DXNLX vs. VOO
Compare and contrast key facts about Direxion Monthly NASDAQ-100 Bull 1.25X Fund (DXNLX) and Vanguard S&P 500 ETF (VOO).
DXNLX is managed by Direxion. It was launched on Mar 31, 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
DXNLX vs. VOO - Performance Comparison
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DXNLX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VOO Vanguard S&P 500 ETF | -4.42% | 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, DXNLX achieves a -11.90% return, which is significantly lower than VOO's -4.42% return.
DXNLX
- 1D
- -0.99%
- 1M
- -10.20%
- YTD
- -11.90%
- 6M
- -9.94%
- 1Y
- 20.75%
- 3Y*
- 22.54%
- 5Y*
- 12.16%
- 10Y*
- —
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
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DXNLX vs. VOO - Expense Ratio Comparison
DXNLX has a 1.19% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
DXNLX vs. VOO — Risk / Return Rank
DXNLX
VOO
DXNLX vs. VOO - 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 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.
| DXNLX | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.75 | 0.98 | -0.23 |
Sortino ratioReturn per unit of downside risk | 1.29 | 1.50 | -0.21 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.23 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.05 | 1.53 | -0.49 |
Martin ratioReturn relative to average drawdown | 3.72 | 7.29 | -3.57 |
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
| DXNLX | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.75 | 0.98 | -0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.70 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.83 | -0.12 |
Correlation
The correlation between DXNLX and VOO is 0.90, 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
DXNLX vs. VOO - Dividend Comparison
DXNLX's dividend yield for the trailing twelve months is around 1.13%, less than VOO's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
DXNLX vs. VOO - Drawdown Comparison
The maximum DXNLX drawdown since its inception was -43.77%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DXNLX and VOO.
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Drawdown Indicators
| DXNLX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.77% | -33.99% | -9.78% |
Max Drawdown (1Y)Largest decline over 1 year | -15.93% | -11.98% | -3.95% |
Max Drawdown (5Y)Largest decline over 5 years | -43.77% | -24.52% | -19.25% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.99% | — |
Current DrawdownCurrent decline from peak | -15.91% | -6.29% | -9.62% |
Average DrawdownAverage peak-to-trough decline | -8.83% | -3.72% | -5.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.49% | 2.52% | +1.97% |
Volatility
DXNLX vs. VOO - Volatility Comparison
Direxion Monthly NASDAQ-100 Bull 1.25X Fund (DXNLX) has a higher volatility of 6.78% compared to Vanguard S&P 500 ETF (VOO) at 5.29%. This indicates that DXNLX's price experiences larger fluctuations and is considered to be riskier 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
| DXNLX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.78% | 5.29% | +1.49% |
Volatility (6M)Calculated over the trailing 6-month period | 15.55% | 9.44% | +6.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.97% | 18.10% | +9.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.22% | 16.82% | +11.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.94% | 17.99% | +10.95% |