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BLPIX vs. FSELX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BLPIX and FSELX is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

BLPIX vs. FSELX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProFunds Bull Investor Fund (BLPIX) and Fidelity Select Semiconductors Portfolio (FSELX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BLPIX:

0.48

FSELX:

-0.07

Sortino Ratio

BLPIX:

0.81

FSELX:

0.18

Omega Ratio

BLPIX:

1.12

FSELX:

1.02

Calmar Ratio

BLPIX:

0.50

FSELX:

-0.12

Martin Ratio

BLPIX:

1.85

FSELX:

-0.31

Ulcer Index

BLPIX:

5.14%

FSELX:

15.99%

Daily Std Dev

BLPIX:

19.61%

FSELX:

47.04%

Max Drawdown

BLPIX:

-57.98%

FSELX:

-81.70%

Current Drawdown

BLPIX:

-4.03%

FSELX:

-18.68%

Returns By Period

In the year-to-date period, BLPIX achieves a 0.18% return, which is significantly higher than FSELX's -8.04% return. Over the past 10 years, BLPIX has underperformed FSELX with an annualized return of 8.62%, while FSELX has yielded a comparatively higher 15.19% annualized return.


BLPIX

YTD

0.18%

1M

12.41%

6M

-1.08%

1Y

9.32%

3Y*

13.57%

5Y*

10.75%

10Y*

8.62%

FSELX

YTD

-8.04%

1M

30.65%

6M

-10.16%

1Y

-5.26%

3Y*

23.79%

5Y*

22.27%

10Y*

15.19%

*Annualized

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ProFunds Bull Investor Fund

BLPIX vs. FSELX - Expense Ratio Comparison

BLPIX has a 1.50% expense ratio, which is higher than FSELX's 0.68% expense ratio.


Risk-Adjusted Performance

BLPIX vs. FSELX — Risk-Adjusted Performance Rank

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

BLPIX
The Risk-Adjusted Performance Rank of BLPIX is 5454
Overall Rank
The Sharpe Ratio Rank of BLPIX is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of BLPIX is 5151
Sortino Ratio Rank
The Omega Ratio Rank of BLPIX is 5454
Omega Ratio Rank
The Calmar Ratio Rank of BLPIX is 6161
Calmar Ratio Rank
The Martin Ratio Rank of BLPIX is 5555
Martin Ratio Rank

FSELX
The Risk-Adjusted Performance Rank of FSELX is 1515
Overall Rank
The Sharpe Ratio Rank of FSELX is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of FSELX is 2121
Sortino Ratio Rank
The Omega Ratio Rank of FSELX is 2020
Omega Ratio Rank
The Calmar Ratio Rank of FSELX is 99
Calmar Ratio Rank
The Martin Ratio Rank of FSELX is 1212
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BLPIX vs. FSELX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProFunds Bull Investor Fund (BLPIX) and Fidelity Select Semiconductors Portfolio (FSELX). 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 BLPIX Sharpe Ratio is 0.48, which is higher than the FSELX Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of BLPIX and FSELX, 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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Dividends

BLPIX vs. FSELX - Dividend Comparison

BLPIX's dividend yield for the trailing twelve months is around 1.93%, while FSELX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
BLPIX
ProFunds Bull Investor Fund
1.93%1.93%0.03%0.98%8.95%5.79%1.64%0.62%0.00%0.00%0.00%0.00%
FSELX
Fidelity Select Semiconductors Portfolio
0.00%0.00%0.10%0.18%0.04%0.51%0.76%0.76%1.04%0.71%16.31%3.48%

Drawdowns

BLPIX vs. FSELX - Drawdown Comparison

The maximum BLPIX drawdown since its inception was -57.98%, smaller than the maximum FSELX drawdown of -81.70%. Use the drawdown chart below to compare losses from any high point for BLPIX and FSELX. For additional features, visit the drawdowns tool.


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Volatility

BLPIX vs. FSELX - Volatility Comparison

The current volatility for ProFunds Bull Investor Fund (BLPIX) is 4.58%, while Fidelity Select Semiconductors Portfolio (FSELX) has a volatility of 11.06%. This indicates that BLPIX experiences smaller price fluctuations and is considered to be less risky than FSELX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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