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DXQLX vs. BRK-B
Performance
Return for Risk
Dividends
Drawdowns
Volatility

DXQLX vs. BRK-B

Last updated Apr 2, 2026

Compare and contrast key facts about Direxion Monthly NASDAQ-100 Bull 1.75X Fund (DXQLX) and Berkshire Hathaway Inc. (BRK-B).

DXQLX is a passively managed fund by Direxion that tracks the performance of the . It was launched on May 1, 2006.

Performance

DXQLX vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Monthly NASDAQ-100 Bull 1.75X Fund (DXQLX) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

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DXQLX vs. BRK-B - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
DXQLX
Direxion Monthly NASDAQ-100 Bull 1.75X Fund		-11.33%29.99%39.26%97.59%-57.72%55.98%100.94%79.36%-81.54%743.06%
BRK-B
Berkshire Hathaway Inc.		-4.80%10.89%27.09%15.46%3.31%28.95%2.37%10.93%3.01%21.62%

Returns By Period

In the year-to-date period, DXQLX achieves a -11.33% return, which is significantly lower than BRK-B's -4.80% return. Over the past 10 years, DXQLX has outperformed BRK-B with an annualized return of 29.62%, while BRK-B has yielded a comparatively lower 12.78% annualized return.

DXQLX

1D
6.38%
1M
-9.02%
YTD
-11.33%
6M
-9.50%
1Y
34.39%
3Y*
32.72%
5Y*
14.44%
10Y*
29.62%

BRK-B

1D
-0.15%
1M
-0.35%
YTD
-4.80%
6M
-3.95%
1Y
-10.22%
3Y*
15.72%
5Y*
13.13%
10Y*
12.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Direxion Monthly NASDAQ-100 Bull 1.75X Fund

Berkshire Hathaway Inc.

Often compared with DXQLX:
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Often compared with BRK-B:
BRK-B vs. SPYBRK-B vs. VOOBRK-B vs. BRK-ABRK-B vs. QQQBRK-B vs. ^NDXBRK-B vs. VTIBRK-B vs. VGT

Return for Risk

DXQLX vs. BRK-B — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DXQLX
DXQLX Risk / Return Rank: 5555
Overall Rank
DXQLX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
DXQLX Sortino Ratio Rank: 5656
Sortino Ratio Rank
DXQLX Omega Ratio Rank: 5050
Omega Ratio Rank
DXQLX Calmar Ratio Rank: 6868
Calmar Ratio Rank
DXQLX Martin Ratio Rank: 5858
Martin Ratio Rank
BRK-B
BRK-B Risk / Return Rank: 1717
Overall Rank
BRK-B Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 1616
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 1616
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 1717
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 1919
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.

DXQLX vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Monthly NASDAQ-100 Bull 1.75X Fund (DXQLX) and Berkshire Hathaway Inc. (BRK-B). 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.

DXQLXBRK-BDifference

Sharpe ratio

Return per unit of total volatility

0.90

-0.56

+1.46

Sortino ratio

Return per unit of downside risk

1.56

-0.65

+2.21

Omega ratio

Gain probability vs. loss probability

1.21

0.91

+0.30

Calmar ratio

Return relative to maximum drawdown

1.64

-0.68

+2.32

Martin ratio

Return relative to average drawdown

5.76

-1.16

+6.92

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DXQLX vs. BRK-B - Sharpe Ratio Comparison

The current DXQLX Sharpe Ratio is 0.90, which is higher than the BRK-B Sharpe Ratio of -0.56. The chart below compares the historical Sharpe Ratios of DXQLX and BRK-B, 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

DXQLXBRK-BDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

-0.56

+1.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.77

-0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.09

0.66

-0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

0.48

-0.47

Correlation

The correlation between DXQLX and BRK-B is 0.47, 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

DXQLX vs. BRK-B - Dividend Comparison

DXQLX's dividend yield for the trailing twelve months is around 16.69%, while BRK-B has not paid dividends to shareholders.

TTM202520242023202220212020201920182017
DXQLX
Direxion Monthly NASDAQ-100 Bull 1.75X Fund		16.69%14.50%0.33%0.00%0.00%11.75%10.90%3.37%7.37%5.72%
BRK-B
Berkshire Hathaway Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DXQLX vs. BRK-B - Drawdown Comparison

The maximum DXQLX drawdown since its inception was -97.24%, which is greater than BRK-B's maximum drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for DXQLX and BRK-B.

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Drawdown Indicators

DXQLXBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-97.24%

-53.86%

-43.38%

Max Drawdown (1Y)

Largest decline over 1 year

-22.05%

-14.95%

-7.10%

Max Drawdown (5Y)

Largest decline over 5 years

-60.79%

-26.58%

-34.21%

Max Drawdown (10Y)

Largest decline over 10 years

-87.23%

-29.57%

-57.66%

Current Drawdown

Current decline from peak

-16.89%

-11.36%

-5.53%

Average Drawdown

Average peak-to-trough decline

-66.35%

-11.07%

-55.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.29%

8.72%

-2.43%

Volatility

DXQLX vs. BRK-B - Volatility Comparison

Direxion Monthly NASDAQ-100 Bull 1.75X Fund (DXQLX) has a higher volatility of 11.85% compared to Berkshire Hathaway Inc. (BRK-B) at 4.33%. This indicates that DXQLX's price experiences larger fluctuations and is considered to be riskier than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

DXQLXBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.85%

4.33%

+7.52%

Volatility (6M)

Calculated over the trailing 6-month period

22.83%

11.14%

+11.69%

Volatility (1Y)

Calculated over the trailing 1-year period

40.60%

18.30%

+22.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.31%

17.20%

+25.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

316.45%

19.45%

+297.00%