSLXDifference

Sharpe ratio

Return per unit of total volatility

1.34

0.62

+0.71

Sortino ratio

Return per unit of downside risk

1.89

1.13

+0.75

Omega ratio

Gain probability vs. loss probability

1.24

1.16

+0.07

Calmar ratio

Return relative to maximum drawdown

2.12

0.74

+1.38

Martin ratio

Return relative to average drawdown

7.76

3.51

+4.24

BIPIX vs. DXSLX - Sharpe Ratio Comparison

The current BIPIX Sharpe Ratio is 1.34, which is higher than the DXSLX Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of BIPIX 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.


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Sharpe Ratios by Period


BIPIXDXSLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

0.62

+0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.42

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

0.62

-0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.44

-0.27

Correlation

The correlation between BIPIX and DXSLX is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

BIPIX vs. DXSLX - Dividend Comparison

BIPIX's dividend yield for the trailing twelve months is around 0.39%, less than DXSLX's 8.82% yield.


TTM20252024202320222021202020192018201720162015
BIPIX
ProFunds Biotechnology UltraSector Fund
0.39%0.37%28.81%6.69%0.00%0.79%12.09%3.26%5.52%7.19%0.00%0.00%
DXSLX
Direxion Monthly S&P 500 Bull 1.75X Fund
8.82%7.93%10.57%0.00%0.00%7.89%2.42%4.41%7.21%34.95%0.00%25.71%

Drawdowns

BIPIX vs. DXSLX - Drawdown Comparison

The maximum BIPIX drawdown since its inception was -84.51%, smaller than the maximum DXSLX drawdown of -91.80%. Use the drawdown chart below to compare losses from any high point for BIPIX and DXSLX.


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Drawdown Indicators


BIPIXDXSLXDifference

Max Drawdown

Largest peak-to-trough decline

-84.51%

-91.80%

+7.29%

Max Drawdown (1Y)

Largest decline over 1 year

-19.79%

-21.12%

+1.33%

Max Drawdown (5Y)

Largest decline over 5 years

-54.56%

-44.67%

-9.89%

Max Drawdown (10Y)

Largest decline over 10 years

-54.56%

-61.09%

+6.53%

Current Drawdown

Current decline from peak

-15.15%

-16.30%

+1.15%

Average Drawdown

Average peak-to-trough decline

-36.73%

-21.72%

-15.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.92%

4.45%

+2.47%

Volatility

BIPIX vs. DXSLX - Volatility Comparison

ProFunds Biotechnology UltraSector Fund (BIPIX) has a higher volatility of 13.15% compared to Direxion Monthly S&P 500 Bull 1.75X Fund (DXSLX) at 7.65%. This indicates that BIPIX'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.


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Volatility by Period


BIPIXDXSLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.15%

7.65%

+5.50%

Volatility (6M)

Calculated over the trailing 6-month period

26.85%

16.04%

+10.81%

Volatility (1Y)

Calculated over the trailing 1-year period

42.70%

32.26%

+10.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.38%

31.31%

+6.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.34%

38.56%

-3.22%