DXHYX vs. VOO
Compare and contrast key facts about Direxion Monthly High Yield Bull 1.2X Fund (DXHYX) and Vanguard S&P 500 ETF (VOO).
DXHYX is managed by Direxion. It was launched on Feb 17, 2016. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
DXHYX vs. VOO - Performance Comparison
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DXHYX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DXHYX Direxion Monthly High Yield Bull 1.2X Fund | -1.20% | 6.56% | 6.47% | 10.88% | -13.99% | 3.00% | 2.26% | 12.61% | -3.82% | 5.22% |
VOO Vanguard S&P 500 ETF | -3.66% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 20.93% |
Returns By Period
In the year-to-date period, DXHYX achieves a -1.20% return, which is significantly higher than VOO's -3.66% return.
DXHYX
- 1D
- 1.04%
- 1M
- -1.22%
- YTD
- -1.20%
- 6M
- -0.41%
- 1Y
- 5.19%
- 3Y*
- 6.21%
- 5Y*
- 1.72%
- 10Y*
- —
VOO
- 1D
- 0.79%
- 1M
- -4.29%
- YTD
- -3.66%
- 6M
- -1.41%
- 1Y
- 18.17%
- 3Y*
- 18.58%
- 5Y*
- 11.93%
- 10Y*
- 14.14%
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DXHYX vs. VOO - Expense Ratio Comparison
DXHYX has a 1.35% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
DXHYX vs. VOO — Risk / Return Rank
DXHYX
VOO
DXHYX vs. VOO - 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 Vanguard S&P 500 ETF (VOO). 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.
| DXHYX | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 1.01 | -0.17 |
Sortino ratioReturn per unit of downside risk | 1.25 | 1.53 | -0.29 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.23 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.15 | 1.55 | -0.40 |
Martin ratioReturn relative to average drawdown | 5.72 | 7.31 | -1.59 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DXHYX | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 1.01 | -0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.71 | -0.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.79 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.83 | -0.54 |
Correlation
The correlation between DXHYX and VOO is 0.72, 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
DXHYX vs. VOO - Dividend Comparison
DXHYX's dividend yield for the trailing twelve months is around 5.17%, more than VOO's 1.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DXHYX Direxion Monthly High Yield Bull 1.2X Fund | 5.17% | 4.32% | 4.75% | 6.08% | 12.11% | 2.06% | 6.32% | 9.95% | 4.99% | 3.57% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
DXHYX vs. VOO - Drawdown Comparison
The maximum DXHYX drawdown since its inception was -26.40%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DXHYX and VOO.
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Drawdown Indicators
| DXHYX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.40% | -33.99% | +7.59% |
Max Drawdown (1Y)Largest decline over 1 year | -4.87% | -11.98% | +7.11% |
Max Drawdown (5Y)Largest decline over 5 years | -18.67% | -24.52% | +5.85% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.99% | — |
Current DrawdownCurrent decline from peak | -1.84% | -5.55% | +3.71% |
Average DrawdownAverage peak-to-trough decline | -3.75% | -3.72% | -0.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.98% | 2.55% | -1.57% |
Volatility
DXHYX vs. VOO - Volatility Comparison
The current volatility for Direxion Monthly High Yield Bull 1.2X Fund (DXHYX) is 2.55%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.34%. This indicates that DXHYX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DXHYX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.55% | 5.34% | -2.79% |
Volatility (6M)Calculated over the trailing 6-month period | 3.34% | 9.47% | -6.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.62% | 18.11% | -11.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.44% | 16.82% | -8.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.41% | 17.99% | -8.58% |