FNPIX vs. ^DJT

Last updated Apr 2, 2026

Compare and contrast key facts about ProFunds Financials UltraSector Fund (FNPIX) and Dow Jones Transportation Average (^DJT).

FNPIX is managed by ProFunds. It was launched on Jun 18, 2000.

Performance

FNPIX vs. ^DJT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProFunds Financials UltraSector Fund (FNPIX) and Dow Jones Transportation Average (^DJT). The values are adjusted to include any dividend payments, if applicable.

FNPIX vs. ^DJT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FNPIX ProFunds Financials UltraSector Fund	-14.97%	16.39%	38.51%	18.34%	-23.84%	57.11%	-9.83%	46.49%	-17.23%	27.19%
^DJT Dow Jones Transportation Average	9.06%	9.19%	-0.02%	18.72%	-18.73%	31.75%	14.73%	18.87%	-13.59%	17.34%

Returns By Period

In the year-to-date period, FNPIX achieves a -14.97% return, which is significantly lower than ^DJT's 9.06% return. Over the past 10 years, FNPIX has outperformed ^DJT with an annualized return of 13.37%, while ^DJT has yielded a comparatively lower 9.15% annualized return.

FNPIX

• 1D: 3.22%
• 1M: -5.35%
• YTD: -14.97%
• 6M: -12.36%
• 1Y: -4.60%
• 3Y*: 19.25%
• 5Y*: 9.98%
• 10Y*: 13.37%

^DJT

• 1D: 1.72%
• 1M: -4.20%
• YTD: 9.06%
• 6M: 20.93%
• 1Y: 28.08%
• 3Y*: 9.45%
• 5Y*: 5.12%
• 10Y*: 9.15%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

FNPIX vs. ^DJT — Risk / Return Rank

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

FNPIX

FNPIX Risk / Return Rank: 3
FNPIX Sharpe Ratio Rank: 3
FNPIX Sortino Ratio Rank: 3
FNPIX Omega Ratio Rank: 3
FNPIX Calmar Ratio Rank: 4
FNPIX Martin Ratio Rank: 4

^DJT

^DJT Risk / Return Rank: 71
^DJT Sharpe Ratio Rank: 72
^DJT Sortino Ratio Rank: 73
^DJT Omega Ratio Rank: 70
^DJT Calmar Ratio Rank: 73
^DJT Martin Ratio Rank: 68

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.

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.

	FNPIX	^DJT	Difference
Sharpe ratio Return per unit of total volatility	-0.17	1.07	-1.24
Sortino ratio Return per unit of downside risk	-0.04	1.62	-1.66
Omega ratio Gain probability vs. loss probability	0.99	1.22	-0.23
Calmar ratio Return relative to maximum drawdown	-0.14	1.81	-1.94
Martin ratio Return relative to average drawdown	-0.40	5.86	-6.27
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FNPIX vs. ^DJT - Sharpe Ratio Comparison

The current FNPIX Sharpe Ratio is -0.17, which is lower than the ^DJT Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of FNPIX and ^DJT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	FNPIX	^DJT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.17	1.07	-1.24
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.37	0.23	+0.14
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.44	0.39	+0.04
Sharpe Ratio (All Time) Calculated using the full available price history	0.09	0.38	-0.29

Correlation

The correlation between FNPIX and ^DJT is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

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.

Drawdown Indicators

	FNPIX	^DJT	Difference
Max Drawdown Largest peak-to-trough decline	-93.14%	-60.92%	-32.22%
Max Drawdown (1Y) Largest decline over 1 year	-22.37%	-15.71%	-6.66%
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 Drawdown Current decline from peak	-18.58%	-4.84%	-13.74%
Average Drawdown Average peak-to-trough decline	-36.37%	-13.03%	-23.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.59%	4.84%	+2.75%

Volatility

FNPIX vs. ^DJT - Volatility Comparison

The current volatility for ProFunds Financials UltraSector Fund (FNPIX) is 7.12%, while Dow Jones Transportation Average (^DJT) has a volatility of 7.51%. This indicates that FNPIX experiences smaller price fluctuations and is considered to be less risky than ^DJT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FNPIX	^DJT	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.12%	7.51%	-0.39%
Volatility (6M) Calculated over the trailing 6-month period	17.15%	15.06%	+2.09%
Volatility (1Y) Calculated over the trailing 1-year period	28.98%	26.29%	+2.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.41%	22.82%	+4.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.69%	23.33%	+7.36%