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FNPIX vs. RMQHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FNPIX vs. RMQHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProFunds Financials UltraSector Fund (FNPIX) and Rydex Monthly Rebalance NASDAQ-100 2x Strategy H (RMQHX). The values are adjusted to include any dividend payments, if applicable.

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FNPIX vs. RMQHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FNPIX
ProFunds Financials UltraSector Fund
-17.62%16.39%38.51%18.34%-23.84%57.11%-9.83%46.49%-17.23%27.19%
RMQHX
Rydex Monthly Rebalance NASDAQ-100 2x Strategy H
-19.03%33.90%44.74%115.89%-59.96%56.33%101.06%80.70%-7.28%69.79%

Returns By Period

In the year-to-date period, FNPIX achieves a -17.62% return, which is significantly higher than RMQHX's -19.03% return. Over the past 10 years, FNPIX has underperformed RMQHX with an annualized return of 13.01%, while RMQHX has yielded a comparatively higher 30.11% annualized return.


FNPIX

1D
1.61%
1M
-8.68%
YTD
-17.62%
6M
-16.27%
1Y
-7.81%
3Y*
18.00%
5Y*
9.78%
10Y*
13.01%

RMQHX

1D
-1.68%
1M
-16.37%
YTD
-19.03%
6M
-16.54%
1Y
31.59%
3Y*
33.83%
5Y*
15.52%
10Y*
30.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FNPIX vs. RMQHX - Expense Ratio Comparison

FNPIX has a 1.72% expense ratio, which is higher than RMQHX's 1.27% expense ratio.


Return for Risk

FNPIX vs. RMQHX — Risk / Return Rank

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

FNPIX
FNPIX Risk / Return Rank: 33
Overall Rank
FNPIX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
FNPIX Sortino Ratio Rank: 44
Sortino Ratio Rank
FNPIX Omega Ratio Rank: 44
Omega Ratio Rank
FNPIX Calmar Ratio Rank: 22
Calmar Ratio Rank
FNPIX Martin Ratio Rank: 22
Martin Ratio Rank

RMQHX
RMQHX Risk / Return Rank: 3434
Overall Rank
RMQHX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
RMQHX Sortino Ratio Rank: 4040
Sortino Ratio Rank
RMQHX Omega Ratio Rank: 3939
Omega Ratio Rank
RMQHX Calmar Ratio Rank: 3434
Calmar Ratio Rank
RMQHX Martin Ratio Rank: 3030
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.

FNPIX vs. RMQHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProFunds Financials UltraSector Fund (FNPIX) and Rydex Monthly Rebalance NASDAQ-100 2x Strategy H (RMQHX). 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.


FNPIXRMQHXDifference

Sharpe ratio

Return per unit of total volatility

-0.21

0.67

-0.88

Sortino ratio

Return per unit of downside risk

-0.10

1.28

-1.38

Omega ratio

Gain probability vs. loss probability

0.99

1.18

-0.20

Calmar ratio

Return relative to maximum drawdown

-0.39

0.96

-1.36

Martin ratio

Return relative to average drawdown

-1.18

3.35

-4.53

FNPIX vs. RMQHX - Sharpe Ratio Comparison

The current FNPIX Sharpe Ratio is -0.21, which is lower than the RMQHX Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of FNPIX and RMQHX, 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


FNPIXRMQHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.21

0.67

-0.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.34

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.65

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

0.63

-0.54

Correlation

The correlation between FNPIX and RMQHX is 0.60, 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

FNPIX vs. RMQHX - Dividend Comparison

FNPIX has not paid dividends to shareholders, while RMQHX's dividend yield for the trailing twelve months is around 42.94%.


TTM2025202420232022202120202019
FNPIX
ProFunds Financials UltraSector Fund
0.00%0.00%0.49%0.25%0.00%13.10%0.00%1.70%
RMQHX
Rydex Monthly Rebalance NASDAQ-100 2x Strategy H
42.94%34.77%25.22%3.66%0.00%2.13%5.17%0.10%

Drawdowns

FNPIX vs. RMQHX - Drawdown Comparison

The maximum FNPIX drawdown since its inception was -93.14%, which is greater than RMQHX's maximum drawdown of -63.21%. Use the drawdown chart below to compare losses from any high point for FNPIX and RMQHX.


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Drawdown Indicators


FNPIXRMQHXDifference

Max Drawdown

Largest peak-to-trough decline

-93.14%

-63.21%

-29.93%

Max Drawdown (1Y)

Largest decline over 1 year

-22.37%

-25.11%

+2.74%

Max Drawdown (5Y)

Largest decline over 5 years

-37.80%

-63.21%

+25.41%

Max Drawdown (10Y)

Largest decline over 10 years

-58.23%

-63.21%

+4.98%

Current Drawdown

Current decline from peak

-21.12%

-24.97%

+3.85%

Average Drawdown

Average peak-to-trough decline

-36.37%

-13.01%

-23.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.50%

7.21%

+0.29%

Volatility

FNPIX vs. RMQHX - Volatility Comparison

The current volatility for ProFunds Financials UltraSector Fund (FNPIX) is 6.14%, while Rydex Monthly Rebalance NASDAQ-100 2x Strategy H (RMQHX) has a volatility of 11.12%. This indicates that FNPIX experiences smaller price fluctuations and is considered to be less risky than RMQHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FNPIXRMQHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.14%

11.12%

-4.98%

Volatility (6M)

Calculated over the trailing 6-month period

16.85%

25.22%

-8.37%

Volatility (1Y)

Calculated over the trailing 1-year period

28.86%

47.33%

-18.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.38%

46.20%

-18.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.68%

46.31%

-15.63%