BRPIX vs. RYCZX
Compare and contrast key facts about ProFunds Bear Fund (BRPIX) and Rydex Inverse Dow 2x Strategy Fund (RYCZX).
BRPIX is managed by ProFunds. It was launched on Dec 29, 1997. RYCZX is managed by Rydex Funds. It was launched on Feb 19, 2004.
Performance
BRPIX vs. RYCZX - Performance Comparison
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BRPIX vs. RYCZX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BRPIX ProFunds Bear Fund | 5.48% | -12.27% | -20.40% | -15.39% | 17.31% | -24.68% | -25.63% | -23.18% | 4.03% | -18.03% |
RYCZX Rydex Inverse Dow 2x Strategy Fund | 6.63% | -22.14% | -16.97% | -19.05% | 5.48% | -36.32% | -45.37% | -36.65% | 0.75% | -39.59% |
Returns By Period
In the year-to-date period, BRPIX achieves a 5.48% return, which is significantly lower than RYCZX's 6.63% return. Over the past 10 years, BRPIX has outperformed RYCZX with an annualized return of -13.29%, while RYCZX has yielded a comparatively lower -24.61% annualized return.
BRPIX
- 1D
- -2.93%
- 1M
- 5.48%
- YTD
- 5.48%
- 6M
- 4.54%
- 1Y
- -12.00%
- 3Y*
- -12.85%
- 5Y*
- -9.79%
- 10Y*
- -13.29%
RYCZX
- 1D
- -4.95%
- 1M
- 10.08%
- YTD
- 6.63%
- 6M
- 0.23%
- 1Y
- -19.51%
- 3Y*
- -17.52%
- 5Y*
- -14.63%
- 10Y*
- -24.61%
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BRPIX vs. RYCZX - Expense Ratio Comparison
BRPIX has a 1.64% expense ratio, which is lower than RYCZX's 2.70% expense ratio.
Return for Risk
BRPIX vs. RYCZX — Risk / Return Rank
BRPIX
RYCZX
BRPIX vs. RYCZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProFunds Bear Fund (BRPIX) and Rydex Inverse Dow 2x Strategy Fund (RYCZX). 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.
| BRPIX | RYCZX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.67 | -0.58 | -0.09 |
Sortino ratioReturn per unit of downside risk | -0.85 | -0.65 | -0.20 |
Omega ratioGain probability vs. loss probability | 0.88 | 0.91 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | -0.47 | -0.48 | +0.01 |
Martin ratioReturn relative to average drawdown | -0.57 | -0.65 | +0.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BRPIX | RYCZX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.67 | -0.58 | -0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.57 | -0.50 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.75 | -0.70 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.00 | -0.63 | +0.63 |
Correlation
The correlation between BRPIX and RYCZX is 0.93, 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. RYCZX - Dividend Comparison
BRPIX's dividend yield for the trailing twelve months is around 4.12%, less than RYCZX's 5.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
BRPIX ProFunds Bear Fund | 4.12% | 4.35% | 0.00% | 5.58% | 0.00% | 0.00% | 0.06% | 0.27% |
RYCZX Rydex Inverse Dow 2x Strategy Fund | 5.51% | 5.88% | 4.32% | 1.00% | 0.00% | 0.00% | 0.05% | 0.24% |
Drawdowns
BRPIX vs. RYCZX - Drawdown Comparison
The maximum BRPIX drawdown since its inception was -96.76%, roughly equal to the maximum RYCZX drawdown of -99.77%. Use the drawdown chart below to compare losses from any high point for BRPIX and RYCZX.
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Drawdown Indicators
| BRPIX | RYCZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.76% | -99.77% | +3.01% |
Max Drawdown (1Y)Largest decline over 1 year | -27.11% | -43.65% | +16.54% |
Max Drawdown (5Y)Largest decline over 5 years | -46.16% | -64.67% | +18.51% |
Max Drawdown (10Y)Largest decline over 10 years | -78.15% | -95.13% | +16.98% |
Current DrawdownCurrent decline from peak | -95.80% | -99.73% | +3.93% |
Average DrawdownAverage peak-to-trough decline | -61.93% | -78.68% | +16.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.22% | 32.61% | -10.39% |
Volatility
BRPIX vs. RYCZX - Volatility Comparison
The current volatility for ProFunds Bear Fund (BRPIX) is 5.39%, while Rydex Inverse Dow 2x Strategy Fund (RYCZX) has a volatility of 9.84%. This indicates that BRPIX experiences smaller price fluctuations and is considered to be less risky than RYCZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRPIX | RYCZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.39% | 9.84% | -4.45% |
Volatility (6M)Calculated over the trailing 6-month period | 9.54% | 18.48% | -8.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.32% | 33.60% | -15.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.18% | 29.46% | -12.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.86% | 35.16% | -17.30% |