TEPIX vs. DXQLX

In the year-to-date period, TEPIX achieves a 1.42% return, which is significantly lower than DXQLX's 5.25% return. Over the past 10 years, TEPIX has underperformed DXQLX with an annualized return of 21.68%, while DXQLX has yielded a comparatively higher 23.80% annualized return.

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TEPIX has a 1.48% expense ratio, which is higher than DXQLX's 1.39% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for ProFunds Technology UltraSector Fund (TEPIX) 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 TEPIX Sharpe Ratio is 0.11, which is lower than the DXQLX Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of TEPIX 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.

TEPIX's dividend yield for the trailing twelve months is around 0.29%, less than DXQLX's 0.91% yield.

The maximum TEPIX drawdown since its inception was -90.16%, smaller than the maximum DXQLX drawdown of -95.28%. Use the drawdown chart below to compare losses from any high point for TEPIX and DXQLX. For additional features, visit the drawdowns tool.

ProFunds Technology UltraSector Fund (TEPIX) has a higher volatility of 11.66% compared to Direxion Monthly NASDAQ-100 Bull 1.75X Fund (DXQLX) at 9.34%. This indicates that TEPIX's price experiences larger fluctuations and is considered to be riskier than DXQLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.