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PSTIX vs. DXQLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PSTIX vs. DXQLX - Performance Comparison

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

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PSTIX vs. DXQLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PSTIX
PIMCO StocksPLUS Short Fund
5.33%-8.24%-11.28%-11.01%17.41%-60.95%-20.83%-20.27%5.21%-14.04%
DXQLX
Direxion Monthly NASDAQ-100 Bull 1.75X Fund
-11.33%29.99%39.26%97.59%-57.72%55.98%100.94%79.36%-81.54%743.06%

Returns By Period

In the year-to-date period, PSTIX achieves a 5.33% return, which is significantly higher than DXQLX's -11.33% return. Over the past 10 years, PSTIX has underperformed DXQLX with an annualized return of -15.33%, while DXQLX has yielded a comparatively higher 29.62% annualized return.


PSTIX

1D
-2.67%
1M
4.85%
YTD
5.33%
6M
5.65%
1Y
-9.54%
3Y*
-7.42%
5Y*
-5.63%
10Y*
-15.33%

DXQLX

1D
6.38%
1M
-9.02%
YTD
-11.33%
6M
-9.50%
1Y
34.39%
3Y*
32.72%
5Y*
14.44%
10Y*
29.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PSTIX vs. DXQLX - Expense Ratio Comparison

PSTIX has a 0.64% expense ratio, which is lower than DXQLX's 1.39% expense ratio.


Return for Risk

PSTIX vs. DXQLX — Risk / Return Rank

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

PSTIX
PSTIX Risk / Return Rank: 22
Overall Rank
PSTIX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
PSTIX Sortino Ratio Rank: 11
Sortino Ratio Rank
PSTIX Omega Ratio Rank: 11
Omega Ratio Rank
PSTIX Calmar Ratio Rank: 22
Calmar Ratio Rank
PSTIX Martin Ratio Rank: 33
Martin Ratio Rank

DXQLX
DXQLX Risk / Return Rank: 5555
Overall Rank
DXQLX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
DXQLX Sortino Ratio Rank: 5656
Sortino Ratio Rank
DXQLX Omega Ratio Rank: 5050
Omega Ratio Rank
DXQLX Calmar Ratio Rank: 6868
Calmar Ratio Rank
DXQLX Martin Ratio Rank: 5858
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.

PSTIX vs. DXQLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO StocksPLUS Short Fund (PSTIX) 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.


PSTIXDXQLXDifference

Sharpe ratio

Return per unit of total volatility

-0.55

0.90

-1.45

Sortino ratio

Return per unit of downside risk

-0.66

1.56

-2.22

Omega ratio

Gain probability vs. loss probability

0.90

1.21

-0.31

Calmar ratio

Return relative to maximum drawdown

-0.34

1.64

-1.98

Martin ratio

Return relative to average drawdown

-0.41

5.76

-6.17

PSTIX vs. DXQLX - Sharpe Ratio Comparison

The current PSTIX Sharpe Ratio is -0.55, which is lower than the DXQLX Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of PSTIX 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.


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Sharpe Ratios by Period


PSTIXDXQLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.55

0.90

-1.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.34

0.34

-0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.65

0.09

-0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.53

0.01

-0.55

Correlation

The correlation between PSTIX and DXQLX is -0.84. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

PSTIX vs. DXQLX - Dividend Comparison

PSTIX has not paid dividends to shareholders, while DXQLX's dividend yield for the trailing twelve months is around 16.69%.


TTM20252024202320222021202020192018201720162015
PSTIX
PIMCO StocksPLUS Short Fund
0.00%0.00%0.00%4.09%1.16%1.35%5.06%1.23%1.26%1.68%0.00%3.57%
DXQLX
Direxion Monthly NASDAQ-100 Bull 1.75X Fund
16.69%14.50%0.33%0.00%0.00%11.75%10.90%3.37%7.37%5.72%0.00%0.00%

Drawdowns

PSTIX vs. DXQLX - Drawdown Comparison

The maximum PSTIX drawdown since its inception was -97.01%, roughly equal to the maximum DXQLX drawdown of -97.24%. Use the drawdown chart below to compare losses from any high point for PSTIX and DXQLX.


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Drawdown Indicators


PSTIXDXQLXDifference

Max Drawdown

Largest peak-to-trough decline

-97.01%

-97.24%

+0.23%

Max Drawdown (1Y)

Largest decline over 1 year

-24.50%

-22.05%

-2.45%

Max Drawdown (5Y)

Largest decline over 5 years

-33.39%

-60.79%

+27.40%

Max Drawdown (10Y)

Largest decline over 10 years

-83.12%

-87.23%

+4.11%

Current Drawdown

Current decline from peak

-96.79%

-16.89%

-79.90%

Average Drawdown

Average peak-to-trough decline

-67.76%

-66.35%

-1.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.29%

6.29%

+14.00%

Volatility

PSTIX vs. DXQLX - Volatility Comparison

The current volatility for PIMCO StocksPLUS Short Fund (PSTIX) is 5.10%, while Direxion Monthly NASDAQ-100 Bull 1.75X Fund (DXQLX) has a volatility of 11.85%. This indicates that PSTIX 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.


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Volatility by Period


PSTIXDXQLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.10%

11.85%

-6.75%

Volatility (6M)

Calculated over the trailing 6-month period

9.23%

22.83%

-13.60%

Volatility (1Y)

Calculated over the trailing 1-year period

18.01%

40.60%

-22.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.51%

42.31%

-25.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.76%

316.45%

-292.69%