UDPIX vs. DXRLX
UDPIX (ProFunds Ultra Dow 30 ProFund) and DXRLX (Direxion Monthly Small Cap Bull 1.75X Fund) are both Leveraged Equities funds. Over the past 10 years, UDPIX returned 20.59%/yr vs 11.75%/yr for DXRLX. Their 0.79 correlation means they have sometimes moved together and sometimes differently. UDPIX charges 1.54%/yr vs 1.35%/yr for DXRLX.
Performance
UDPIX vs. DXRLX - Performance Comparison
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Returns By Period
In the year-to-date period, UDPIX achieves a 14.63% return, which is significantly lower than DXRLX's 30.80% return. Over the past 10 years, UDPIX has outperformed DXRLX with an annualized return of 20.59%, while DXRLX has yielded a comparatively lower 11.75% annualized return.
UDPIX
- 1D
- 2.36%
- 1M
- -3.08%
- 6M
- 11.31%
- YTD
- 14.63%
- 1Y
- 37.09%
- 3Y*
- 21.53%
- 5Y*
- 13.56%
- 10Y*
- 20.59%
- ALL TIME*
- 12.10%
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 |
UDPIX vs. DXRLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UDPIX ProFunds Ultra Dow 30 ProFund | 14.63% | 19.96% | 18.13% | 23.94% | -19.89% | 52.21% | 15.74% | 47.47% | -13.82% | 54.86% |
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 UDPIX and DXRLX is 0.76, 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. | 0.76 |
Correlation (3Y) Balances recent behavior with more history. | 0.76 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.79 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.77 |
Correlation (All Time) Calculated using the full available price history since May 31, 2002 | 0.79 |
The correlation between UDPIX and DXRLX has been stable across timeframes, ranging from 0.76 to 0.79 - a consistent structural relationship.
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Return for Risk
UDPIX vs. DXRLX — Risk / Return Rank
UDPIX
DXRLX
UDPIX vs. DXRLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProFunds Ultra Dow 30 ProFund (UDPIX) 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.
| UDPIX | DXRLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.36 | ||
| Sortino ratioReturn per unit of downside risk | -0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.27 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.64 | 2.85 | -1.21 |
| Martin ratioReturn relative to average drawdown | 6.02 | 10.01 | -3.99 |
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Drawdowns
UDPIX vs. DXRLX - Drawdown Comparison
The maximum UDPIX drawdown since its inception was -81.97%, smaller than the maximum DXRLX drawdown of -94.32%. Use the drawdown chart below to compare losses from any high point for UDPIX and DXRLX.
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Drawdown Indicators
| UDPIX | DXRLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.97% | -94.32% | +12.35% |
Max Drawdown (1Y)Largest decline over 1 year | -19.37% | -19.38% | +0.01% |
Max Drawdown (3Y)Largest decline over 3 years | -33.41% | -45.58% | +12.17% |
Max Drawdown (5Y)Largest decline over 5 years | -40.44% | -57.64% | +17.20% |
Max Drawdown (10Y)Largest decline over 10 years | -63.40% | -77.63% | +14.23% |
Current DrawdownCurrent decline from peak | -3.65% | -4.90% | +1.25% |
Average DrawdownAverage peak-to-trough decline | -17.47% | -34.42% | +16.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.29% | 5.52% | -0.23% |
Volatility
UDPIX vs. DXRLX - Volatility Comparison
ProFunds Ultra Dow 30 ProFund (UDPIX) has a higher volatility of 7.48% compared to Direxion Monthly Small Cap Bull 1.75X Fund (DXRLX) at 6.81%. This indicates that UDPIX'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
| UDPIX | DXRLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.48% | 6.81% | +0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 19.71% | 24.85% | -5.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.14% | 34.02% | -8.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.11% | 41.42% | -11.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.13% | 49.10% | -13.97% |
UDPIX vs. DXRLX - Expense Ratio Comparison
UDPIX has a 1.54% expense ratio, which is higher than DXRLX's 1.35% expense ratio.
Dividends
UDPIX vs. DXRLX - Dividend Comparison
UDPIX's dividend yield for the trailing twelve months is around 3.40%, more than DXRLX's 1.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
UDPIX ProFunds Ultra Dow 30 ProFund | 3.40% | 3.90% | 0.00% | 0.95% | 0.00% | 13.43% | 14.53% | 1.96% | 0.93% | 0.02% |
Frequently Asked Questions
UDPIX and DXRLX have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
UDPIX has higher volatility (7.48%) compared to DXRLX (6.81%). In terms of maximum drawdown, UDPIX dropped -81.97% vs DXRLX's -94.32%.
DXRLX currently has the higher Sharpe Ratio (1.63 vs 1.27), 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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