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DXQLX vs. UHPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DXQLX vs. UHPIX - 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 ProFunds UltraShort China (UHPIX). The values are adjusted to include any dividend payments, if applicable.

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DXQLX vs. UHPIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DXQLX
Direxion Monthly NASDAQ-100 Bull 1.75X Fund
-16.65%29.99%39.26%97.59%-57.72%55.98%100.94%79.36%-81.54%743.06%
UHPIX
ProFunds UltraShort China
30.33%-49.82%-29.87%-26.13%-63.62%94.89%-64.76%-43.34%39.47%-57.67%

Returns By Period

In the year-to-date period, DXQLX achieves a -16.65% return, which is significantly lower than UHPIX's 30.33% return. Over the past 10 years, DXQLX has outperformed UHPIX with an annualized return of 28.82%, while UHPIX has yielded a comparatively lower -30.64% annualized return.


DXQLX

1D
-1.45%
1M
-14.31%
YTD
-16.65%
6M
-14.21%
1Y
28.10%
3Y*
30.01%
5Y*
13.83%
10Y*
28.82%

UHPIX

1D
1.10%
1M
20.61%
YTD
30.33%
6M
70.89%
1Y
6.73%
3Y*
-23.76%
5Y*
-24.26%
10Y*
-30.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DXQLX vs. UHPIX - Expense Ratio Comparison

DXQLX has a 1.39% expense ratio, which is lower than UHPIX's 1.78% expense ratio.


Return for Risk

DXQLX vs. UHPIX — Risk / Return Rank

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

DXQLX
DXQLX Risk / Return Rank: 3838
Overall Rank
DXQLX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
DXQLX Sortino Ratio Rank: 4545
Sortino Ratio Rank
DXQLX Omega Ratio Rank: 4141
Omega Ratio Rank
DXQLX Calmar Ratio Rank: 3838
Calmar Ratio Rank
DXQLX Martin Ratio Rank: 3333
Martin Ratio Rank

UHPIX
UHPIX Risk / Return Rank: 1010
Overall Rank
UHPIX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
UHPIX Sortino Ratio Rank: 1313
Sortino Ratio Rank
UHPIX Omega Ratio Rank: 1111
Omega Ratio Rank
UHPIX Calmar Ratio Rank: 1010
Calmar Ratio Rank
UHPIX Martin Ratio Rank: 88
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. UHPIX - 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 ProFunds UltraShort China (UHPIX). 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.


DXQLXUHPIXDifference

Sharpe ratio

Return per unit of total volatility

0.70

0.14

+0.57

Sortino ratio

Return per unit of downside risk

1.31

0.61

+0.69

Omega ratio

Gain probability vs. loss probability

1.18

1.07

+0.10

Calmar ratio

Return relative to maximum drawdown

0.99

0.23

+0.76

Martin ratio

Return relative to average drawdown

3.53

0.33

+3.20

DXQLX vs. UHPIX - Sharpe Ratio Comparison

The current DXQLX Sharpe Ratio is 0.70, which is higher than the UHPIX Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of DXQLX and UHPIX, 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


DXQLXUHPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

0.14

+0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

-0.29

+0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.09

-0.10

+0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

-0.13

+0.14

Correlation

The correlation between DXQLX and UHPIX is -0.61. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

DXQLX vs. UHPIX - Dividend Comparison

DXQLX's dividend yield for the trailing twelve months is around 17.75%, more than UHPIX's 3.29% yield.


TTM202520242023202220212020201920182017
DXQLX
Direxion Monthly NASDAQ-100 Bull 1.75X Fund
17.75%14.50%0.33%0.00%0.00%11.75%10.90%3.37%7.37%5.72%
UHPIX
ProFunds UltraShort China
3.29%4.29%0.00%3.45%0.00%0.00%0.00%0.55%0.00%0.00%

Drawdowns

DXQLX vs. UHPIX - Drawdown Comparison

The maximum DXQLX drawdown since its inception was -97.24%, roughly equal to the maximum UHPIX drawdown of -99.98%. Use the drawdown chart below to compare losses from any high point for DXQLX and UHPIX.


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Drawdown Indicators


DXQLXUHPIXDifference

Max Drawdown

Largest peak-to-trough decline

-97.24%

-99.98%

+2.74%

Max Drawdown (1Y)

Largest decline over 1 year

-22.05%

-60.89%

+38.84%

Max Drawdown (5Y)

Largest decline over 5 years

-60.79%

-96.64%

+35.85%

Max Drawdown (10Y)

Largest decline over 10 years

-87.23%

-98.81%

+11.58%

Current Drawdown

Current decline from peak

-21.88%

-99.96%

+78.08%

Average Drawdown

Average peak-to-trough decline

-66.36%

-93.36%

+27.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.20%

42.61%

-36.41%

Volatility

DXQLX vs. UHPIX - Volatility Comparison

The current volatility for Direxion Monthly NASDAQ-100 Bull 1.75X Fund (DXQLX) is 9.63%, while ProFunds UltraShort China (UHPIX) has a volatility of 15.76%. This indicates that DXQLX experiences smaller price fluctuations and is considered to be less risky than UHPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DXQLXUHPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.63%

15.76%

-6.13%

Volatility (6M)

Calculated over the trailing 6-month period

21.96%

37.13%

-15.17%

Volatility (1Y)

Calculated over the trailing 1-year period

40.19%

58.18%

-17.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.24%

82.91%

-40.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

316.44%

320.74%

-4.30%