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DRCVX vs. UIPIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DRCVX vs. UIPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Comstock Capital Value Fund (DRCVX) and ProFunds UltraShort Mid Cap Fund (UIPIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DRCVX achieves a 3.17% return, which is significantly higher than UIPIX's -23.40% return. Over the past 10 years, DRCVX has outperformed UIPIX with an annualized return of -3.72%, while UIPIX has yielded a comparatively lower -6.07% 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%

UIPIX

1D
-1.61%
1M
2.33%
6M
-17.33%
YTD
-23.40%
1Y
-32.28%
3Y*
-20.60%
5Y*
30.56%
10Y*
-6.07%
ALL TIME*
-1.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. 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. UIPIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
UIPIX
ProFunds UltraShort Mid Cap Fund
-23.40%-13.23%-22.21%668.01%11.30%-42.71%-53.90%-38.37%21.21%-27.33%

Correlation

The correlation between DRCVX and UIPIX is -0.57, 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.

-0.57

Correlation (3Y)
Balances recent behavior with more history.

-0.68

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.65

Correlation (10Y)
Provides a long-term view across more market conditions.

0.02

Correlation (All Time)
Calculated using the full available price history since Jan 30, 2004

0.58

The correlation between DRCVX and UIPIX shifts across timeframes, from -0.68 (3 years) to 0.58 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

DRCVX vs. UIPIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DRCVX
DRCVX Risk / Return Rank: 9494
Overall Rank
DRCVX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
DRCVX Sortino Ratio Rank: 9393
Sortino Ratio Rank
DRCVX Omega Ratio Rank: 9292
Omega Ratio Rank
DRCVX Calmar Ratio Rank: 9898
Calmar Ratio Rank
DRCVX Martin Ratio Rank: 9898
Martin Ratio Rank

UIPIX
UIPIX Risk / Return Rank: 00
Overall Rank
UIPIX Sharpe Ratio Rank: 00
Sharpe Ratio Rank
UIPIX Sortino Ratio Rank: 00
Sortino Ratio Rank
UIPIX Omega Ratio Rank: 00
Omega Ratio Rank
UIPIX Calmar Ratio Rank: 00
Calmar Ratio Rank
UIPIX Martin Ratio Rank: 00
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DRCVX vs. UIPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Comstock Capital Value Fund (DRCVX) and ProFunds UltraShort Mid Cap Fund (UIPIX). 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.


DRCVXUIPIXDifference
Sharpe ratioReturn per unit of total volatility

+3.21

Sortino ratioReturn per unit of downside risk

+4.87

Omega ratioGain probability vs. loss probability

1.52

0.86

+0.67

Calmar ratioReturn relative to maximum drawdown

7.17

-0.81

+7.98

Martin ratioReturn relative to average drawdown

25.00

-1.38

+26.39

DRCVX vs. UIPIX - Sharpe Ratio Comparison

The current DRCVX Sharpe Ratio is 2.28, which is higher than the UIPIX Sharpe Ratio of -0.92. The chart below compares the historical Sharpe Ratios of DRCVX and UIPIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DRCVX vs. UIPIX - Drawdown Comparison

The maximum DRCVX drawdown since its inception was -97.47%, roughly equal to the maximum UIPIX drawdown of -99.84%. Use the drawdown chart below to compare losses from any high point for DRCVX and UIPIX.


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Drawdown Indicators


DRCVXUIPIXDifference

Max Drawdown

Largest peak-to-trough decline

-97.47%

-99.84%

+2.37%

Max Drawdown (1Y)

Largest decline over 1 year

-0.89%

-35.54%

+34.65%

Max Drawdown (3Y)

Largest decline over 3 years

-3.82%

-65.67%

+61.85%

Max Drawdown (5Y)

Largest decline over 5 years

-4.08%

-65.67%

+61.59%

Max Drawdown (10Y)

Largest decline over 10 years

-49.21%

-90.12%

+40.91%

Current Drawdown

Current decline from peak

-96.61%

-99.20%

+2.59%

Average Drawdown

Average peak-to-trough decline

-66.00%

-80.87%

+14.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.26%

20.77%

-20.51%

Volatility

DRCVX vs. UIPIX - Volatility Comparison

The current volatility for Comstock Capital Value Fund (DRCVX) is 0.74%, while ProFunds UltraShort Mid Cap Fund (UIPIX) has a volatility of 6.91%. This indicates that DRCVX experiences smaller price fluctuations and is considered to be less risky than UIPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DRCVXUIPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.74%

6.91%

-6.17%

Volatility (6M)

Calculated over the trailing 6-month period

1.95%

23.23%

-21.28%

Volatility (1Y)

Calculated over the trailing 1-year period

2.81%

31.30%

-28.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.59%

418.86%

-414.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.42%

297.54%

-288.12%

DRCVX vs. UIPIX - Expense Ratio Comparison

DRCVX has a 0.00% expense ratio, which is lower than UIPIX's 1.78% expense ratio.


Dividends

DRCVX vs. UIPIX - Dividend Comparison

DRCVX's dividend yield for the trailing twelve months is around 1.90%, less than UIPIX's 3.40% yield.


PositionTTM2025202420232022202120202019
DRCVX
Comstock Capital Value Fund
1.90%1.96%0.00%1.71%0.00%0.00%0.00%0.00%
UIPIX
ProFunds UltraShort Mid Cap Fund
3.40%2.60%0.00%4.74%0.00%0.00%0.00%0.48%

Frequently Asked Questions


DRCVX and UIPIX have a correlation of -0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UIPIX has higher volatility (6.91%) compared to DRCVX (0.74%). In terms of maximum drawdown, DRCVX dropped -97.47% vs UIPIX's -99.84%.

DRCVX currently has the higher Sharpe Ratio (2.28 vs -0.92), 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.

Portfolio Optimizer

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