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UHPIX vs. DXQLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UHPIX vs. DXQLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProFunds UltraShort China (UHPIX) 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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UHPIX vs. DXQLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UHPIX
ProFunds UltraShort China
30.33%-49.82%-29.87%-26.13%-63.62%94.89%-64.76%-43.34%39.47%-57.67%
DXQLX
Direxion Monthly NASDAQ-100 Bull 1.75X Fund
-16.65%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, UHPIX achieves a 30.33% return, which is significantly higher than DXQLX's -16.65% return. Over the past 10 years, UHPIX has underperformed DXQLX with an annualized return of -30.64%, while DXQLX has yielded a comparatively higher 28.82% annualized return.


UHPIX

1D
1.10%
1M
20.61%
YTD
30.33%
6M
70.89%
1Y
6.73%
3Y*
-23.76%
5Y*
-24.26%
10Y*
-30.64%

DXQLX

1D
-1.45%
1M
-14.31%
YTD
-16.65%
6M
-14.21%
1Y
28.10%
3Y*
30.01%
5Y*
13.83%
10Y*
28.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UHPIX vs. DXQLX - Expense Ratio Comparison

UHPIX has a 1.78% expense ratio, which is higher than DXQLX's 1.39% expense ratio.


Return for Risk

UHPIX vs. DXQLX — Risk / Return Rank

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

UHPIX
UHPIX Risk / Return Rank: 1010
Overall Rank
UHPIX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
UHPIX Sortino Ratio Rank: 1313
Sortino Ratio Rank
UHPIX Omega Ratio Rank: 1111
Omega Ratio Rank
UHPIX Calmar Ratio Rank: 1010
Calmar Ratio Rank
UHPIX Martin Ratio Rank: 88
Martin Ratio Rank

DXQLX
DXQLX Risk / Return Rank: 3838
Overall Rank
DXQLX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
DXQLX Sortino Ratio Rank: 4545
Sortino Ratio Rank
DXQLX Omega Ratio Rank: 4141
Omega Ratio Rank
DXQLX Calmar Ratio Rank: 3838
Calmar Ratio Rank
DXQLX Martin Ratio Rank: 3333
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.

UHPIX vs. DXQLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProFunds UltraShort China (UHPIX) 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.


UHPIXDXQLXDifference

Sharpe ratio

Return per unit of total volatility

0.14

0.70

-0.57

Sortino ratio

Return per unit of downside risk

0.61

1.31

-0.69

Omega ratio

Gain probability vs. loss probability

1.07

1.18

-0.10

Calmar ratio

Return relative to maximum drawdown

0.23

0.99

-0.76

Martin ratio

Return relative to average drawdown

0.33

3.53

-3.20

UHPIX vs. DXQLX - Sharpe Ratio Comparison

The current UHPIX Sharpe Ratio is 0.14, which is lower than the DXQLX Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of UHPIX 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


UHPIXDXQLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.14

0.70

-0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.29

0.33

-0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.10

0.09

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.13

0.01

-0.14

Correlation

The correlation between UHPIX and DXQLX is -0.61. 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

UHPIX vs. DXQLX - Dividend Comparison

UHPIX's dividend yield for the trailing twelve months is around 3.29%, less than DXQLX's 17.75% yield.


TTM202520242023202220212020201920182017
UHPIX
ProFunds UltraShort China
3.29%4.29%0.00%3.45%0.00%0.00%0.00%0.55%0.00%0.00%
DXQLX
Direxion Monthly NASDAQ-100 Bull 1.75X Fund
17.75%14.50%0.33%0.00%0.00%11.75%10.90%3.37%7.37%5.72%

Drawdowns

UHPIX vs. DXQLX - Drawdown Comparison

The maximum UHPIX drawdown since its inception was -99.98%, roughly equal to the maximum DXQLX drawdown of -97.24%. Use the drawdown chart below to compare losses from any high point for UHPIX and DXQLX.


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Drawdown Indicators


UHPIXDXQLXDifference

Max Drawdown

Largest peak-to-trough decline

-99.98%

-97.24%

-2.74%

Max Drawdown (1Y)

Largest decline over 1 year

-60.89%

-22.05%

-38.84%

Max Drawdown (5Y)

Largest decline over 5 years

-96.64%

-60.79%

-35.85%

Max Drawdown (10Y)

Largest decline over 10 years

-98.81%

-87.23%

-11.58%

Current Drawdown

Current decline from peak

-99.96%

-21.88%

-78.08%

Average Drawdown

Average peak-to-trough decline

-93.36%

-66.36%

-27.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

42.61%

6.20%

+36.41%

Volatility

UHPIX vs. DXQLX - Volatility Comparison

ProFunds UltraShort China (UHPIX) has a higher volatility of 15.76% compared to Direxion Monthly NASDAQ-100 Bull 1.75X Fund (DXQLX) at 9.63%. This indicates that UHPIX'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.


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Volatility by Period


UHPIXDXQLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.76%

9.63%

+6.13%

Volatility (6M)

Calculated over the trailing 6-month period

37.13%

21.96%

+15.17%

Volatility (1Y)

Calculated over the trailing 1-year period

58.18%

40.19%

+17.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

82.91%

42.24%

+40.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

320.74%

316.44%

+4.30%