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BLPIX vs. RYJSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BLPIX vs. RYJSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProFunds Bull Investor Fund (BLPIX) and Rydex Japan 2x Strategy Fund (RYJSX). The values are adjusted to include any dividend payments, if applicable.

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BLPIX vs. RYJSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BLPIX
ProFunds Bull Investor Fund
-7.48%15.01%20.24%24.13%-19.81%23.73%16.04%28.97%-6.09%19.51%
RYJSX
Rydex Japan 2x Strategy Fund
-4.73%50.73%1.56%34.36%-42.66%-14.17%40.76%38.61%-21.92%50.94%

Returns By Period

In the year-to-date period, BLPIX achieves a -7.48% return, which is significantly lower than RYJSX's -4.73% return. Both investments have delivered pretty close results over the past 10 years, with BLPIX having a 11.09% annualized return and RYJSX not far behind at 10.80%.


BLPIX

1D
-0.41%
1M
-7.83%
YTD
-7.48%
6M
-5.44%
1Y
11.71%
3Y*
14.07%
5Y*
8.32%
10Y*
11.09%

RYJSX

1D
-0.40%
1M
-28.49%
YTD
-4.73%
6M
4.00%
1Y
57.80%
3Y*
18.93%
5Y*
-0.39%
10Y*
10.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BLPIX vs. RYJSX - Expense Ratio Comparison

BLPIX has a 1.50% expense ratio, which is higher than RYJSX's 1.49% expense ratio.


Return for Risk

BLPIX vs. RYJSX — Risk / Return Rank

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

BLPIX
BLPIX Risk / Return Rank: 3232
Overall Rank
BLPIX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
BLPIX Sortino Ratio Rank: 3131
Sortino Ratio Rank
BLPIX Omega Ratio Rank: 3434
Omega Ratio Rank
BLPIX Calmar Ratio Rank: 2929
Calmar Ratio Rank
BLPIX Martin Ratio Rank: 3636
Martin Ratio Rank

RYJSX
RYJSX Risk / Return Rank: 6161
Overall Rank
RYJSX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
RYJSX Sortino Ratio Rank: 6868
Sortino Ratio Rank
RYJSX Omega Ratio Rank: 5353
Omega Ratio Rank
RYJSX Calmar Ratio Rank: 6868
Calmar Ratio Rank
RYJSX Martin Ratio Rank: 5555
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.

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.


BLPIXRYJSXDifference

Sharpe ratio

Return per unit of total volatility

0.69

1.13

-0.44

Sortino ratio

Return per unit of downside risk

1.08

1.73

-0.64

Omega ratio

Gain probability vs. loss probability

1.17

1.22

-0.05

Calmar ratio

Return relative to maximum drawdown

0.83

1.59

-0.75

Martin ratio

Return relative to average drawdown

3.84

5.36

-1.52

BLPIX vs. RYJSX - Sharpe Ratio Comparison

The current BLPIX Sharpe Ratio is 0.69, which is lower than the RYJSX Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of BLPIX and RYJSX, 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


BLPIXRYJSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.69

1.13

-0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

-0.01

+0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.29

+0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.21

+0.11

Correlation

The correlation between BLPIX and RYJSX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

BLPIX vs. RYJSX - Dividend Comparison

BLPIX's dividend yield for the trailing twelve months is around 1.71%, more than RYJSX's 1.16% yield.


TTM202520242023202220212020201920182017
BLPIX
ProFunds Bull Investor Fund
1.71%1.58%0.00%0.03%0.98%6.68%5.79%1.64%0.62%0.00%
RYJSX
Rydex Japan 2x Strategy Fund
1.16%1.11%4.50%5.86%0.00%0.00%0.52%0.85%0.48%3.24%

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


BLPIXRYJSXDifference

Max Drawdown

Largest peak-to-trough decline

-57.98%

-63.60%

+5.62%

Max Drawdown (1Y)

Largest decline over 1 year

-12.15%

-30.86%

+18.71%

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 Drawdown

Current decline from peak

-9.21%

-30.86%

+21.65%

Average Drawdown

Average peak-to-trough decline

-13.95%

-21.01%

+7.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

9.13%

-6.50%

Volatility

BLPIX vs. RYJSX - Volatility Comparison

The current volatility for ProFunds Bull Investor Fund (BLPIX) is 4.24%, while Rydex Japan 2x Strategy Fund (RYJSX) has a volatility of 21.28%. 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


BLPIXRYJSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.24%

21.28%

-17.04%

Volatility (6M)

Calculated over the trailing 6-month period

9.08%

36.83%

-27.75%

Volatility (1Y)

Calculated over the trailing 1-year period

18.09%

48.77%

-30.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.90%

39.49%

-22.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.70%

37.18%

-19.48%