DXQLX vs. VOO
Compare and contrast key facts about Direxion Monthly NASDAQ-100 Bull 1.75X Fund (DXQLX) and Vanguard S&P 500 ETF (VOO).
DXQLX is a passively managed fund by Direxion that tracks the performance of the . It was launched on May 1, 2006. 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
DXQLX vs. VOO - Performance Comparison
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DXQLX vs. VOO - 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% |
VOO Vanguard S&P 500 ETF | -4.42% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, DXQLX achieves a -16.65% return, which is significantly lower than VOO's -4.42% return. Over the past 10 years, DXQLX has outperformed VOO with an annualized return of 28.82%, while VOO has yielded a comparatively lower 14.05% 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%
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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DXQLX vs. VOO - Expense Ratio Comparison
DXQLX has a 1.39% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
DXQLX vs. VOO — Risk / Return Rank
DXQLX
VOO
DXQLX vs. VOO - 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 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.
| DXQLX | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.70 | 0.98 | -0.28 |
Sortino ratioReturn per unit of downside risk | 1.31 | 1.50 | -0.19 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.23 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.99 | 1.53 | -0.54 |
Martin ratioReturn relative to average drawdown | 3.53 | 7.29 | -3.76 |
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 | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.70 | 0.98 | -0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.70 | -0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.09 | 0.78 | -0.69 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.01 | 0.83 | -0.82 |
Correlation
The correlation between DXQLX and VOO is 0.88, 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. VOO - Dividend Comparison
DXQLX's dividend yield for the trailing twelve months is around 17.75%, more than VOO's 1.19% 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% |
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
DXQLX vs. VOO - Drawdown Comparison
The maximum DXQLX drawdown since its inception was -97.24%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DXQLX and VOO.
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Drawdown Indicators
| DXQLX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.24% | -33.99% | -63.25% |
Max Drawdown (1Y)Largest decline over 1 year | -22.05% | -11.98% | -10.07% |
Max Drawdown (5Y)Largest decline over 5 years | -60.79% | -24.52% | -36.27% |
Max Drawdown (10Y)Largest decline over 10 years | -87.23% | -33.99% | -53.24% |
Current DrawdownCurrent decline from peak | -21.88% | -6.29% | -15.59% |
Average DrawdownAverage peak-to-trough decline | -66.36% | -3.72% | -62.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.20% | 2.52% | +3.68% |
Volatility
DXQLX vs. VOO - Volatility Comparison
Direxion Monthly NASDAQ-100 Bull 1.75X Fund (DXQLX) has a higher volatility of 9.63% compared to Vanguard S&P 500 ETF (VOO) at 5.29%. This indicates that DXQLX'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
| DXQLX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.63% | 5.29% | +4.34% |
Volatility (6M)Calculated over the trailing 6-month period | 21.96% | 9.44% | +12.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.19% | 18.10% | +22.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.24% | 16.82% | +25.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 316.44% | 17.99% | +298.45% |