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DXNLX vs. UMPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DXNLX vs. UMPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Monthly NASDAQ-100 Bull 1.25X Fund (DXNLX) and ProFunds UltraMid Cap Fund (UMPIX). The values are adjusted to include any dividend payments, if applicable.

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DXNLX vs. UMPIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DXNLX
Direxion Monthly NASDAQ-100 Bull 1.25X Fund
-11.90%22.13%28.56%66.63%-40.88%32.49%58.90%46.34%-3.37%37.37%
UMPIX
ProFunds UltraMid Cap Fund
-2.94%3.62%17.08%22.37%-32.05%55.65%5.21%48.88%-26.37%22.45%

Returns By Period

In the year-to-date period, DXNLX achieves a -11.90% return, which is significantly lower than UMPIX's -2.94% return.


DXNLX

1D
-0.99%
1M
-10.20%
YTD
-11.90%
6M
-9.94%
1Y
20.75%
3Y*
22.54%
5Y*
12.16%
10Y*

UMPIX

1D
-1.66%
1M
-16.14%
YTD
-2.94%
6M
-1.88%
1Y
16.94%
3Y*
11.17%
5Y*
3.80%
10Y*
10.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DXNLX vs. UMPIX - Expense Ratio Comparison

DXNLX has a 1.19% expense ratio, which is lower than UMPIX's 1.51% expense ratio.


Return for Risk

DXNLX vs. UMPIX — Risk / Return Rank

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

DXNLX
DXNLX Risk / Return Rank: 3838
Overall Rank
DXNLX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
DXNLX Sortino Ratio Rank: 4343
Sortino Ratio Rank
DXNLX Omega Ratio Rank: 3939
Omega Ratio Rank
DXNLX Calmar Ratio Rank: 4141
Calmar Ratio Rank
DXNLX Martin Ratio Rank: 3535
Martin Ratio Rank

UMPIX
UMPIX Risk / Return Rank: 1818
Overall Rank
UMPIX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
UMPIX Sortino Ratio Rank: 2020
Sortino Ratio Rank
UMPIX Omega Ratio Rank: 1919
Omega Ratio Rank
UMPIX Calmar Ratio Rank: 1717
Calmar Ratio Rank
UMPIX Martin Ratio Rank: 1818
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.

DXNLX vs. UMPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Monthly NASDAQ-100 Bull 1.25X Fund (DXNLX) and ProFunds UltraMid Cap Fund (UMPIX). 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.


DXNLXUMPIXDifference

Sharpe ratio

Return per unit of total volatility

0.75

0.42

+0.33

Sortino ratio

Return per unit of downside risk

1.29

0.87

+0.41

Omega ratio

Gain probability vs. loss probability

1.18

1.12

+0.06

Calmar ratio

Return relative to maximum drawdown

1.05

0.48

+0.56

Martin ratio

Return relative to average drawdown

3.72

1.90

+1.82

DXNLX vs. UMPIX - Sharpe Ratio Comparison

The current DXNLX Sharpe Ratio is 0.75, which is higher than the UMPIX Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of DXNLX and UMPIX, 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


DXNLXUMPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.75

0.42

+0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.10

+0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.20

+0.51

Correlation

The correlation between DXNLX and UMPIX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

DXNLX vs. UMPIX - Dividend Comparison

DXNLX's dividend yield for the trailing twelve months is around 1.13%, more than UMPIX's 0.19% yield.


TTM202520242023202220212020201920182017
DXNLX
Direxion Monthly NASDAQ-100 Bull 1.25X Fund
1.13%2.31%0.17%0.00%0.00%7.43%12.20%0.00%8.79%7.52%
UMPIX
ProFunds UltraMid Cap Fund
0.19%0.19%1.20%0.59%0.00%9.49%0.00%2.07%0.14%2.33%

Drawdowns

DXNLX vs. UMPIX - Drawdown Comparison

The maximum DXNLX drawdown since its inception was -43.77%, smaller than the maximum UMPIX drawdown of -85.51%. Use the drawdown chart below to compare losses from any high point for DXNLX and UMPIX.


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Drawdown Indicators


DXNLXUMPIXDifference

Max Drawdown

Largest peak-to-trough decline

-43.77%

-85.51%

+41.74%

Max Drawdown (1Y)

Largest decline over 1 year

-15.93%

-26.94%

+11.01%

Max Drawdown (5Y)

Largest decline over 5 years

-43.77%

-44.80%

+1.03%

Max Drawdown (10Y)

Largest decline over 10 years

-69.51%

Current Drawdown

Current decline from peak

-15.91%

-17.70%

+1.79%

Average Drawdown

Average peak-to-trough decline

-8.83%

-22.16%

+13.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.49%

6.85%

-2.36%

Volatility

DXNLX vs. UMPIX - Volatility Comparison

The current volatility for Direxion Monthly NASDAQ-100 Bull 1.25X Fund (DXNLX) is 6.78%, while ProFunds UltraMid Cap Fund (UMPIX) has a volatility of 11.53%. This indicates that DXNLX experiences smaller price fluctuations and is considered to be less risky than UMPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DXNLXUMPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.78%

11.53%

-4.75%

Volatility (6M)

Calculated over the trailing 6-month period

15.55%

22.98%

-7.43%

Volatility (1Y)

Calculated over the trailing 1-year period

27.97%

41.76%

-13.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.22%

39.50%

-11.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.94%

41.85%

-12.91%