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DXHYX vs. SOPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DXHYX vs. SOPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Monthly High Yield Bull 1.2X Fund (DXHYX) and ProFunds Short NASDAQ-100 Fund (SOPIX). The values are adjusted to include any dividend payments, if applicable.

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DXHYX vs. SOPIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DXHYX
Direxion Monthly High Yield Bull 1.2X Fund
-2.22%6.56%6.47%10.88%-13.99%3.00%2.26%12.61%-3.82%5.22%
SOPIX
ProFunds Short NASDAQ-100 Fund
10.52%-15.80%-23.82%-31.85%34.73%-25.69%-42.92%-28.29%-3.07%-24.56%

Returns By Period

In the year-to-date period, DXHYX achieves a -2.22% return, which is significantly lower than SOPIX's 10.52% return.


DXHYX

1D
0.17%
1M
-2.29%
YTD
-2.22%
6M
-1.22%
1Y
4.40%
3Y*
5.85%
5Y*
1.56%
10Y*

SOPIX

1D
0.80%
1M
8.80%
YTD
10.52%
6M
8.77%
1Y
-14.65%
3Y*
-16.68%
5Y*
-12.90%
10Y*
-18.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DXHYX vs. SOPIX - Expense Ratio Comparison

DXHYX has a 1.35% expense ratio, which is lower than SOPIX's 1.78% expense ratio.


Return for Risk

DXHYX vs. SOPIX — Risk / Return Rank

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

DXHYX
DXHYX Risk / Return Rank: 3232
Overall Rank
DXHYX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
DXHYX Sortino Ratio Rank: 2828
Sortino Ratio Rank
DXHYX Omega Ratio Rank: 3232
Omega Ratio Rank
DXHYX Calmar Ratio Rank: 3131
Calmar Ratio Rank
DXHYX Martin Ratio Rank: 4242
Martin Ratio Rank

SOPIX
SOPIX Risk / Return Rank: 22
Overall Rank
SOPIX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
SOPIX Sortino Ratio Rank: 11
Sortino Ratio Rank
SOPIX Omega Ratio Rank: 11
Omega Ratio Rank
SOPIX Calmar Ratio Rank: 33
Calmar Ratio Rank
SOPIX Martin Ratio Rank: 44
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.

DXHYX vs. SOPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Monthly High Yield Bull 1.2X Fund (DXHYX) and ProFunds Short NASDAQ-100 Fund (SOPIX). 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.


DXHYXSOPIXDifference

Sharpe ratio

Return per unit of total volatility

0.69

-0.59

+1.28

Sortino ratio

Return per unit of downside risk

1.04

-0.69

+1.73

Omega ratio

Gain probability vs. loss probability

1.16

0.90

+0.26

Calmar ratio

Return relative to maximum drawdown

0.87

-0.36

+1.23

Martin ratio

Return relative to average drawdown

4.33

-0.45

+4.79

DXHYX vs. SOPIX - Sharpe Ratio Comparison

The current DXHYX Sharpe Ratio is 0.69, which is higher than the SOPIX Sharpe Ratio of -0.59. The chart below compares the historical Sharpe Ratios of DXHYX and SOPIX, 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


DXHYXSOPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.69

-0.59

+1.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

-0.55

+0.74

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

-0.77

+1.05

Correlation

The correlation between DXHYX and SOPIX is -0.65. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

DXHYX vs. SOPIX - Dividend Comparison

DXHYX's dividend yield for the trailing twelve months is around 5.23%, more than SOPIX's 1.94% yield.


TTM202520242023202220212020201920182017
DXHYX
Direxion Monthly High Yield Bull 1.2X Fund
5.23%4.32%4.75%6.08%12.11%2.06%6.32%9.95%4.99%3.57%
SOPIX
ProFunds Short NASDAQ-100 Fund
1.94%2.14%0.00%6.71%0.00%0.00%0.00%0.29%0.00%0.00%

Drawdowns

DXHYX vs. SOPIX - Drawdown Comparison

The maximum DXHYX drawdown since its inception was -26.40%, smaller than the maximum SOPIX drawdown of -98.92%. Use the drawdown chart below to compare losses from any high point for DXHYX and SOPIX.


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Drawdown Indicators


DXHYXSOPIXDifference

Max Drawdown

Largest peak-to-trough decline

-26.40%

-98.92%

+72.52%

Max Drawdown (1Y)

Largest decline over 1 year

-4.87%

-33.92%

+29.05%

Max Drawdown (5Y)

Largest decline over 5 years

-18.67%

-59.43%

+40.76%

Max Drawdown (10Y)

Largest decline over 10 years

-89.41%

Current Drawdown

Current decline from peak

-2.86%

-98.76%

+95.90%

Average Drawdown

Average peak-to-trough decline

-3.76%

-75.96%

+72.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.97%

27.20%

-26.23%

Volatility

DXHYX vs. SOPIX - Volatility Comparison

The current volatility for Direxion Monthly High Yield Bull 1.2X Fund (DXHYX) is 2.28%, while ProFunds Short NASDAQ-100 Fund (SOPIX) has a volatility of 5.28%. This indicates that DXHYX experiences smaller price fluctuations and is considered to be less risky than SOPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DXHYXSOPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.28%

5.28%

-3.00%

Volatility (6M)

Calculated over the trailing 6-month period

3.18%

12.29%

-9.11%

Volatility (1Y)

Calculated over the trailing 1-year period

6.55%

24.87%

-18.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.43%

23.36%

-14.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.40%

22.42%

-13.02%