DXSLX vs. VOO
Compare and contrast key facts about Direxion Monthly S&P 500 Bull 1.75X Fund (DXSLX) and Vanguard S&P 500 ETF (VOO).
DXSLX is a passively managed fund by Direxion that tracks the performance of the S&P 500 Index. 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. Both DXSLX and VOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
DXSLX vs. VOO - Performance Comparison
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DXSLX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
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, DXSLX achieves a -13.57% return, which is significantly lower than VOO's -4.42% return. Over the past 10 years, DXSLX has outperformed VOO with an annualized return of 23.88%, while VOO has yielded a comparatively lower 14.05% 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%
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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DXSLX vs. VOO - Expense Ratio Comparison
DXSLX has a 1.35% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
DXSLX vs. VOO — Risk / Return Rank
DXSLX
VOO
DXSLX vs. VOO - 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 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.
| DXSLX | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.62 | 0.98 | -0.36 |
Sortino ratioReturn per unit of downside risk | 1.13 | 1.50 | -0.36 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.23 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.74 | 1.53 | -0.79 |
Martin ratioReturn relative to average drawdown | 3.51 | 7.29 | -3.78 |
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
| DXSLX | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 0.98 | -0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.70 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.78 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.83 | -0.39 |
Correlation
The correlation between DXSLX and VOO is 0.99, 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. VOO - Dividend Comparison
DXSLX's dividend yield for the trailing twelve months is around 8.82%, more than VOO's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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
DXSLX vs. VOO - Drawdown Comparison
The maximum DXSLX drawdown since its inception was -91.80%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DXSLX and VOO.
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Drawdown Indicators
| DXSLX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.80% | -33.99% | -57.81% |
Max Drawdown (1Y)Largest decline over 1 year | -21.12% | -11.98% | -9.14% |
Max Drawdown (5Y)Largest decline over 5 years | -44.67% | -24.52% | -20.15% |
Max Drawdown (10Y)Largest decline over 10 years | -61.09% | -33.99% | -27.10% |
Current DrawdownCurrent decline from peak | -16.30% | -6.29% | -10.01% |
Average DrawdownAverage peak-to-trough decline | -21.72% | -3.72% | -18.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.45% | 2.52% | +1.93% |
Volatility
DXSLX vs. VOO - Volatility Comparison
Direxion Monthly S&P 500 Bull 1.75X Fund (DXSLX) has a higher volatility of 7.65% compared to Vanguard S&P 500 ETF (VOO) at 5.29%. This indicates that DXSLX'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
| DXSLX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.65% | 5.29% | +2.36% |
Volatility (6M)Calculated over the trailing 6-month period | 16.04% | 9.44% | +6.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.26% | 18.10% | +14.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.31% | 16.82% | +14.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.56% | 17.99% | +20.57% |