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UTPIX vs. DXNLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UTPIX vs. DXNLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProFunds Utilities UltraSector Fund (UTPIX) and Direxion Monthly NASDAQ-100 Bull 1.25X Fund (DXNLX). The values are adjusted to include any dividend payments, if applicable.

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UTPIX vs. DXNLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UTPIX
ProFunds Utilities UltraSector Fund
11.17%19.28%27.74%-15.46%-2.31%23.33%-8.87%34.24%2.30%16.40%
DXNLX
Direxion Monthly NASDAQ-100 Bull 1.25X Fund
-11.90%22.13%28.56%66.63%-40.88%32.49%58.90%46.34%-3.37%37.37%

Returns By Period

In the year-to-date period, UTPIX achieves a 11.17% return, which is significantly higher than DXNLX's -11.90% return.


UTPIX

1D
0.95%
1M
-5.20%
YTD
11.17%
6M
7.51%
1Y
25.12%
3Y*
15.07%
5Y*
10.70%
10Y*
9.47%

DXNLX

1D
-0.99%
1M
-10.20%
YTD
-11.90%
6M
-9.94%
1Y
20.75%
3Y*
22.54%
5Y*
12.16%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UTPIX vs. DXNLX - Expense Ratio Comparison

UTPIX has a 1.73% expense ratio, which is higher than DXNLX's 1.19% expense ratio.


Return for Risk

UTPIX vs. DXNLX — Risk / Return Rank

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

UTPIX
UTPIX Risk / Return Rank: 6060
Overall Rank
UTPIX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
UTPIX Sortino Ratio Rank: 5959
Sortino Ratio Rank
UTPIX Omega Ratio Rank: 5151
Omega Ratio Rank
UTPIX Calmar Ratio Rank: 8181
Calmar Ratio Rank
UTPIX Martin Ratio Rank: 4646
Martin Ratio Rank

DXNLX
DXNLX Risk / Return Rank: 3838
Overall Rank
DXNLX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
DXNLX Sortino Ratio Rank: 4343
Sortino Ratio Rank
DXNLX Omega Ratio Rank: 3939
Omega Ratio Rank
DXNLX Calmar Ratio Rank: 4141
Calmar Ratio Rank
DXNLX Martin Ratio Rank: 3535
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.

UTPIX vs. DXNLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProFunds Utilities UltraSector Fund (UTPIX) and Direxion Monthly NASDAQ-100 Bull 1.25X Fund (DXNLX). 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.


UTPIXDXNLXDifference

Sharpe ratio

Return per unit of total volatility

1.14

0.75

+0.39

Sortino ratio

Return per unit of downside risk

1.56

1.29

+0.28

Omega ratio

Gain probability vs. loss probability

1.21

1.18

+0.04

Calmar ratio

Return relative to maximum drawdown

1.97

1.05

+0.92

Martin ratio

Return relative to average drawdown

4.68

3.72

+0.96

UTPIX vs. DXNLX - Sharpe Ratio Comparison

The current UTPIX Sharpe Ratio is 1.14, which is higher than the DXNLX Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of UTPIX and DXNLX, 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


UTPIXDXNLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

0.75

+0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.43

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.71

-0.46

Correlation

The correlation between UTPIX and DXNLX is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

UTPIX vs. DXNLX - Dividend Comparison

UTPIX's dividend yield for the trailing twelve months is around 0.70%, less than DXNLX's 1.13% yield.


TTM20252024202320222021202020192018201720162015
UTPIX
ProFunds Utilities UltraSector Fund
0.70%0.77%0.00%1.74%0.97%0.20%0.58%1.72%0.66%0.74%0.83%1.41%
DXNLX
Direxion Monthly NASDAQ-100 Bull 1.25X Fund
1.13%2.31%0.17%0.00%0.00%7.43%12.20%0.00%8.79%7.52%0.00%0.00%

Drawdowns

UTPIX vs. DXNLX - Drawdown Comparison

The maximum UTPIX drawdown since its inception was -73.56%, which is greater than DXNLX's maximum drawdown of -43.77%. Use the drawdown chart below to compare losses from any high point for UTPIX and DXNLX.


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Drawdown Indicators


UTPIXDXNLXDifference

Max Drawdown

Largest peak-to-trough decline

-73.56%

-43.77%

-29.79%

Max Drawdown (1Y)

Largest decline over 1 year

-14.45%

-15.93%

+1.48%

Max Drawdown (5Y)

Largest decline over 5 years

-38.73%

-43.77%

+5.04%

Max Drawdown (10Y)

Largest decline over 10 years

-50.82%

Current Drawdown

Current decline from peak

-5.20%

-15.91%

+10.71%

Average Drawdown

Average peak-to-trough decline

-22.00%

-8.83%

-13.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.09%

4.49%

+1.60%

Volatility

UTPIX vs. DXNLX - Volatility Comparison

ProFunds Utilities UltraSector Fund (UTPIX) has a higher volatility of 7.78% compared to Direxion Monthly NASDAQ-100 Bull 1.25X Fund (DXNLX) at 6.78%. This indicates that UTPIX's price experiences larger fluctuations and is considered to be riskier than DXNLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UTPIXDXNLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.78%

6.78%

+1.00%

Volatility (6M)

Calculated over the trailing 6-month period

15.71%

15.55%

+0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

23.99%

27.97%

-3.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.80%

28.22%

-2.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.98%

28.94%

+0.04%