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DXKSX vs. FNPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DXKSX vs. FNPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Monthly 7-10 Year Treasury Bear 1.75X Fund (DXKSX) and ProFunds Financials UltraSector Fund (FNPIX). The values are adjusted to include any dividend payments, if applicable.

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DXKSX vs. FNPIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DXKSX
Direxion Monthly 7-10 Year Treasury Bear 1.75X Fund
2.46%-3.26%12.62%3.03%35.65%4.73%-13.02%-11.52%-0.00%-5.45%
FNPIX
ProFunds Financials UltraSector Fund
-17.62%16.39%38.51%18.34%-23.84%57.11%-9.83%46.49%-17.23%27.19%

Returns By Period

In the year-to-date period, DXKSX achieves a 2.46% return, which is significantly higher than FNPIX's -17.62% return. Over the past 10 years, DXKSX has underperformed FNPIX with an annualized return of 2.26%, while FNPIX has yielded a comparatively higher 13.01% annualized return.


DXKSX

1D
-1.12%
1M
5.16%
YTD
2.46%
6M
3.34%
1Y
3.20%
3Y*
6.61%
5Y*
7.88%
10Y*
2.26%

FNPIX

1D
1.61%
1M
-8.68%
YTD
-17.62%
6M
-16.27%
1Y
-7.81%
3Y*
18.00%
5Y*
9.78%
10Y*
13.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DXKSX vs. FNPIX - Expense Ratio Comparison

DXKSX has a 1.35% expense ratio, which is lower than FNPIX's 1.72% expense ratio.


Return for Risk

DXKSX vs. FNPIX — Risk / Return Rank

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

DXKSX
DXKSX Risk / Return Rank: 1010
Overall Rank
DXKSX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
DXKSX Sortino Ratio Rank: 1010
Sortino Ratio Rank
DXKSX Omega Ratio Rank: 99
Omega Ratio Rank
DXKSX Calmar Ratio Rank: 1010
Calmar Ratio Rank
DXKSX Martin Ratio Rank: 88
Martin Ratio Rank

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

DXKSX vs. FNPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Monthly 7-10 Year Treasury Bear 1.75X Fund (DXKSX) and ProFunds Financials UltraSector Fund (FNPIX). 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.


DXKSXFNPIXDifference

Sharpe ratio

Return per unit of total volatility

0.29

-0.21

+0.50

Sortino ratio

Return per unit of downside risk

0.48

-0.10

+0.58

Omega ratio

Gain probability vs. loss probability

1.05

0.99

+0.07

Calmar ratio

Return relative to maximum drawdown

0.21

-0.39

+0.61

Martin ratio

Return relative to average drawdown

0.38

-1.18

+1.55

DXKSX vs. FNPIX - Sharpe Ratio Comparison

The current DXKSX Sharpe Ratio is 0.29, which is higher than the FNPIX Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of DXKSX and FNPIX, 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


DXKSXFNPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.29

-0.21

+0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.36

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.18

0.43

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.40

0.09

-0.49

Correlation

The correlation between DXKSX and FNPIX is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

DXKSX vs. FNPIX - Dividend Comparison

DXKSX's dividend yield for the trailing twelve months is around 11.97%, while FNPIX has not paid dividends to shareholders.


TTM2025202420232022202120202019
DXKSX
Direxion Monthly 7-10 Year Treasury Bear 1.75X Fund
11.97%0.00%9.44%8.98%0.00%0.00%6.10%1.26%
FNPIX
ProFunds Financials UltraSector Fund
0.00%0.00%0.49%0.25%0.00%13.10%0.00%1.70%

Drawdowns

DXKSX vs. FNPIX - Drawdown Comparison

The maximum DXKSX drawdown since its inception was -85.78%, smaller than the maximum FNPIX drawdown of -93.14%. Use the drawdown chart below to compare losses from any high point for DXKSX and FNPIX.


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Drawdown Indicators


DXKSXFNPIXDifference

Max Drawdown

Largest peak-to-trough decline

-85.78%

-93.14%

+7.36%

Max Drawdown (1Y)

Largest decline over 1 year

-6.43%

-22.37%

+15.94%

Max Drawdown (5Y)

Largest decline over 5 years

-14.02%

-37.80%

+23.78%

Max Drawdown (10Y)

Largest decline over 10 years

-36.52%

-58.23%

+21.71%

Current Drawdown

Current decline from peak

-74.34%

-21.12%

-53.22%

Average Drawdown

Average peak-to-trough decline

-61.21%

-36.37%

-24.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.64%

7.50%

-3.86%

Volatility

DXKSX vs. FNPIX - Volatility Comparison

The current volatility for Direxion Monthly 7-10 Year Treasury Bear 1.75X Fund (DXKSX) is 3.24%, while ProFunds Financials UltraSector Fund (FNPIX) has a volatility of 6.14%. This indicates that DXKSX experiences smaller price fluctuations and is considered to be less risky than FNPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DXKSXFNPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.24%

6.14%

-2.90%

Volatility (6M)

Calculated over the trailing 6-month period

5.60%

16.85%

-11.25%

Volatility (1Y)

Calculated over the trailing 1-year period

9.37%

28.86%

-19.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.86%

27.38%

-13.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.58%

30.68%

-18.10%