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DXSLX vs. IDPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DXSLX vs. IDPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Monthly S&P 500 Bull 1.75X Fund (DXSLX) and ProFunds Industrial Ultra Sector Fund (IDPIX). The values are adjusted to include any dividend payments, if applicable.

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DXSLX vs. IDPIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DXSLX
Direxion Monthly S&P 500 Bull 1.75X Fund
-13.57%25.05%37.66%39.91%-37.35%59.07%27.52%61.52%-14.82%98.50%
IDPIX
ProFunds Industrial Ultra Sector Fund
0.57%22.76%16.21%21.47%-24.36%25.42%18.08%46.48%-20.05%29.39%

Returns By Period

In the year-to-date period, DXSLX achieves a -13.57% return, which is significantly lower than IDPIX's 0.57% return. Over the past 10 years, DXSLX has outperformed IDPIX with an annualized return of 23.88%, while IDPIX has yielded a comparatively lower 13.36% annualized return.


DXSLX

1D
-0.71%
1M
-13.82%
YTD
-13.57%
6M
-10.69%
1Y
18.71%
3Y*
23.11%
5Y*
13.19%
10Y*
23.88%

IDPIX

1D
-2.46%
1M
-16.95%
YTD
0.57%
6M
0.55%
1Y
25.56%
3Y*
18.80%
5Y*
7.98%
10Y*
13.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DXSLX vs. IDPIX - Expense Ratio Comparison

DXSLX has a 1.35% expense ratio, which is lower than IDPIX's 1.75% expense ratio.


Return for Risk

DXSLX vs. IDPIX — Risk / Return Rank

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

DXSLX
DXSLX Risk / Return Rank: 3131
Overall Rank
DXSLX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
DXSLX Sortino Ratio Rank: 3434
Sortino Ratio Rank
DXSLX Omega Ratio Rank: 3535
Omega Ratio Rank
DXSLX Calmar Ratio Rank: 2626
Calmar Ratio Rank
DXSLX Martin Ratio Rank: 3333
Martin Ratio Rank

IDPIX
IDPIX Risk / Return Rank: 4848
Overall Rank
IDPIX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
IDPIX Sortino Ratio Rank: 5050
Sortino Ratio Rank
IDPIX Omega Ratio Rank: 4747
Omega Ratio Rank
IDPIX Calmar Ratio Rank: 5151
Calmar Ratio Rank
IDPIX Martin Ratio Rank: 4747
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.

DXSLX vs. IDPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Monthly S&P 500 Bull 1.75X Fund (DXSLX) and ProFunds Industrial Ultra Sector Fund (IDPIX). 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.


DXSLXIDPIXDifference

Sharpe ratio

Return per unit of total volatility

0.62

0.93

-0.31

Sortino ratio

Return per unit of downside risk

1.13

1.42

-0.28

Omega ratio

Gain probability vs. loss probability

1.16

1.20

-0.04

Calmar ratio

Return relative to maximum drawdown

0.74

1.23

-0.49

Martin ratio

Return relative to average drawdown

3.51

4.75

-1.24

DXSLX vs. IDPIX - Sharpe Ratio Comparison

The current DXSLX Sharpe Ratio is 0.62, which is lower than the IDPIX Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of DXSLX and IDPIX, 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


DXSLXIDPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

0.93

-0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.30

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.45

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.33

+0.11

Correlation

The correlation between DXSLX and IDPIX is 0.90, 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

DXSLX vs. IDPIX - Dividend Comparison

DXSLX's dividend yield for the trailing twelve months is around 8.82%, more than IDPIX's 1.75% yield.


TTM20252024202320222021202020192018201720162015
DXSLX
Direxion Monthly S&P 500 Bull 1.75X Fund
8.82%7.93%10.57%0.00%0.00%7.89%2.42%4.41%7.21%34.95%0.00%25.71%
IDPIX
ProFunds Industrial Ultra Sector Fund
1.75%1.76%0.00%0.00%0.00%4.04%0.00%0.00%0.00%0.00%0.00%0.62%

Drawdowns

DXSLX vs. IDPIX - Drawdown Comparison

The maximum DXSLX drawdown since its inception was -91.80%, which is greater than IDPIX's maximum drawdown of -79.54%. Use the drawdown chart below to compare losses from any high point for DXSLX and IDPIX.


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Drawdown Indicators


DXSLXIDPIXDifference

Max Drawdown

Largest peak-to-trough decline

-91.80%

-79.54%

-12.26%

Max Drawdown (1Y)

Largest decline over 1 year

-21.12%

-18.50%

-2.62%

Max Drawdown (5Y)

Largest decline over 5 years

-44.67%

-37.93%

-6.74%

Max Drawdown (10Y)

Largest decline over 10 years

-61.09%

-55.09%

-6.00%

Current Drawdown

Current decline from peak

-16.30%

-18.15%

+1.85%

Average Drawdown

Average peak-to-trough decline

-21.72%

-15.04%

-6.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.45%

4.81%

-0.36%

Volatility

DXSLX vs. IDPIX - Volatility Comparison

The current volatility for Direxion Monthly S&P 500 Bull 1.75X Fund (DXSLX) is 7.65%, while ProFunds Industrial Ultra Sector Fund (IDPIX) has a volatility of 8.15%. This indicates that DXSLX experiences smaller price fluctuations and is considered to be less risky than IDPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DXSLXIDPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.65%

8.15%

-0.50%

Volatility (6M)

Calculated over the trailing 6-month period

16.04%

16.86%

-0.82%

Volatility (1Y)

Calculated over the trailing 1-year period

32.26%

28.85%

+3.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.31%

26.56%

+4.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.56%

29.55%

+9.01%