DXQLX vs. VONE
Compare and contrast key facts about Direxion Monthly NASDAQ-100 Bull 1.75X Fund (DXQLX) and Vanguard Russell 1000 ETF (VONE).
DXQLX is a passively managed fund by Direxion that tracks the performance of the . It was launched on May 1, 2006. VONE is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 Index. It was launched on Sep 20, 2010.
Performance
DXQLX vs. VONE - Performance Comparison
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DXQLX vs. VONE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VONE Vanguard Russell 1000 ETF | -4.22% | 17.21% | 24.51% | 26.41% | -19.14% | 26.49% | 20.95% | 31.12% | -4.84% | 21.55% |
Returns By Period
In the year-to-date period, DXQLX achieves a -16.65% return, which is significantly lower than VONE's -4.22% return. Over the past 10 years, DXQLX has outperformed VONE with an annualized return of 28.82%, while VONE has yielded a comparatively lower 13.81% 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%
VONE
- 1D
- 2.94%
- 1M
- -4.97%
- YTD
- -4.22%
- 6M
- -1.83%
- 1Y
- 17.59%
- 3Y*
- 18.08%
- 5Y*
- 10.99%
- 10Y*
- 13.81%
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DXQLX vs. VONE - Expense Ratio Comparison
DXQLX has a 1.39% expense ratio, which is higher than VONE's 0.08% expense ratio.
Return for Risk
DXQLX vs. VONE — Risk / Return Rank
DXQLX
VONE
DXQLX vs. VONE - 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 Vanguard Russell 1000 ETF (VONE). 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.
| DXQLX | VONE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.70 | 0.97 | -0.27 |
Sortino ratioReturn per unit of downside risk | 1.31 | 1.48 | -0.17 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.22 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.99 | 1.50 | -0.51 |
Martin ratioReturn relative to average drawdown | 3.53 | 7.13 | -3.61 |
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
| DXQLX | VONE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.70 | 0.97 | -0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.65 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.09 | 0.76 | -0.67 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.01 | 0.80 | -0.79 |
Correlation
The correlation between DXQLX and VONE is 0.87, 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
DXQLX vs. VONE - Dividend Comparison
DXQLX's dividend yield for the trailing twelve months is around 17.75%, more than VONE's 1.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
VONE Vanguard Russell 1000 ETF | 1.14% | 1.07% | 1.20% | 1.40% | 1.59% | 1.16% | 1.45% | 1.65% | 1.96% | 1.69% | 1.89% | 1.89% |
Drawdowns
DXQLX vs. VONE - Drawdown Comparison
The maximum DXQLX drawdown since its inception was -97.24%, which is greater than VONE's maximum drawdown of -34.66%. Use the drawdown chart below to compare losses from any high point for DXQLX and VONE.
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Drawdown Indicators
| DXQLX | VONE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.24% | -34.66% | -62.58% |
Max Drawdown (1Y)Largest decline over 1 year | -22.05% | -12.11% | -9.94% |
Max Drawdown (5Y)Largest decline over 5 years | -60.79% | -25.12% | -35.67% |
Max Drawdown (10Y)Largest decline over 10 years | -87.23% | -34.66% | -52.57% |
Current DrawdownCurrent decline from peak | -21.88% | -6.17% | -15.71% |
Average DrawdownAverage peak-to-trough decline | -66.36% | -3.94% | -62.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.20% | 2.55% | +3.65% |
Volatility
DXQLX vs. VONE - Volatility Comparison
Direxion Monthly NASDAQ-100 Bull 1.75X Fund (DXQLX) has a higher volatility of 9.63% compared to Vanguard Russell 1000 ETF (VONE) at 5.36%. This indicates that DXQLX's price experiences larger fluctuations and is considered to be riskier than VONE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DXQLX | VONE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.63% | 5.36% | +4.27% |
Volatility (6M)Calculated over the trailing 6-month period | 21.96% | 9.59% | +12.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.19% | 18.20% | +21.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.24% | 17.09% | +25.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 316.44% | 18.23% | +298.21% |