DRCVX vs. UXPIX
DRCVX (Comstock Capital Value Fund) and UXPIX (ProFunds Ultra Short International Fund) are both Inverse Equities funds. Over the past 10 years, DRCVX returned -3.72%/yr vs -20.37%/yr for UXPIX. Their 0.52 correlation means they have sometimes moved together and sometimes differently. DRCVX charges 0.00%/yr vs 1.78%/yr for UXPIX.
Performance
DRCVX vs. UXPIX - 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 UXPIX's -21.75% return. Over the past 10 years, DRCVX has outperformed UXPIX with an annualized return of -3.72%, while UXPIX has yielded a comparatively lower -20.37% 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%
UXPIX
- 1D
- -5.68%
- 1M
- -3.26%
- 6M
- -14.24%
- YTD
- -21.75%
- 1Y
- -36.06%
- 3Y*
- -23.23%
- 5Y*
- -16.79%
- 10Y*
- -20.37%
- ALL TIME*
- -11.96%
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. UXPIX - 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% |
UXPIX ProFunds Ultra Short International Fund | -21.75% | -40.68% | -0.70% | -23.81% | 19.33% | -25.44% | -36.55% | -33.25% | 29.63% | -37.30% |
Correlation
The correlation between DRCVX and UXPIX is -0.43, 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. | -0.43 |
Correlation (3Y) Balances recent behavior with more history. | -0.53 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.50 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.02 |
Correlation (All Time) Calculated using the full available price history since Apr 19, 2006 | 0.52 |
The correlation between DRCVX and UXPIX shifts across timeframes, from -0.53 (3 years) to 0.52 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DRCVX vs. UXPIX — Risk / Return Rank
DRCVX
UXPIX
DRCVX vs. UXPIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Comstock Capital Value Fund (DRCVX) and ProFunds Ultra Short International Fund (UXPIX). 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 | UXPIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.35 | ||
| Sortino ratioReturn per unit of downside risk | +5.18 | ||
| Omega ratioGain probability vs. loss probability | 1.52 | 0.83 | +0.70 |
| Calmar ratioReturn relative to maximum drawdown | 7.17 | -0.95 | +8.13 |
| Martin ratioReturn relative to average drawdown | 25.00 | -1.49 | +26.49 |
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Drawdowns
DRCVX vs. UXPIX - Drawdown Comparison
The maximum DRCVX drawdown since its inception was -97.47%, roughly equal to the maximum UXPIX drawdown of -99.50%. Use the drawdown chart below to compare losses from any high point for DRCVX and UXPIX.
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Drawdown Indicators
| DRCVX | UXPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.47% | -99.50% | +2.03% |
Max Drawdown (1Y)Largest decline over 1 year | -0.89% | -36.06% | +35.17% |
Max Drawdown (3Y)Largest decline over 3 years | -3.82% | -65.28% | +61.46% |
Max Drawdown (5Y)Largest decline over 5 years | -4.08% | -75.70% | +71.62% |
Max Drawdown (10Y)Largest decline over 10 years | -49.21% | -90.09% | +40.88% |
Current DrawdownCurrent decline from peak | -96.61% | -99.50% | +2.89% |
Average DrawdownAverage peak-to-trough decline | -66.00% | -82.61% | +16.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.26% | 23.06% | -22.80% |
Volatility
DRCVX vs. UXPIX - Volatility Comparison
The current volatility for Comstock Capital Value Fund (DRCVX) is 0.74%, while ProFunds Ultra Short International Fund (UXPIX) has a volatility of 9.79%. This indicates that DRCVX experiences smaller price fluctuations and is considered to be less risky than UXPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DRCVX | UXPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.74% | 9.79% | -9.05% |
Volatility (6M)Calculated over the trailing 6-month period | 1.95% | 28.16% | -26.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.81% | 32.26% | -29.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.59% | 33.95% | -29.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.42% | 35.00% | -25.58% |
DRCVX vs. UXPIX - Expense Ratio Comparison
DRCVX has a 0.00% expense ratio, which is lower than UXPIX's 1.78% expense ratio.
Dividends
DRCVX vs. UXPIX - Dividend Comparison
DRCVX's dividend yield for the trailing twelve months is around 1.90%, less than UXPIX's 4.22% 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% |
UXPIX ProFunds Ultra Short International Fund | 4.22% | 3.30% | 0.00% | 3.97% | 0.00% | 0.00% | 0.00% | 0.90% |
Frequently Asked Questions
DRCVX and UXPIX have a correlation of -0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
UXPIX has higher volatility (9.79%) compared to DRCVX (0.74%). In terms of maximum drawdown, DRCVX dropped -97.47% vs UXPIX's -99.50%.
DRCVX currently has the higher Sharpe Ratio (2.28 vs -1.07), 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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