BLPIX vs. RYJSX
BLPIX (ProFunds Bull Investor Fund) and RYJSX (Rydex Japan 2x Strategy Fund) are both Leveraged Equities funds. Over the past 10 years, BLPIX returned 12.89%/yr vs 16.65%/yr for RYJSX. A 0.69 correlation means they provide meaningful diversification when combined. BLPIX charges 1.50%/yr vs 1.49%/yr for RYJSX.
Performance
BLPIX vs. RYJSX - Performance Comparison
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Returns By Period
In the year-to-date period, BLPIX achieves a 9.30% return, which is significantly lower than RYJSX's 77.19% return. Over the past 10 years, BLPIX has underperformed RYJSX with an annualized return of 12.89%, while RYJSX has yielded a comparatively higher 16.65% annualized return.
BLPIX
- 1D
- 1.07%
- 1M
- 0.35%
- YTD
- 9.30%
- 6M
- 8.75%
- 1Y
- 24.96%
- 3Y*
- 17.78%
- 5Y*
- 10.95%
- 10Y*
- 12.89%
RYJSX
- 1D
- 5.22%
- 1M
- 23.48%
- YTD
- 77.19%
- 6M
- 78.43%
- 1Y
- 153.49%
- 3Y*
- 36.86%
- 5Y*
- 14.07%
- 10Y*
- 16.65%
BLPIX vs. RYJSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BLPIX ProFunds Bull Investor Fund | 9.30% | 15.01% | 20.24% | 24.13% | -19.81% | 23.73% | 16.04% | 28.97% | -6.09% | 19.51% |
RYJSX Rydex Japan 2x Strategy Fund | 77.19% | 50.73% | 1.56% | 34.36% | -42.66% | -14.17% | 40.76% | 38.61% | -21.92% | 50.94% |
Correlation
The correlation between BLPIX and RYJSX is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.69 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2009 | 0.69 |
The correlation between BLPIX and RYJSX has been stable across timeframes, ranging from 0.67 to 0.72 - a consistent structural relationship.
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Return for Risk
BLPIX vs. RYJSX — Risk / Return Rank
BLPIX
RYJSX
BLPIX vs. RYJSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProFunds Bull Investor Fund (BLPIX) and Rydex Japan 2x Strategy Fund (RYJSX). 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.
| BLPIX | RYJSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.74 | ||
| Sortino ratioReturn per unit of downside risk | -0.45 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.39 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.69 | 4.73 | -2.04 |
| Martin ratioReturn relative to average drawdown | 12.00 | 14.62 | -2.62 |
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Drawdowns
BLPIX vs. RYJSX - Drawdown Comparison
The maximum BLPIX drawdown since its inception was -57.98%, smaller than the maximum RYJSX drawdown of -63.60%. Use the drawdown chart below to compare losses from any high point for BLPIX and RYJSX.
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Drawdown Indicators
| BLPIX | RYJSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.98% | -63.60% | +5.62% |
Max Drawdown (1Y)Largest decline over 1 year | -9.21% | -30.86% | +21.65% |
Max Drawdown (3Y)Largest decline over 3 years | -18.98% | -40.80% | +21.82% |
Max Drawdown (5Y)Largest decline over 5 years | -26.11% | -61.07% | +34.96% |
Max Drawdown (10Y)Largest decline over 10 years | -33.93% | -63.60% | +29.67% |
Current DrawdownCurrent decline from peak | -1.43% | 0.00% | -1.43% |
Average DrawdownAverage peak-to-trough decline | -13.85% | -20.83% | +6.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.06% | 9.96% | -7.90% |
Volatility
BLPIX vs. RYJSX - Volatility Comparison
The current volatility for ProFunds Bull Investor Fund (BLPIX) is 4.75%, while Rydex Japan 2x Strategy Fund (RYJSX) has a volatility of 20.99%. This indicates that BLPIX experiences smaller price fluctuations and is considered to be less risky than RYJSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BLPIX | RYJSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.75% | 20.99% | -16.24% |
Volatility (6M)Calculated over the trailing 6-month period | 9.91% | 43.61% | -33.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.47% | 53.47% | -41.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.03% | 41.42% | -24.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.78% | 38.13% | -20.35% |
BLPIX vs. RYJSX - Expense Ratio Comparison
BLPIX has a 1.50% expense ratio, which is higher than RYJSX's 1.49% expense ratio.
Dividends
BLPIX vs. RYJSX - Dividend Comparison
BLPIX's dividend yield for the trailing twelve months is around 1.44%, more than RYJSX's 0.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
BLPIX ProFunds Bull Investor Fund | 1.44% | 1.58% | 0.00% | 0.03% | 0.98% | 6.68% | 5.79% | 1.64% | 0.62% | 0.00% |
RYJSX Rydex Japan 2x Strategy Fund | 0.63% | 1.11% | 4.50% | 5.86% | 0.00% | 0.00% | 0.52% | 0.85% | 0.48% | 3.24% |
Frequently Asked Questions
BLPIX and RYJSX have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RYJSX has higher volatility (20.99%) compared to BLPIX (4.75%). In terms of maximum drawdown, BLPIX dropped -57.98% vs RYJSX's -63.60%.
RYJSX currently has the higher Sharpe Ratio (2.73 vs 1.99), 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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