DXQLX vs. BRK-B
DXQLX (Direxion Monthly NASDAQ-100 Bull 1.75X Fund) is Leveraged Equities fund managed by Direxion, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 10 years, DXQLX returned 34.30%/yr vs 13.03%/yr for BRK-B. At a 0.47 correlation, their price movements are largely independent.
Performance
DXQLX vs. BRK-B - Performance Comparison
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Returns By Period
In the year-to-date period, DXQLX achieves a 28.38% return, which is significantly higher than BRK-B's -1.15% return. Over the past 10 years, DXQLX has outperformed BRK-B with an annualized return of 34.30%, while BRK-B has yielded a comparatively lower 13.03% annualized return.
DXQLX
- 1D
- 0.53%
- 1M
- 0.80%
- 6M
- 23.99%
- YTD
- 28.38%
- 1Y
- 50.32%
- 3Y*
- 39.45%
- 5Y*
- 18.32%
- 10Y*
- 34.30%
BRK-B
- 1D
- 0.64%
- 1M
- 1.55%
- 6M
- -0.36%
- YTD
- -1.15%
- 1Y
- 4.41%
- 3Y*
- 13.36%
- 5Y*
- 12.29%
- 10Y*
- 13.03%
DXQLX vs. BRK-B - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DXQLX Direxion Monthly NASDAQ-100 Bull 1.75X Fund | 28.38% | 29.99% | 39.26% | 97.59% | -57.72% | 55.98% | 100.94% | 79.36% | -7.68% | 68.61% |
BRK-B Berkshire Hathaway Inc. | -1.15% | 10.89% | 27.09% | 15.46% | 3.31% | 28.95% | 2.37% | 10.93% | 3.01% | 21.62% |
Correlation
The correlation between DXQLX and BRK-B is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since May 1, 2006 | 0.47 |
The correlation between DXQLX and BRK-B shifts across timeframes, from -0.09 (1 year) to 0.47 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DXQLX vs. BRK-B — Risk / Return Rank
DXQLX
BRK-B
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DXQLX | BRK-B | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.23 | ||
| Sortino ratioReturn per unit of downside risk | +1.52 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.06 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 2.28 | 0.47 | +1.81 |
| Martin ratioReturn relative to average drawdown | 7.87 | 0.99 | +6.88 |
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Drawdowns
DXQLX vs. BRK-B - Drawdown Comparison
The maximum DXQLX drawdown since its inception was -92.39%, 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
| DXQLX | BRK-B | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.39% | -53.86% | -38.53% |
Max Drawdown (1Y)Largest decline over 1 year | -21.88% | -9.42% | -12.46% |
Max Drawdown (3Y)Largest decline over 3 years | -37.99% | -14.95% | -23.04% |
Max Drawdown (5Y)Largest decline over 5 years | -60.79% | -26.58% | -34.21% |
Max Drawdown (10Y)Largest decline over 10 years | -60.79% | -29.57% | -31.22% |
Current DrawdownCurrent decline from peak | -5.15% | -7.96% | +2.81% |
Average DrawdownAverage peak-to-trough decline | -25.99% | -11.06% | -14.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.33% | 4.45% | +1.88% |
Volatility
DXQLX vs. BRK-B - Volatility Comparison
Direxion Monthly NASDAQ-100 Bull 1.75X Fund (DXQLX) has a higher volatility of 15.21% compared to Berkshire Hathaway Inc. (BRK-B) at 4.39%. 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
| DXQLX | BRK-B | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.21% | 4.39% | +10.82% |
Volatility (6M)Calculated over the trailing 6-month period | 26.77% | 10.97% | +15.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.46% | 14.54% | +17.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.73% | 17.11% | +25.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.60% | 19.40% | +25.20% |
Dividends
DXQLX vs. BRK-B - Dividend Comparison
DXQLX's dividend yield for the trailing twelve months is around 11.52%, while BRK-B has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
DXQLX Direxion Monthly NASDAQ-100 Bull 1.75X Fund | 11.52% | 14.50% | 0.33% | 0.00% | 0.00% | 11.75% | 10.90% | 3.37% | 7.37% | 5.72% |
Frequently Asked Questions
DXQLX and BRK-B have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DXQLX has higher volatility (15.21%) compared to BRK-B (4.39%). In terms of maximum drawdown, DXQLX dropped -92.39% vs BRK-B's -53.86%.
DXQLX currently has the higher Sharpe Ratio (1.54 vs 0.31), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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