DRCVX vs. SOPIX
DRCVX (Comstock Capital Value Fund) and SOPIX (ProFunds Short NASDAQ-100 Fund) are both Inverse Equities funds. Over the past 10 years, DRCVX returned -3.79%/yr vs -20.40%/yr for SOPIX. A 0.58 correlation means they provide meaningful diversification when combined. DRCVX charges 0.00%/yr vs 1.78%/yr for SOPIX.
Performance
DRCVX vs. SOPIX - Performance Comparison
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Returns By Period
In the year-to-date period, DRCVX achieves a 3.62% return, which is significantly higher than SOPIX's -15.00% return. Over the past 10 years, DRCVX has outperformed SOPIX with an annualized return of -3.79%, while SOPIX has yielded a comparatively lower -20.40% annualized return.
DRCVX
- 1D
- 0.00%
- 1M
- 0.44%
- 6M
- 3.39%
- YTD
- 3.62%
- 1Y
- 7.35%
- 3Y*
- 7.25%
- 5Y*
- 5.35%
- 10Y*
- -3.79%
SOPIX
- 1D
- -0.31%
- 1M
- -0.75%
- 6M
- -13.33%
- YTD
- -15.00%
- 1Y
- -21.88%
- 3Y*
- -20.54%
- 5Y*
- -15.02%
- 10Y*
- -20.40%
DRCVX vs. SOPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DRCVX Comstock Capital Value Fund | 3.62% | 11.55% | 2.02% | 6.55% | 4.13% | -2.16% | -5.36% | -25.76% | 7.76% | -20.58% |
SOPIX ProFunds Short NASDAQ-100 Fund | -15.00% | -15.80% | -23.82% | -31.85% | 34.73% | -25.69% | -42.92% | -28.29% | -3.07% | -25.24% |
Correlation
The correlation between DRCVX and SOPIX is -0.35, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.48 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2003 | 0.58 |
The correlation between DRCVX and SOPIX shifts across timeframes, from -0.48 (5 years) to 0.58 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DRCVX vs. SOPIX — Risk / Return Rank
DRCVX
SOPIX
DRCVX vs. SOPIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Comstock Capital Value Fund (DRCVX) and ProFunds Short NASDAQ-100 Fund (SOPIX). 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 | SOPIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.79 | ||
| Sortino ratioReturn per unit of downside risk | +5.86 | ||
| Omega ratioGain probability vs. loss probability | 1.61 | 0.81 | +0.80 |
| Calmar ratioReturn relative to maximum drawdown | 8.28 | -0.88 | +9.16 |
| Martin ratioReturn relative to average drawdown | 29.55 | -1.82 | +31.37 |
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Drawdowns
DRCVX vs. SOPIX - Drawdown Comparison
The maximum DRCVX drawdown since its inception was -97.47%, roughly equal to the maximum SOPIX drawdown of -99.07%. Use the drawdown chart below to compare losses from any high point for DRCVX and SOPIX.
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Drawdown Indicators
| DRCVX | SOPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.47% | -99.07% | +1.60% |
Max Drawdown (1Y)Largest decline over 1 year | -0.89% | -24.87% | +23.98% |
Max Drawdown (3Y)Largest decline over 3 years | -3.82% | -54.87% | +51.05% |
Max Drawdown (5Y)Largest decline over 5 years | -4.08% | -65.00% | +60.92% |
Max Drawdown (10Y)Largest decline over 10 years | -49.64% | -89.99% | +40.35% |
Current DrawdownCurrent decline from peak | -96.60% | -99.05% | +2.45% |
Average DrawdownAverage peak-to-trough decline | -65.96% | -76.22% | +10.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.25% | 11.91% | -11.66% |
Volatility
DRCVX vs. SOPIX - Volatility Comparison
The current volatility for Comstock Capital Value Fund (DRCVX) is 0.97%, while ProFunds Short NASDAQ-100 Fund (SOPIX) has a volatility of 8.45%. This indicates that DRCVX experiences smaller price fluctuations and is considered to be less risky than SOPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DRCVX | SOPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.97% | 8.45% | -7.48% |
Volatility (6M)Calculated over the trailing 6-month period | 1.96% | 15.09% | -13.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.85% | 18.36% | -15.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.58% | 23.73% | -19.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.45% | 22.61% | -13.16% |
DRCVX vs. SOPIX - Expense Ratio Comparison
DRCVX has a 0.00% expense ratio, which is lower than SOPIX's 1.78% expense ratio.
Dividends
DRCVX vs. SOPIX - Dividend Comparison
DRCVX's dividend yield for the trailing twelve months is around 1.89%, less than SOPIX's 2.52% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
DRCVX Comstock Capital Value Fund | 1.89% | 1.96% | 0.00% | 1.71% | 0.00% | 0.00% | 0.00% | 0.00% |
SOPIX ProFunds Short NASDAQ-100 Fund | 2.52% | 2.14% | 0.00% | 6.71% | 0.00% | 0.00% | 0.00% | 0.29% |
Frequently Asked Questions
DRCVX and SOPIX have a correlation of -0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOPIX has higher volatility (8.45%) compared to DRCVX (0.97%). In terms of maximum drawdown, DRCVX dropped -97.47% vs SOPIX's -99.07%.
DRCVX currently has the higher Sharpe Ratio (2.60 vs -1.19), 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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