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FNPIX vs. ^DJT
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between FNPIX and ^DJT is 0.73, 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.


-0.50.00.51.00.7

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.

0.00%5.00%10.00%15.00%20.00%25.00%SeptemberOctoberNovemberDecember2025February
25.14%
5.28%
FNPIX
^DJT

Key characteristics

Sharpe Ratio

FNPIX:

1.99

^DJT:

0.34

Sortino Ratio

FNPIX:

2.78

^DJT:

0.61

Omega Ratio

FNPIX:

1.36

^DJT:

1.07

Calmar Ratio

FNPIX:

3.36

^DJT:

0.44

Martin Ratio

FNPIX:

10.49

^DJT:

1.12

Ulcer Index

FNPIX:

4.12%

^DJT:

5.23%

Daily Std Dev

FNPIX:

21.73%

^DJT:

17.52%

Max Drawdown

FNPIX:

-93.14%

^DJT:

-60.92%

Current Drawdown

FNPIX:

-0.04%

^DJT:

-6.80%

Returns By Period

In the year-to-date period, FNPIX achieves a 11.59% return, which is significantly higher than ^DJT's 4.10% return. Over the past 10 years, FNPIX has outperformed ^DJT with an annualized return of 12.25%, while ^DJT has yielded a comparatively lower 6.14% annualized return.


FNPIX

YTD

11.59%

1M

5.49%

6M

26.01%

1Y

44.76%

5Y*

10.62%

10Y*

12.25%

^DJT

YTD

4.10%

1M

0.71%

6M

4.58%

1Y

7.01%

5Y*

8.73%

10Y*

6.14%

*Annualized

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Risk-Adjusted Performance

FNPIX vs. ^DJT — Risk-Adjusted Performance Rank

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

FNPIX
The Risk-Adjusted Performance Rank of FNPIX is 8888
Overall Rank
The Sharpe Ratio Rank of FNPIX is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of FNPIX is 8787
Sortino Ratio Rank
The Omega Ratio Rank of FNPIX is 8585
Omega Ratio Rank
The Calmar Ratio Rank of FNPIX is 9292
Calmar Ratio Rank
The Martin Ratio Rank of FNPIX is 8888
Martin Ratio Rank

^DJT
The Risk-Adjusted Performance Rank of ^DJT is 2727
Overall Rank
The Sharpe Ratio Rank of ^DJT is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of ^DJT is 2121
Sortino Ratio Rank
The Omega Ratio Rank of ^DJT is 1818
Omega Ratio Rank
The Calmar Ratio Rank of ^DJT is 3737
Calmar Ratio Rank
The Martin Ratio Rank of ^DJT is 3030
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FNPIX vs. ^DJT - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for FNPIX, currently valued at 2.02, compared to the broader market-1.000.001.002.003.004.002.020.34
The chart of Sortino ratio for FNPIX, currently valued at 2.81, compared to the broader market0.002.004.006.008.0010.0012.002.810.61
The chart of Omega ratio for FNPIX, currently valued at 1.36, compared to the broader market1.002.003.004.001.361.07
The chart of Calmar ratio for FNPIX, currently valued at 3.41, compared to the broader market0.005.0010.0015.0020.003.410.44
The chart of Martin ratio for FNPIX, currently valued at 10.59, compared to the broader market0.0020.0040.0060.0080.0010.591.12
FNPIX
^DJT

The current FNPIX Sharpe Ratio is 1.99, which is higher than the ^DJT Sharpe Ratio of 0.34. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
2.02
0.34
FNPIX
^DJT

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. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.04%
-6.80%
FNPIX
^DJT

Volatility

FNPIX vs. ^DJT - Volatility Comparison

The current volatility for ProFunds Financials UltraSector Fund (FNPIX) is 4.23%, while Dow Jones Transportation Average (^DJT) has a volatility of 4.81%. 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.


4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
4.23%
4.81%
FNPIX
^DJT
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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