TEPIX vs. DXRLX
TEPIX (ProFunds Technology UltraSector Fund) and DXRLX (Direxion Monthly Small Cap Bull 1.75X Fund) are both Leveraged Equities funds. Over the past 10 years, TEPIX returned 10.94%/yr vs 11.75%/yr for DXRLX. Their 0.73 correlation means they have sometimes moved together and sometimes differently. TEPIX charges 1.48%/yr vs 1.35%/yr for DXRLX.
Performance
TEPIX vs. DXRLX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with TEPIX having a 29.95% return and DXRLX slightly higher at 30.80%. Over the past 10 years, TEPIX has underperformed DXRLX with an annualized return of 10.94%, while DXRLX has yielded a comparatively higher 11.75% annualized return.
TEPIX
- 1D
- 8.28%
- 1M
- -4.69%
- 6M
- 30.55%
- YTD
- 29.95%
- 1Y
- 51.61%
- 3Y*
- -18.95%
- 5Y*
- -12.90%
- 10Y*
- 10.94%
- ALL TIME*
- 4.22%
DXRLX
- 1D
- 2.47%
- 1M
- -3.25%
- 6M
- 20.00%
- YTD
- 30.80%
- 1Y
- 63.48%
- 3Y*
- 18.10%
- 5Y*
- 3.87%
- 10Y*
- 11.75%
- ALL TIME*
- 5.44%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
TEPIX vs. DXRLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TEPIX ProFunds Technology UltraSector Fund | 29.95% | 30.08% | -71.46% | 91.81% | -51.01% | 46.85% | 64.53% | 71.30% | -5.89% | 49.17% |
DXRLX Direxion Monthly Small Cap Bull 1.75X Fund | 30.80% | 15.22% | 10.66% | 20.05% | -40.24% | 26.84% | 20.98% | 46.08% | -27.45% | 27.06% |
Correlation
The correlation between TEPIX and DXRLX is 0.67, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.67 |
Correlation (3Y) Balances recent behavior with more history. | 0.61 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.68 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.66 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2001 | 0.73 |
The correlation between TEPIX and DXRLX shifts across timeframes, from 0.61 (3 years) to 0.73 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
TEPIX vs. DXRLX — Risk / Return Rank
TEPIX
DXRLX
TEPIX vs. DXRLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProFunds Technology UltraSector Fund (TEPIX) and Direxion Monthly Small Cap Bull 1.75X Fund (DXRLX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TEPIX | DXRLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.45 | ||
| Sortino ratioReturn per unit of downside risk | -0.59 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.27 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.84 | 2.85 | -1.01 |
| Martin ratioReturn relative to average drawdown | 4.85 | 10.01 | -5.15 |
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Drawdowns
TEPIX vs. DXRLX - Drawdown Comparison
The maximum TEPIX drawdown since its inception was -89.14%, smaller than the maximum DXRLX drawdown of -94.32%. Use the drawdown chart below to compare losses from any high point for TEPIX and DXRLX.
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Drawdown Indicators
| TEPIX | DXRLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.14% | -94.32% | +5.18% |
Max Drawdown (1Y)Largest decline over 1 year | -24.64% | -19.38% | -5.26% |
Max Drawdown (3Y)Largest decline over 3 years | -85.79% | -45.58% | -40.21% |
Max Drawdown (5Y)Largest decline over 5 years | -85.79% | -57.64% | -28.15% |
Max Drawdown (10Y)Largest decline over 10 years | -85.79% | -77.63% | -8.16% |
Current DrawdownCurrent decline from peak | -63.89% | -4.90% | -58.99% |
Average DrawdownAverage peak-to-trough decline | -49.94% | -34.42% | -15.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.33% | 5.52% | +3.81% |
Volatility
TEPIX vs. DXRLX - Volatility Comparison
ProFunds Technology UltraSector Fund (TEPIX) has a higher volatility of 14.74% compared to Direxion Monthly Small Cap Bull 1.75X Fund (DXRLX) at 6.81%. This indicates that TEPIX's price experiences larger fluctuations and is considered to be riskier than DXRLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TEPIX | DXRLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.74% | 6.81% | +7.93% |
Volatility (6M)Calculated over the trailing 6-month period | 32.89% | 24.85% | +8.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.48% | 34.02% | +4.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 52.84% | 41.42% | +11.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.79% | 49.10% | -4.31% |
TEPIX vs. DXRLX - Expense Ratio Comparison
TEPIX has a 1.48% expense ratio, which is higher than DXRLX's 1.35% expense ratio.
Dividends
TEPIX vs. DXRLX - Dividend Comparison
TEPIX's dividend yield for the trailing twelve months is around 2.48%, more than DXRLX's 1.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
DXRLX Direxion Monthly Small Cap Bull 1.75X Fund | 1.59% | 1.23% | 0.66% | 0.00% | 2.27% | 0.84% | 0.71% | 3.76% | 7.60% |
TEPIX ProFunds Technology UltraSector Fund | 2.48% | 3.22% | 0.00% | 0.37% | 0.00% | 0.90% | 2.31% | 0.00% | 0.23% |
Frequently Asked Questions
TEPIX and DXRLX have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TEPIX has higher volatility (14.74%) compared to DXRLX (6.81%). In terms of maximum drawdown, TEPIX dropped -89.14% vs DXRLX's -94.32%.
DXRLX currently has the higher Sharpe Ratio (1.63 vs 1.18), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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