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BRPIX vs. PSTIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BRPIX vs. PSTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProFunds Bear Fund (BRPIX) and PIMCO StocksPLUS Short Fund (PSTIX). The values are adjusted to include any dividend payments, if applicable.

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BRPIX vs. PSTIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BRPIX
ProFunds Bear Fund
8.66%-12.27%-20.40%-15.39%17.31%-24.68%-25.63%-23.18%4.03%-18.03%
PSTIX
PIMCO StocksPLUS Short Fund
8.22%-8.24%-11.28%-11.01%17.41%-60.95%-20.83%-20.27%5.21%-14.04%

Returns By Period

In the year-to-date period, BRPIX achieves a 8.66% return, which is significantly higher than PSTIX's 8.22% return. Over the past 10 years, BRPIX has outperformed PSTIX with an annualized return of -13.04%, while PSTIX has yielded a comparatively lower -15.10% annualized return.


BRPIX

1D
0.41%
1M
8.66%
YTD
8.66%
6M
7.25%
1Y
-9.66%
3Y*
-11.99%
5Y*
-9.47%
10Y*
-13.04%

PSTIX

1D
0.42%
1M
7.56%
YTD
8.22%
6M
8.22%
1Y
-7.42%
3Y*
-6.58%
5Y*
-5.33%
10Y*
-15.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BRPIX vs. PSTIX - Expense Ratio Comparison

BRPIX has a 1.64% expense ratio, which is higher than PSTIX's 0.64% expense ratio.


Return for Risk

BRPIX vs. PSTIX — Risk / Return Rank

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

BRPIX
BRPIX Risk / Return Rank: 22
Overall Rank
BRPIX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
BRPIX Sortino Ratio Rank: 11
Sortino Ratio Rank
BRPIX Omega Ratio Rank: 11
Omega Ratio Rank
BRPIX Calmar Ratio Rank: 33
Calmar Ratio Rank
BRPIX Martin Ratio Rank: 55
Martin Ratio Rank

PSTIX
PSTIX Risk / Return Rank: 33
Overall Rank
PSTIX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
PSTIX Sortino Ratio Rank: 22
Sortino Ratio Rank
PSTIX Omega Ratio Rank: 11
Omega Ratio Rank
PSTIX Calmar Ratio Rank: 44
Calmar Ratio Rank
PSTIX Martin Ratio Rank: 55
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.

BRPIX vs. PSTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProFunds Bear Fund (BRPIX) and PIMCO StocksPLUS Short Fund (PSTIX). 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.


BRPIXPSTIXDifference

Sharpe ratio

Return per unit of total volatility

-0.56

-0.45

-0.12

Sortino ratio

Return per unit of downside risk

-0.68

-0.51

-0.18

Omega ratio

Gain probability vs. loss probability

0.90

0.92

-0.02

Calmar ratio

Return relative to maximum drawdown

-0.31

-0.23

-0.08

Martin ratio

Return relative to average drawdown

-0.37

-0.28

-0.10

BRPIX vs. PSTIX - Sharpe Ratio Comparison

The current BRPIX Sharpe Ratio is -0.56, which is comparable to the PSTIX Sharpe Ratio of -0.45. The chart below compares the historical Sharpe Ratios of BRPIX and PSTIX, 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


BRPIXPSTIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.56

-0.45

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.56

-0.33

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.73

-0.64

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.00

-0.53

+0.53

Correlation

The correlation between BRPIX and PSTIX is 0.95, 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.


Dividends

BRPIX vs. PSTIX - Dividend Comparison

BRPIX's dividend yield for the trailing twelve months is around 4.00%, while PSTIX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
BRPIX
ProFunds Bear Fund
4.00%4.35%0.00%5.58%0.00%0.00%0.06%0.27%0.00%0.00%0.00%0.00%
PSTIX
PIMCO StocksPLUS Short Fund
0.00%0.00%0.00%4.09%1.16%1.35%5.06%1.23%1.26%1.68%0.00%3.57%

Drawdowns

BRPIX vs. PSTIX - Drawdown Comparison

The maximum BRPIX drawdown since its inception was -96.76%, roughly equal to the maximum PSTIX drawdown of -97.01%. Use the drawdown chart below to compare losses from any high point for BRPIX and PSTIX.


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Drawdown Indicators


BRPIXPSTIXDifference

Max Drawdown

Largest peak-to-trough decline

-96.76%

-97.01%

+0.25%

Max Drawdown (1Y)

Largest decline over 1 year

-27.11%

-24.50%

-2.61%

Max Drawdown (5Y)

Largest decline over 5 years

-46.16%

-33.39%

-12.77%

Max Drawdown (10Y)

Largest decline over 10 years

-78.15%

-83.12%

+4.97%

Current Drawdown

Current decline from peak

-95.68%

-96.70%

+1.02%

Average Drawdown

Average peak-to-trough decline

-61.93%

-67.75%

+5.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.18%

20.25%

+1.93%

Volatility

BRPIX vs. PSTIX - Volatility Comparison

ProFunds Bear Fund (BRPIX) and PIMCO StocksPLUS Short Fund (PSTIX) have volatilities of 4.21% and 4.10%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BRPIXPSTIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.21%

4.10%

+0.11%

Volatility (6M)

Calculated over the trailing 6-month period

9.05%

8.82%

+0.23%

Volatility (1Y)

Calculated over the trailing 1-year period

18.13%

17.85%

+0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.13%

16.46%

+0.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.84%

23.74%

-5.90%