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BLPIX vs. DXQLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BLPIX vs. DXQLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProFunds Bull Investor Fund (BLPIX) 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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BLPIX vs. DXQLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BLPIX
ProFunds Bull Investor Fund
-7.48%15.01%20.24%24.13%-19.81%23.73%16.04%28.97%-6.09%19.51%
DXQLX
Direxion Monthly NASDAQ-100 Bull 1.75X Fund
-16.65%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, BLPIX achieves a -7.48% return, which is significantly higher than DXQLX's -16.65% return. Over the past 10 years, BLPIX has underperformed DXQLX with an annualized return of 11.09%, while DXQLX has yielded a comparatively higher 28.82% annualized return.


BLPIX

1D
-0.41%
1M
-7.83%
YTD
-7.48%
6M
-5.44%
1Y
11.71%
3Y*
14.07%
5Y*
8.32%
10Y*
11.09%

DXQLX

1D
-1.45%
1M
-14.31%
YTD
-16.65%
6M
-14.21%
1Y
28.10%
3Y*
30.01%
5Y*
13.83%
10Y*
28.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BLPIX vs. DXQLX - Expense Ratio Comparison

BLPIX has a 1.50% expense ratio, which is higher than DXQLX's 1.39% expense ratio.


Return for Risk

BLPIX vs. DXQLX — Risk / Return Rank

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

BLPIX
BLPIX Risk / Return Rank: 3232
Overall Rank
BLPIX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
BLPIX Sortino Ratio Rank: 3131
Sortino Ratio Rank
BLPIX Omega Ratio Rank: 3434
Omega Ratio Rank
BLPIX Calmar Ratio Rank: 2929
Calmar Ratio Rank
BLPIX Martin Ratio Rank: 3636
Martin Ratio Rank

DXQLX
DXQLX Risk / Return Rank: 3838
Overall Rank
DXQLX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
DXQLX Sortino Ratio Rank: 4545
Sortino Ratio Rank
DXQLX Omega Ratio Rank: 4141
Omega Ratio Rank
DXQLX Calmar Ratio Rank: 3838
Calmar Ratio Rank
DXQLX 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.

BLPIX vs. DXQLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProFunds Bull Investor Fund (BLPIX) 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.


BLPIXDXQLXDifference

Sharpe ratio

Return per unit of total volatility

0.69

0.70

-0.02

Sortino ratio

Return per unit of downside risk

1.08

1.31

-0.22

Omega ratio

Gain probability vs. loss probability

1.17

1.18

-0.01

Calmar ratio

Return relative to maximum drawdown

0.83

0.99

-0.16

Martin ratio

Return relative to average drawdown

3.84

3.53

+0.31

BLPIX vs. DXQLX - Sharpe Ratio Comparison

The current BLPIX Sharpe Ratio is 0.69, which is comparable to the DXQLX Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of BLPIX and DXQLX, 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


BLPIXDXQLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.69

0.70

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.33

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.09

+0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.01

+0.31

Correlation

The correlation between BLPIX and DXQLX is 0.87, 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

BLPIX vs. DXQLX - Dividend Comparison

BLPIX's dividend yield for the trailing twelve months is around 1.71%, less than DXQLX's 17.75% yield.


TTM202520242023202220212020201920182017
BLPIX
ProFunds Bull Investor Fund
1.71%1.58%0.00%0.03%0.98%6.68%5.79%1.64%0.62%0.00%
DXQLX
Direxion Monthly NASDAQ-100 Bull 1.75X Fund
17.75%14.50%0.33%0.00%0.00%11.75%10.90%3.37%7.37%5.72%

Drawdowns

BLPIX vs. DXQLX - Drawdown Comparison

The maximum BLPIX drawdown since its inception was -57.98%, smaller than the maximum DXQLX drawdown of -97.24%. Use the drawdown chart below to compare losses from any high point for BLPIX and DXQLX.


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Drawdown Indicators


BLPIXDXQLXDifference

Max Drawdown

Largest peak-to-trough decline

-57.98%

-97.24%

+39.26%

Max Drawdown (1Y)

Largest decline over 1 year

-12.15%

-22.05%

+9.90%

Max Drawdown (5Y)

Largest decline over 5 years

-26.11%

-60.79%

+34.68%

Max Drawdown (10Y)

Largest decline over 10 years

-33.93%

-87.23%

+53.30%

Current Drawdown

Current decline from peak

-9.21%

-21.88%

+12.67%

Average Drawdown

Average peak-to-trough decline

-13.95%

-66.36%

+52.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

6.20%

-3.57%

Volatility

BLPIX vs. DXQLX - Volatility Comparison

The current volatility for ProFunds Bull Investor Fund (BLPIX) is 4.24%, while Direxion Monthly NASDAQ-100 Bull 1.75X Fund (DXQLX) has a volatility of 9.63%. This indicates that BLPIX experiences smaller price fluctuations and is considered to be less risky 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


BLPIXDXQLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.24%

9.63%

-5.39%

Volatility (6M)

Calculated over the trailing 6-month period

9.08%

21.96%

-12.88%

Volatility (1Y)

Calculated over the trailing 1-year period

18.09%

40.19%

-22.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.90%

42.24%

-25.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.70%

316.44%

-298.74%