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MIDU vs. AMAGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MIDU vs. AMAGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Mid Cap Bull 3X Shares (MIDU) and Amana Mutual Funds Trust Growth Fund (AMAGX). The values are adjusted to include any dividend payments, if applicable.

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MIDU vs. AMAGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MIDU
Direxion Daily Mid Cap Bull 3X Shares
5.27%-2.75%20.32%27.79%-49.27%72.89%-18.31%77.38%-39.21%46.86%
AMAGX
Amana Mutual Funds Trust Growth Fund
-3.22%17.62%15.73%25.67%-19.49%31.51%32.93%33.09%2.47%28.91%

Returns By Period

In the year-to-date period, MIDU achieves a 5.27% return, which is significantly higher than AMAGX's -3.22% return. Over the past 10 years, MIDU has underperformed AMAGX with an annualized return of 9.95%, while AMAGX has yielded a comparatively higher 15.74% annualized return.


MIDU

1D
2.70%
1M
-16.95%
YTD
5.27%
6M
4.71%
1Y
28.24%
3Y*
14.30%
5Y*
-1.16%
10Y*
9.95%

AMAGX

1D
3.57%
1M
-6.50%
YTD
-3.22%
6M
-1.86%
1Y
23.71%
3Y*
15.41%
5Y*
10.77%
10Y*
15.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MIDU vs. AMAGX - Expense Ratio Comparison

MIDU has a 1.06% expense ratio, which is higher than AMAGX's 0.91% expense ratio.


Return for Risk

MIDU vs. AMAGX — Risk / Return Rank

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

MIDU
MIDU Risk / Return Rank: 3131
Overall Rank
MIDU Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
MIDU Sortino Ratio Rank: 3535
Sortino Ratio Rank
MIDU Omega Ratio Rank: 3333
Omega Ratio Rank
MIDU Calmar Ratio Rank: 3131
Calmar Ratio Rank
MIDU Martin Ratio Rank: 3131
Martin Ratio Rank

AMAGX
AMAGX Risk / Return Rank: 7373
Overall Rank
AMAGX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
AMAGX Sortino Ratio Rank: 7070
Sortino Ratio Rank
AMAGX Omega Ratio Rank: 6464
Omega Ratio Rank
AMAGX Calmar Ratio Rank: 8484
Calmar Ratio Rank
AMAGX Martin Ratio Rank: 8484
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.

MIDU vs. AMAGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Mid Cap Bull 3X Shares (MIDU) and Amana Mutual Funds Trust Growth Fund (AMAGX). 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.


MIDUAMAGXDifference

Sharpe ratio

Return per unit of total volatility

0.44

1.19

-0.75

Sortino ratio

Return per unit of downside risk

1.06

1.78

-0.72

Omega ratio

Gain probability vs. loss probability

1.15

1.25

-0.10

Calmar ratio

Return relative to maximum drawdown

0.79

2.08

-1.29

Martin ratio

Return relative to average drawdown

2.87

8.67

-5.80

MIDU vs. AMAGX - Sharpe Ratio Comparison

The current MIDU Sharpe Ratio is 0.44, which is lower than the AMAGX Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of MIDU and AMAGX, 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


MIDUAMAGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.44

1.19

-0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.02

0.59

-0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.16

0.86

-0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.65

-0.33

Correlation

The correlation between MIDU and AMAGX is 0.83, 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

MIDU vs. AMAGX - Dividend Comparison

MIDU's dividend yield for the trailing twelve months is around 0.84%, while AMAGX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
MIDU
Direxion Daily Mid Cap Bull 3X Shares
0.84%1.04%1.10%1.43%0.11%0.00%0.06%0.71%0.70%2.67%1.89%0.00%
AMAGX
Amana Mutual Funds Trust Growth Fund
0.00%0.00%3.95%0.65%3.64%0.52%5.44%3.15%3.47%10.90%13.67%7.45%

Drawdowns

MIDU vs. AMAGX - Drawdown Comparison

The maximum MIDU drawdown since its inception was -86.26%, which is greater than AMAGX's maximum drawdown of -57.64%. Use the drawdown chart below to compare losses from any high point for MIDU and AMAGX.


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Drawdown Indicators


MIDUAMAGXDifference

Max Drawdown

Largest peak-to-trough decline

-86.26%

-57.64%

-28.62%

Max Drawdown (1Y)

Largest decline over 1 year

-38.35%

-11.84%

-26.51%

Max Drawdown (5Y)

Largest decline over 5 years

-64.14%

-28.09%

-36.05%

Max Drawdown (10Y)

Largest decline over 10 years

-86.26%

-28.09%

-58.17%

Current Drawdown

Current decline from peak

-26.73%

-7.87%

-18.86%

Average Drawdown

Average peak-to-trough decline

-22.54%

-10.32%

-12.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.64%

2.84%

+7.80%

Volatility

MIDU vs. AMAGX - Volatility Comparison

Direxion Daily Mid Cap Bull 3X Shares (MIDU) has a higher volatility of 19.30% compared to Amana Mutual Funds Trust Growth Fund (AMAGX) at 7.18%. This indicates that MIDU's price experiences larger fluctuations and is considered to be riskier than AMAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MIDUAMAGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.30%

7.18%

+12.12%

Volatility (6M)

Calculated over the trailing 6-month period

35.70%

12.50%

+23.20%

Volatility (1Y)

Calculated over the trailing 1-year period

65.21%

20.42%

+44.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

59.47%

18.24%

+41.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

63.54%

18.31%

+45.23%