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 14.97%/yr vs 10.65%/yr for ^DJT. Their 0.72 correlation means they have sometimes moved together and sometimes differently.
Performance
FNPIX vs. ^DJT - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, FNPIX achieves a 4.06% return, which is significantly lower than ^DJT's 21.21% return. Over the past 10 years, FNPIX has outperformed ^DJT with an annualized return of 14.97%, while ^DJT has yielded a comparatively lower 10.65% annualized return.
FNPIX
- 1D
- 0.86%
- 1M
- 3.25%
- 6M
- 8.41%
- YTD
- 4.06%
- 1Y
- 13.02%
- 3Y*
- 22.22%
- 5Y*
- 11.92%
- 10Y*
- 14.97%
- ALL TIME*
- 4.41%
^DJT
- 1D
- -0.24%
- 1M
- -4.43%
- 6M
- 14.97%
- YTD
- 21.21%
- 1Y
- 39.29%
- 3Y*
- 8.37%
- 5Y*
- 7.79%
- 10Y*
- 10.65%
- ALL TIME*
- 8.25%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.69T | $1.54T | $2.05T | |
| $0.00 | $0.00 | $0.00 |
FNPIX vs. ^DJT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FNPIX ProFunds Financials UltraSector Fund | 4.06% | 16.39% | 38.51% | 18.34% | -23.84% | 57.11% | -9.83% | 46.49% | -17.23% | 27.19% |
^DJT Dow Jones Transportation Average | 21.21% | 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 0.51, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.51 |
Correlation (3Y) Balances recent behavior with more history. | 0.63 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.69 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.71 |
Correlation (All Time) Calculated using the full available price history since Jun 19, 2000 | 0.72 |
Over the past year, the correlation between FNPIX and ^DJT has dropped to 0.51 - well below their long-term average of 0.72, suggesting their price drivers have been diverging.
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
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 | -1.13 | ||
| Sortino ratioReturn per unit of downside risk | -1.35 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.29 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 0.41 | 2.01 | -1.61 |
| Martin ratioReturn relative to average drawdown | 0.97 | 5.62 | -4.66 |
Loading charts...
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.
Loading charts...
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 | -1.53% | -12.09% | +10.56% |
Average DrawdownAverage peak-to-trough decline | -36.03% | -12.48% | -23.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.35% | 6.46% | +2.89% |
Volatility
FNPIX vs. ^DJT - Volatility Comparison
ProFunds Financials UltraSector Fund (FNPIX) has a higher volatility of 6.69% compared to Dow Jones Transportation Average (^DJT) at 5.46%. This indicates that FNPIX's price experiences larger fluctuations and is considered to be riskier than ^DJT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| FNPIX | ^DJT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.69% | 5.46% | +1.23% |
Volatility (6M)Calculated over the trailing 6-month period | 16.63% | 20.27% | -3.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.03% | 23.62% | -1.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.30% | 23.64% | +3.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.55% | 23.68% | +6.87% |
Frequently Asked Questions
FNPIX and ^DJT have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FNPIX has higher volatility (6.69%) compared to ^DJT (5.46%). In terms of maximum drawdown, FNPIX dropped -93.14% vs ^DJT's -60.92%.
^DJT currently has the higher Sharpe Ratio (1.54 vs 0.41), 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 FNPIX and ^DJT
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