PortfoliosLab logo
PGTYX vs. DXQLX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PGTYX and DXQLX is 0.85, 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.


Performance

PGTYX vs. DXQLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Putnam Global Technology Fund (PGTYX) and Direxion Monthly NASDAQ-100 Bull 1.75X Fund (DXQLX). The values are adjusted to include any dividend payments, if applicable.

0.00%2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%December2025FebruaryMarchAprilMay
732.01%
7,640.71%
PGTYX
DXQLX

Key characteristics

Sharpe Ratio

PGTYX:

0.02

DXQLX:

0.29

Sortino Ratio

PGTYX:

0.22

DXQLX:

0.73

Omega Ratio

PGTYX:

1.03

DXQLX:

1.10

Calmar Ratio

PGTYX:

0.00

DXQLX:

0.34

Martin Ratio

PGTYX:

0.01

DXQLX:

1.07

Ulcer Index

PGTYX:

11.61%

DXQLX:

12.13%

Daily Std Dev

PGTYX:

30.68%

DXQLX:

45.54%

Max Drawdown

PGTYX:

-52.31%

DXQLX:

-95.28%

Current Drawdown

PGTYX:

-17.06%

DXQLX:

-17.48%

Returns By Period

In the year-to-date period, PGTYX achieves a -6.85% return, which is significantly higher than DXQLX's -9.88% return. Over the past 10 years, PGTYX has underperformed DXQLX with an annualized return of 12.22%, while DXQLX has yielded a comparatively higher 21.62% annualized return.


PGTYX

YTD

-6.85%

1M

23.26%

6M

-15.01%

1Y

0.47%

5Y*

7.82%

10Y*

12.22%

DXQLX

YTD

-9.88%

1M

33.07%

6M

-11.01%

1Y

13.13%

5Y*

19.69%

10Y*

21.62%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PGTYX vs. DXQLX - Expense Ratio Comparison

PGTYX has a 0.62% expense ratio, which is lower than DXQLX's 1.39% expense ratio.


Risk-Adjusted Performance

PGTYX vs. DXQLX — Risk-Adjusted Performance Rank

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

PGTYX
The Risk-Adjusted Performance Rank of PGTYX is 2222
Overall Rank
The Sharpe Ratio Rank of PGTYX is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of PGTYX is 2424
Sortino Ratio Rank
The Omega Ratio Rank of PGTYX is 2424
Omega Ratio Rank
The Calmar Ratio Rank of PGTYX is 2121
Calmar Ratio Rank
The Martin Ratio Rank of PGTYX is 2020
Martin Ratio Rank

DXQLX
The Risk-Adjusted Performance Rank of DXQLX is 4545
Overall Rank
The Sharpe Ratio Rank of DXQLX is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of DXQLX is 5050
Sortino Ratio Rank
The Omega Ratio Rank of DXQLX is 4949
Omega Ratio Rank
The Calmar Ratio Rank of DXQLX is 4949
Calmar Ratio Rank
The Martin Ratio Rank of DXQLX is 4242
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PGTYX vs. DXQLX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Putnam Global Technology Fund (PGTYX) and Direxion Monthly NASDAQ-100 Bull 1.75X Fund (DXQLX). 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.


The current PGTYX Sharpe Ratio is 0.02, which is lower than the DXQLX Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of PGTYX and DXQLX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00December2025FebruaryMarchAprilMay
0.02
0.29
PGTYX
DXQLX

Dividends

PGTYX vs. DXQLX - Dividend Comparison

PGTYX has not paid dividends to shareholders, while DXQLX's dividend yield for the trailing twelve months is around 1.06%.


TTM20242023202220212020201920182017201620152014
PGTYX
Putnam Global Technology Fund
0.00%0.00%0.57%1.71%0.00%0.00%0.58%0.49%0.00%0.83%0.00%5.14%
DXQLX
Direxion Monthly NASDAQ-100 Bull 1.75X Fund
1.06%0.33%0.00%0.00%0.00%0.28%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PGTYX vs. DXQLX - Drawdown Comparison

The maximum PGTYX drawdown since its inception was -52.31%, smaller than the maximum DXQLX drawdown of -95.28%. Use the drawdown chart below to compare losses from any high point for PGTYX and DXQLX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-17.06%
-17.48%
PGTYX
DXQLX

Volatility

PGTYX vs. DXQLX - Volatility Comparison

The current volatility for Putnam Global Technology Fund (PGTYX) is 16.02%, while Direxion Monthly NASDAQ-100 Bull 1.75X Fund (DXQLX) has a volatility of 25.25%. This indicates that PGTYX experiences smaller price fluctuations and is considered to be less risky than DXQLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%December2025FebruaryMarchAprilMay
16.02%
25.25%
PGTYX
DXQLX