DRCVX vs. BRPIX
DRCVX (Comstock Capital Value Fund) and BRPIX (ProFunds Bear Fund) are both Inverse Equities funds. Over the past 10 years, DRCVX returned -3.72%/yr vs -13.79%/yr for BRPIX. Their 0.71 correlation means they have sometimes moved together and sometimes differently. DRCVX charges 0.00%/yr vs 1.64%/yr for BRPIX.
Performance
DRCVX vs. BRPIX - Performance Comparison
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Returns By Period
In the year-to-date period, DRCVX achieves a 3.17% return, which is significantly higher than BRPIX's -6.47% return. Over the past 10 years, DRCVX has outperformed BRPIX with an annualized return of -3.72%, while BRPIX has yielded a comparatively lower -13.79% annualized return.
DRCVX
- 1D
- 0.00%
- 1M
- -0.44%
- 6M
- 2.93%
- YTD
- 3.17%
- 1Y
- 6.88%
- 3Y*
- 6.82%
- 5Y*
- 5.26%
- 10Y*
- -3.72%
- ALL TIME*
- -0.82%
BRPIX
- 1D
- -1.61%
- 1M
- 0.83%
- 6M
- -5.43%
- YTD
- -6.47%
- 1Y
- -13.31%
- 3Y*
- -13.67%
- 5Y*
- -10.10%
- 10Y*
- -13.79%
- ALL TIME*
- 0.06%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
BRPIX ProFunds Bear Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
DRCVX vs. BRPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DRCVX Comstock Capital Value Fund | 3.17% | 11.55% | 2.02% | 6.55% | 4.13% | -2.16% | -5.36% | -25.76% | 7.76% | -20.58% |
BRPIX ProFunds Bear Fund | -6.47% | -12.27% | -20.40% | -15.39% | 17.31% | -24.68% | -25.63% | -23.18% | 4.03% | -18.03% |
Correlation
The correlation between DRCVX and BRPIX is -0.46, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.46 |
Correlation (3Y) Balances recent behavior with more history. | -0.55 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.57 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.07 |
Correlation (All Time) Calculated using the full available price history since Dec 30, 1997 | 0.71 |
The correlation between DRCVX and BRPIX shifts across timeframes, from -0.57 (5 years) to 0.71 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DRCVX vs. BRPIX — Risk / Return Rank
DRCVX
BRPIX
DRCVX vs. BRPIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Comstock Capital Value Fund (DRCVX) and ProFunds Bear Fund (BRPIX). 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.
| DRCVX | BRPIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.18 | ||
| Sortino ratioReturn per unit of downside risk | +4.89 | ||
| Omega ratioGain probability vs. loss probability | 1.52 | 0.86 | +0.66 |
| Calmar ratioReturn relative to maximum drawdown | 7.17 | -0.71 | +7.89 |
| Martin ratioReturn relative to average drawdown | 25.00 | -1.26 | +26.26 |
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Drawdowns
DRCVX vs. BRPIX - Drawdown Comparison
The maximum DRCVX drawdown since its inception was -97.47%, roughly equal to the maximum BRPIX drawdown of -96.76%. Use the drawdown chart below to compare losses from any high point for DRCVX and BRPIX.
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Drawdown Indicators
| DRCVX | BRPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.47% | -96.76% | -0.71% |
Max Drawdown (1Y)Largest decline over 1 year | -0.89% | -16.15% | +15.26% |
Max Drawdown (3Y)Largest decline over 3 years | -3.82% | -44.49% | +40.67% |
Max Drawdown (5Y)Largest decline over 5 years | -4.08% | -50.06% | +45.98% |
Max Drawdown (10Y)Largest decline over 10 years | -49.21% | -78.55% | +29.34% |
Current DrawdownCurrent decline from peak | -96.61% | -96.28% | -0.33% |
Average DrawdownAverage peak-to-trough decline | -66.00% | -62.30% | -3.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.26% | 9.18% | -8.92% |
Volatility
DRCVX vs. BRPIX - Volatility Comparison
The current volatility for Comstock Capital Value Fund (DRCVX) is 0.74%, while ProFunds Bear Fund (BRPIX) has a volatility of 3.39%. This indicates that DRCVX experiences smaller price fluctuations and is considered to be less risky than BRPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DRCVX | BRPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.74% | 3.39% | -2.65% |
Volatility (6M)Calculated over the trailing 6-month period | 1.95% | 10.17% | -8.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.81% | 12.90% | -10.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.59% | 17.28% | -12.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.42% | 17.88% | -8.46% |
DRCVX vs. BRPIX - Expense Ratio Comparison
DRCVX has a 0.00% expense ratio, which is lower than BRPIX's 1.64% expense ratio.
Dividends
DRCVX vs. BRPIX - Dividend Comparison
DRCVX's dividend yield for the trailing twelve months is around 1.90%, less than BRPIX's 4.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
BRPIX ProFunds Bear Fund | 4.65% | 4.35% | 0.00% | 5.58% | 0.00% | 0.00% | 0.06% | 0.27% |
DRCVX Comstock Capital Value Fund | 1.90% | 1.96% | 0.00% | 1.71% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DRCVX and BRPIX have a correlation of -0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BRPIX has higher volatility (3.39%) compared to DRCVX (0.74%). In terms of maximum drawdown, DRCVX dropped -97.47% vs BRPIX's -96.76%.
DRCVX currently has the higher Sharpe Ratio (2.28 vs -0.90), 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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