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 -3.72%/yr vs -19.61%/yr for SOPIX. Their 0.58 correlation means they have sometimes moved together and sometimes differently. DRCVX charges 0.00%/yr vs 1.78%/yr for SOPIX.
Performance
DRCVX vs. SOPIX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DRCVX achieves a 3.17% return, which is significantly higher than SOPIX's -9.87% return. Over the past 10 years, DRCVX has outperformed SOPIX with an annualized return of -3.72%, while SOPIX has yielded a comparatively lower -19.61% 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%
SOPIX
- 1D
- -3.36%
- 1M
- 4.31%
- 6M
- -9.07%
- YTD
- -9.87%
- 1Y
- -17.52%
- 3Y*
- -17.93%
- 5Y*
- -14.03%
- 10Y*
- -19.61%
- ALL TIME*
- -17.47%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
DRCVX vs. SOPIX - 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% |
SOPIX ProFunds Short NASDAQ-100 Fund | -9.87% | -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 -0.36, 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. | -0.36 |
Correlation (3Y) Balances recent behavior with more history. | -0.44 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.48 |
Correlation (10Y) Provides a long-term view across more market conditions. | 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.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 | +3.09 | ||
| Sortino ratioReturn per unit of downside risk | +4.73 | ||
| Omega ratioGain probability vs. loss probability | 1.52 | 0.88 | +0.64 |
| Calmar ratioReturn relative to maximum drawdown | 7.17 | -0.62 | +7.80 |
| Martin ratioReturn relative to average drawdown | 25.00 | -1.21 | +26.21 |
Loading charts...
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.
Loading charts...
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 | -49.21% | -89.76% | +40.55% |
Current DrawdownCurrent decline from peak | -96.61% | -98.99% | +2.38% |
Average DrawdownAverage peak-to-trough decline | -66.00% | -76.28% | +10.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.26% | 12.79% | -12.53% |
Volatility
DRCVX vs. SOPIX - Volatility Comparison
The current volatility for Comstock Capital Value Fund (DRCVX) is 0.74%, while ProFunds Short NASDAQ-100 Fund (SOPIX) has a volatility of 6.90%. 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.
Loading charts...
Volatility by Period
| DRCVX | SOPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.74% | 6.90% | -6.16% |
Volatility (6M)Calculated over the trailing 6-month period | 1.95% | 15.93% | -13.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.81% | 19.30% | -16.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.59% | 23.86% | -19.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.42% | 22.69% | -13.27% |
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 1.90%, less than SOPIX's 2.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
DRCVX Comstock Capital Value Fund | 1.90% | 1.96% | 0.00% | 1.71% | 0.00% | 0.00% | 0.00% | 0.00% |
SOPIX ProFunds Short NASDAQ-100 Fund | 2.38% | 2.14% | 0.00% | 6.71% | 0.00% | 0.00% | 0.00% | 0.29% |
Frequently Asked Questions
DRCVX and SOPIX have a correlation of -0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOPIX has higher volatility (6.90%) compared to DRCVX (0.74%). In terms of maximum drawdown, DRCVX dropped -97.47% vs SOPIX's -99.07%.
DRCVX currently has the higher Sharpe Ratio (2.28 vs -0.80), 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.
Find the right allocation for DRCVX and SOPIX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer