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IDPIX vs. HCPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IDPIX vs. HCPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProFunds Industrial Ultra Sector Fund (IDPIX) and ProFunds UltraSector Health Care Fund (HCPIX). The values are adjusted to include any dividend payments, if applicable.

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IDPIX vs. HCPIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IDPIX
ProFunds Industrial Ultra Sector Fund
0.57%22.76%16.21%21.47%-24.36%25.42%18.08%46.48%-20.05%29.39%
HCPIX
ProFunds UltraSector Health Care Fund
-10.91%16.02%-1.37%-1.30%-10.60%33.92%16.86%28.41%4.96%19.48%

Returns By Period

In the year-to-date period, IDPIX achieves a 0.57% return, which is significantly higher than HCPIX's -10.91% return. Over the past 10 years, IDPIX has outperformed HCPIX with an annualized return of 13.36%, while HCPIX has yielded a comparatively lower 8.69% annualized return.


IDPIX

1D
-2.46%
1M
-16.95%
YTD
0.57%
6M
0.55%
1Y
25.56%
3Y*
18.80%
5Y*
7.98%
10Y*
13.36%

HCPIX

1D
0.51%
1M
-14.78%
YTD
-10.91%
6M
3.77%
1Y
-4.88%
3Y*
2.60%
5Y*
3.04%
10Y*
8.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IDPIX vs. HCPIX - Expense Ratio Comparison

IDPIX has a 1.75% expense ratio, which is higher than HCPIX's 1.61% expense ratio.


Return for Risk

IDPIX vs. HCPIX — Risk / Return Rank

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

IDPIX
IDPIX Risk / Return Rank: 4848
Overall Rank
IDPIX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
IDPIX Sortino Ratio Rank: 5050
Sortino Ratio Rank
IDPIX Omega Ratio Rank: 4747
Omega Ratio Rank
IDPIX Calmar Ratio Rank: 5151
Calmar Ratio Rank
IDPIX Martin Ratio Rank: 4747
Martin Ratio Rank

HCPIX
HCPIX Risk / Return Rank: 44
Overall Rank
HCPIX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
HCPIX Sortino Ratio Rank: 44
Sortino Ratio Rank
HCPIX Omega Ratio Rank: 44
Omega Ratio Rank
HCPIX Calmar Ratio Rank: 44
Calmar Ratio Rank
HCPIX Martin Ratio Rank: 44
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.

IDPIX vs. HCPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProFunds Industrial Ultra Sector Fund (IDPIX) and ProFunds UltraSector Health Care Fund (HCPIX). 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.


IDPIXHCPIXDifference

Sharpe ratio

Return per unit of total volatility

0.93

-0.14

+1.07

Sortino ratio

Return per unit of downside risk

1.42

-0.01

+1.43

Omega ratio

Gain probability vs. loss probability

1.20

1.00

+0.20

Calmar ratio

Return relative to maximum drawdown

1.23

-0.22

+1.45

Martin ratio

Return relative to average drawdown

4.75

-0.42

+5.18

IDPIX vs. HCPIX - Sharpe Ratio Comparison

The current IDPIX Sharpe Ratio is 0.93, which is higher than the HCPIX Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of IDPIX and HCPIX, 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


IDPIXHCPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

-0.14

+1.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.14

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.35

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.26

+0.07

Correlation

The correlation between IDPIX and HCPIX is 0.68, 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

IDPIX vs. HCPIX - Dividend Comparison

IDPIX's dividend yield for the trailing twelve months is around 1.75%, more than HCPIX's 0.19% yield.


TTM20252024202320222021202020192018201720162015
IDPIX
ProFunds Industrial Ultra Sector Fund
1.75%1.76%0.00%0.00%0.00%4.04%0.00%0.00%0.00%0.00%0.00%0.62%
HCPIX
ProFunds UltraSector Health Care Fund
0.19%0.17%0.82%0.26%0.00%0.00%0.00%0.05%0.03%0.00%0.00%0.00%

Drawdowns

IDPIX vs. HCPIX - Drawdown Comparison

The maximum IDPIX drawdown since its inception was -79.54%, which is greater than HCPIX's maximum drawdown of -64.90%. Use the drawdown chart below to compare losses from any high point for IDPIX and HCPIX.


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Drawdown Indicators


IDPIXHCPIXDifference

Max Drawdown

Largest peak-to-trough decline

-79.54%

-64.90%

-14.64%

Max Drawdown (1Y)

Largest decline over 1 year

-18.50%

-16.77%

-1.73%

Max Drawdown (5Y)

Largest decline over 5 years

-37.93%

-27.68%

-10.25%

Max Drawdown (10Y)

Largest decline over 10 years

-55.09%

-40.66%

-14.43%

Current Drawdown

Current decline from peak

-18.15%

-15.90%

-2.25%

Average Drawdown

Average peak-to-trough decline

-15.04%

-21.06%

+6.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.81%

9.45%

-4.64%

Volatility

IDPIX vs. HCPIX - Volatility Comparison

ProFunds Industrial Ultra Sector Fund (IDPIX) has a higher volatility of 8.15% compared to ProFunds UltraSector Health Care Fund (HCPIX) at 6.08%. This indicates that IDPIX's price experiences larger fluctuations and is considered to be riskier than HCPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IDPIXHCPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.15%

6.08%

+2.07%

Volatility (6M)

Calculated over the trailing 6-month period

16.86%

15.44%

+1.42%

Volatility (1Y)

Calculated over the trailing 1-year period

28.85%

26.41%

+2.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.56%

22.02%

+4.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.55%

24.98%

+4.57%