PortfoliosLab logoPortfoliosLab logo
BLPIX vs. DXSLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BLPIX vs. DXSLX - Performance Comparison

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

Loading graphics...

BLPIX vs. DXSLX - 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%
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, BLPIX achieves a -7.48% return, which is significantly higher than DXSLX's -13.57% return. Over the past 10 years, BLPIX has underperformed DXSLX with an annualized return of 11.09%, while DXSLX has yielded a comparatively higher 23.88% 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%

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)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BLPIX vs. DXSLX - Expense Ratio Comparison

BLPIX has a 1.50% expense ratio, which is higher than DXSLX's 1.35% expense ratio.


Return for Risk

BLPIX vs. DXSLX — 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

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.

BLPIX vs. DXSLX - Risk-Adjusted Trends Comparison

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


BLPIXDXSLXDifference

Sharpe ratio

Return per unit of total volatility

0.69

0.62

+0.06

Sortino ratio

Return per unit of downside risk

1.08

1.13

-0.05

Omega ratio

Gain probability vs. loss probability

1.17

1.16

0.00

Calmar ratio

Return relative to maximum drawdown

0.83

0.74

+0.09

Martin ratio

Return relative to average drawdown

3.84

3.51

+0.33

BLPIX vs. DXSLX - Sharpe Ratio Comparison

The current BLPIX Sharpe Ratio is 0.69, which is comparable to the DXSLX Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of BLPIX 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.


Loading graphics...

Sharpe Ratios by Period


BLPIXDXSLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.69

0.62

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.42

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.62

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.44

-0.11

Correlation

The correlation between BLPIX and DXSLX is 0.99, 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. DXSLX - Dividend Comparison

BLPIX's dividend yield for the trailing twelve months is around 1.71%, less than DXSLX's 8.82% yield.


TTM20252024202320222021202020192018201720162015
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%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

BLPIX vs. DXSLX - Drawdown Comparison

The maximum BLPIX drawdown since its inception was -57.98%, smaller than the maximum DXSLX drawdown of -91.80%. Use the drawdown chart below to compare losses from any high point for BLPIX and DXSLX.


Loading graphics...

Drawdown Indicators


BLPIXDXSLXDifference

Max Drawdown

Largest peak-to-trough decline

-57.98%

-91.80%

+33.82%

Max Drawdown (1Y)

Largest decline over 1 year

-12.15%

-21.12%

+8.97%

Max Drawdown (5Y)

Largest decline over 5 years

-26.11%

-44.67%

+18.56%

Max Drawdown (10Y)

Largest decline over 10 years

-33.93%

-61.09%

+27.16%

Current Drawdown

Current decline from peak

-9.21%

-16.30%

+7.09%

Average Drawdown

Average peak-to-trough decline

-13.95%

-21.72%

+7.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

4.45%

-1.82%

Volatility

BLPIX vs. DXSLX - Volatility Comparison

The current volatility for ProFunds Bull Investor Fund (BLPIX) is 4.24%, while Direxion Monthly S&P 500 Bull 1.75X Fund (DXSLX) has a volatility of 7.65%. This indicates that BLPIX experiences smaller price fluctuations and is considered to be less risky than DXSLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


BLPIXDXSLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.24%

7.65%

-3.41%

Volatility (6M)

Calculated over the trailing 6-month period

9.08%

16.04%

-6.96%

Volatility (1Y)

Calculated over the trailing 1-year period

18.09%

32.26%

-14.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.90%

31.31%

-14.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.70%

38.56%

-20.86%