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SOPIX vs. DXHYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SOPIX vs. DXHYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProFunds Short NASDAQ-100 Fund (SOPIX) and Direxion Monthly High Yield Bull 1.2X Fund (DXHYX). The values are adjusted to include any dividend payments, if applicable.

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SOPIX vs. DXHYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SOPIX
ProFunds Short NASDAQ-100 Fund
10.52%-15.80%-23.82%-31.85%34.73%-25.69%-42.92%-28.29%-3.07%-24.56%
DXHYX
Direxion Monthly High Yield Bull 1.2X Fund
-2.22%6.56%6.47%10.88%-13.99%3.00%2.26%12.61%-3.82%5.22%

Returns By Period

In the year-to-date period, SOPIX achieves a 10.52% return, which is significantly higher than DXHYX's -2.22% return.


SOPIX

1D
0.80%
1M
8.80%
YTD
10.52%
6M
8.77%
1Y
-14.65%
3Y*
-16.68%
5Y*
-12.90%
10Y*
-18.48%

DXHYX

1D
0.17%
1M
-2.29%
YTD
-2.22%
6M
-1.22%
1Y
4.40%
3Y*
5.85%
5Y*
1.56%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SOPIX vs. DXHYX - Expense Ratio Comparison

SOPIX has a 1.78% expense ratio, which is higher than DXHYX's 1.35% expense ratio.


Return for Risk

SOPIX vs. DXHYX — Risk / Return Rank

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

SOPIX
SOPIX Risk / Return Rank: 22
Overall Rank
SOPIX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
SOPIX Sortino Ratio Rank: 11
Sortino Ratio Rank
SOPIX Omega Ratio Rank: 11
Omega Ratio Rank
SOPIX Calmar Ratio Rank: 33
Calmar Ratio Rank
SOPIX Martin Ratio Rank: 44
Martin Ratio Rank

DXHYX
DXHYX Risk / Return Rank: 3232
Overall Rank
DXHYX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
DXHYX Sortino Ratio Rank: 2828
Sortino Ratio Rank
DXHYX Omega Ratio Rank: 3232
Omega Ratio Rank
DXHYX Calmar Ratio Rank: 3131
Calmar Ratio Rank
DXHYX Martin Ratio Rank: 4242
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.

SOPIX vs. DXHYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProFunds Short NASDAQ-100 Fund (SOPIX) and Direxion Monthly High Yield Bull 1.2X Fund (DXHYX). 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.


SOPIXDXHYXDifference

Sharpe ratio

Return per unit of total volatility

-0.59

0.69

-1.28

Sortino ratio

Return per unit of downside risk

-0.69

1.04

-1.73

Omega ratio

Gain probability vs. loss probability

0.90

1.16

-0.26

Calmar ratio

Return relative to maximum drawdown

-0.36

0.87

-1.23

Martin ratio

Return relative to average drawdown

-0.45

4.33

-4.79

SOPIX vs. DXHYX - Sharpe Ratio Comparison

The current SOPIX Sharpe Ratio is -0.59, which is lower than the DXHYX Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of SOPIX and DXHYX, 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


SOPIXDXHYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.59

0.69

-1.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.55

0.19

-0.74

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.77

0.28

-1.05

Correlation

The correlation between SOPIX and DXHYX is -0.65. 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

SOPIX vs. DXHYX - Dividend Comparison

SOPIX's dividend yield for the trailing twelve months is around 1.94%, less than DXHYX's 5.23% yield.


TTM202520242023202220212020201920182017
SOPIX
ProFunds Short NASDAQ-100 Fund
1.94%2.14%0.00%6.71%0.00%0.00%0.00%0.29%0.00%0.00%
DXHYX
Direxion Monthly High Yield Bull 1.2X Fund
5.23%4.32%4.75%6.08%12.11%2.06%6.32%9.95%4.99%3.57%

Drawdowns

SOPIX vs. DXHYX - Drawdown Comparison

The maximum SOPIX drawdown since its inception was -98.92%, which is greater than DXHYX's maximum drawdown of -26.40%. Use the drawdown chart below to compare losses from any high point for SOPIX and DXHYX.


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Drawdown Indicators


SOPIXDXHYXDifference

Max Drawdown

Largest peak-to-trough decline

-98.92%

-26.40%

-72.52%

Max Drawdown (1Y)

Largest decline over 1 year

-33.92%

-4.87%

-29.05%

Max Drawdown (5Y)

Largest decline over 5 years

-59.43%

-18.67%

-40.76%

Max Drawdown (10Y)

Largest decline over 10 years

-89.41%

Current Drawdown

Current decline from peak

-98.76%

-2.86%

-95.90%

Average Drawdown

Average peak-to-trough decline

-75.96%

-3.76%

-72.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.20%

0.97%

+26.23%

Volatility

SOPIX vs. DXHYX - Volatility Comparison

ProFunds Short NASDAQ-100 Fund (SOPIX) has a higher volatility of 5.28% compared to Direxion Monthly High Yield Bull 1.2X Fund (DXHYX) at 2.28%. This indicates that SOPIX's price experiences larger fluctuations and is considered to be riskier than DXHYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SOPIXDXHYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.28%

2.28%

+3.00%

Volatility (6M)

Calculated over the trailing 6-month period

12.29%

3.18%

+9.11%

Volatility (1Y)

Calculated over the trailing 1-year period

24.87%

6.55%

+18.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.36%

8.43%

+14.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.42%

9.40%

+13.02%