^DJT vs. FNPIX

In the year-to-date period, ^DJT achieves a -8.56% return, which is significantly lower than FNPIX's 3.23% return. Over the past 10 years, ^DJT has underperformed FNPIX with an annualized return of 5.70%, while FNPIX has yielded a comparatively higher 11.29% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Dow Jones Transportation Average (^DJT) and ProFunds Financials UltraSector Fund (FNPIX). 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 ^DJT Sharpe Ratio is -0.13, which is lower than the FNPIX Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of ^DJT and FNPIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum ^DJT drawdown since its inception was -60.92%, smaller than the maximum FNPIX drawdown of -93.14%. Use the drawdown chart below to compare losses from any high point for ^DJT and FNPIX.

Dow Jones Transportation Average (^DJT) has a higher volatility of 9.26% compared to ProFunds Financials UltraSector Fund (FNPIX) at 6.45%. This indicates that ^DJT's price experiences larger fluctuations and is considered to be riskier than FNPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.