FNPIX vs. ^DJT
FNPIX (ProFunds Financials UltraSector Fund) is Leveraged Equities fund managed by ProFunds, while ^DJT (Dow Jones Transportation Average) is an index. Over the past 10 years, FNPIX returned 14.52%/yr vs 11.53%/yr for ^DJT. A 0.72 correlation means they provide meaningful diversification when combined.
Performance
FNPIX vs. ^DJT - Performance Comparison
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Returns By Period
In the year-to-date period, FNPIX achieves a -5.07% return, which is significantly lower than ^DJT's 25.57% return. Over the past 10 years, FNPIX has outperformed ^DJT with an annualized return of 14.52%, while ^DJT has yielded a comparatively lower 11.53% annualized return.
FNPIX
- 1D
- -1.38%
- 1M
- 4.30%
- YTD
- -5.07%
- 6M
- -6.68%
- 1Y
- 6.36%
- 3Y*
- 21.57%
- 5Y*
- 11.32%
- 10Y*
- 14.52%
^DJT
- 1D
- 0.73%
- 1M
- 4.95%
- YTD
- 25.57%
- 6M
- 23.28%
- 1Y
- 47.62%
- 3Y*
- 14.06%
- 5Y*
- 7.90%
- 10Y*
- 11.53%
FNPIX vs. ^DJT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FNPIX ProFunds Financials UltraSector Fund | -5.07% | 16.39% | 38.51% | 18.34% | -23.84% | 57.11% | -9.83% | 46.49% | -17.23% | 27.19% |
^DJT Dow Jones Transportation Average | 25.57% | 9.19% | -0.02% | 18.72% | -18.73% | 31.75% | 14.73% | 18.87% | -13.59% | 17.34% |
Correlation
The correlation between FNPIX and ^DJT is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Jun 19, 2000 | 0.72 |
The correlation between FNPIX and ^DJT shifts across timeframes, from 0.56 (1 year) to 0.72 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FNPIX vs. ^DJT — Risk / Return Rank
FNPIX
^DJT
FNPIX vs. ^DJT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProFunds Financials UltraSector Fund (FNPIX) and Dow Jones Transportation Average (^DJT). 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.
| FNPIX | ^DJT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.68 | ||
| Sortino ratioReturn per unit of downside risk | -1.94 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.36 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 0.30 | 2.65 | -2.34 |
| Martin ratioReturn relative to average drawdown | 0.73 | 7.69 | -6.95 |
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Drawdowns
FNPIX vs. ^DJT - Drawdown Comparison
The maximum FNPIX drawdown since its inception was -93.14%, which is greater than ^DJT's maximum drawdown of -60.92%. Use the drawdown chart below to compare losses from any high point for FNPIX and ^DJT.
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Drawdown Indicators
| FNPIX | ^DJT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.14% | -60.92% | -32.22% |
Max Drawdown (1Y)Largest decline over 1 year | -22.37% | -18.08% | -4.29% |
Max Drawdown (3Y)Largest decline over 3 years | -23.21% | -28.82% | +5.61% |
Max Drawdown (5Y)Largest decline over 5 years | -37.80% | -29.58% | -8.22% |
Max Drawdown (10Y)Largest decline over 10 years | -58.23% | -42.06% | -16.17% |
Current DrawdownCurrent decline from peak | -9.10% | -8.93% | -0.17% |
Average DrawdownAverage peak-to-trough decline | -36.17% | -12.50% | -23.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.26% | 6.21% | +3.05% |
Volatility
FNPIX vs. ^DJT - Volatility Comparison
ProFunds Financials UltraSector Fund (FNPIX) and Dow Jones Transportation Average (^DJT) have volatilities of 6.41% and 6.51%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FNPIX | ^DJT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.41% | 6.51% | -0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 16.79% | 20.15% | -3.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.78% | 24.07% | -2.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.41% | 23.67% | +3.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.68% | 23.75% | +6.93% |
Frequently Asked Questions
FNPIX and ^DJT have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
^DJT has higher volatility (6.51%) compared to FNPIX (6.41%). In terms of maximum drawdown, FNPIX dropped -93.14% vs ^DJT's -60.92%.
^DJT currently has the higher Sharpe Ratio (1.99 vs 0.31), 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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