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DRCVX vs. UIPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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DRCVX vs. UIPIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DRCVX
Comstock Capital Value Fund
0.90%11.55%2.02%6.55%4.13%-2.16%-5.36%-25.76%7.76%-20.58%
UIPIX
ProFunds UltraShort Mid Cap Fund
0.89%-13.23%-22.21%-23.20%11.30%-42.71%-53.90%-38.37%21.21%-27.33%

Returns By Period

The year-to-date returns for both stocks are quite close, with DRCVX having a 0.90% return and UIPIX slightly lower at 0.89%. Over the past 10 years, DRCVX has outperformed UIPIX with an annualized return of -4.66%, while UIPIX has yielded a comparatively lower -24.63% annualized return.


DRCVX

1D
0.22%
1M
-0.00%
YTD
0.90%
6M
2.19%
1Y
9.05%
3Y*
6.77%
5Y*
4.68%
10Y*
-4.66%

UIPIX

1D
1.72%
1M
17.91%
YTD
0.89%
6M
-1.71%
1Y
-23.26%
3Y*
-17.37%
5Y*
-14.84%
10Y*
-24.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DRCVX vs. UIPIX - Expense Ratio Comparison

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


Return for Risk

DRCVX vs. UIPIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DRCVX
DRCVX Risk / Return Rank: 9191
Overall Rank
DRCVX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
DRCVX Sortino Ratio Rank: 9090
Sortino Ratio Rank
DRCVX Omega Ratio Rank: 9494
Omega Ratio Rank
DRCVX Calmar Ratio Rank: 8686
Calmar Ratio Rank
DRCVX Martin Ratio Rank: 9393
Martin Ratio Rank

UIPIX
UIPIX Risk / Return Rank: 22
Overall Rank
UIPIX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
UIPIX Sortino Ratio Rank: 11
Sortino Ratio Rank
UIPIX Omega Ratio Rank: 11
Omega Ratio Rank
UIPIX Calmar Ratio Rank: 22
Calmar Ratio Rank
UIPIX Martin Ratio Rank: 44
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


DRCVXUIPIXDifference

Sharpe ratio

Return per unit of total volatility

1.86

-0.58

+2.44

Sortino ratio

Return per unit of downside risk

2.53

-0.63

+3.16

Omega ratio

Gain probability vs. loss probability

1.49

0.92

+0.57

Calmar ratio

Return relative to maximum drawdown

2.23

-0.42

+2.65

Martin ratio

Return relative to average drawdown

11.66

-0.56

+12.21

DRCVX vs. UIPIX - Sharpe Ratio Comparison

The current DRCVX Sharpe Ratio is 1.86, which is higher than the UIPIX Sharpe Ratio of -0.58. The chart below compares the historical Sharpe Ratios of DRCVX and UIPIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DRCVXUIPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.86

-0.58

+2.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.03

-0.04

+1.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.47

-0.08

-0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.01

-0.01

0.00

Correlation

The correlation between DRCVX and UIPIX is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

DRCVX vs. UIPIX - Dividend Comparison

DRCVX's dividend yield for the trailing twelve months is around 1.94%, less than UIPIX's 2.58% yield.


TTM2025202420232022202120202019
DRCVX
Comstock Capital Value Fund
1.94%1.96%0.00%1.71%0.00%0.00%0.00%0.00%
UIPIX
ProFunds UltraShort Mid Cap Fund
2.58%2.60%0.00%4.74%0.00%0.00%0.00%0.48%

Drawdowns

DRCVX vs. UIPIX - Drawdown Comparison

The maximum DRCVX drawdown since its inception was -97.47%, roughly equal to the maximum UIPIX drawdown of -99.98%. 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%

-99.98%

+2.51%

Max Drawdown (1Y)

Largest decline over 1 year

-3.82%

-49.64%

+45.82%

Max Drawdown (5Y)

Largest decline over 5 years

-4.34%

-93.53%

+89.19%

Max Drawdown (10Y)

Largest decline over 10 years

-54.27%

-99.07%

+44.80%

Current Drawdown

Current decline from peak

-96.69%

-99.89%

+3.20%

Average Drawdown

Average peak-to-trough decline

-65.76%

-80.78%

+15.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.73%

37.09%

-36.36%

Volatility

DRCVX vs. UIPIX - Volatility Comparison

The current volatility for Comstock Capital Value Fund (DRCVX) is 0.98%, while ProFunds UltraShort Mid Cap Fund (UIPIX) has a volatility of 11.34%. 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

0.98%

11.34%

-10.36%

Volatility (6M)

Calculated over the trailing 6-month period

2.03%

22.91%

-20.88%

Volatility (1Y)

Calculated over the trailing 1-year period

4.93%

40.74%

-35.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.55%

420.65%

-416.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.96%

298.90%

-288.94%