PGTYX vs. DXQLX

In the year-to-date period, PGTYX achieves a 30.20% return, which is significantly lower than DXQLX's 36.83% return. Over the past 10 years, PGTYX has underperformed DXQLX with an annualized return of 14.12%, while DXQLX has yielded a comparatively higher 23.29% annualized return.

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

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 1.68, which is comparable to the DXQLX Sharpe Ratio of 1.61. 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.

PGTYX's dividend yield for the trailing twelve months is around 0.44%, more than DXQLX's 0.33% yield.

The maximum PGTYX drawdown since its inception was -52.31%, smaller than the maximum DXQLX drawdown of -91.88%. Use the drawdown chart below to compare losses from any high point for PGTYX and DXQLX. For additional features, visit the drawdowns tool.

The current volatility for Putnam Global Technology Fund (PGTYX) is 5.86%, while Direxion Monthly NASDAQ-100 Bull 1.75X Fund (DXQLX) has a volatility of 9.29%. 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.