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LGPIX vs. BTCFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LGPIX vs. BTCFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProFunds Large Cap Growth ProFund (LGPIX) and Bitcoin ProFund Investor (BTCFX). The values are adjusted to include any dividend payments, if applicable.

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LGPIX vs. BTCFX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
LGPIX
ProFunds Large Cap Growth ProFund
-12.06%20.25%35.00%27.54%-30.72%16.31%
BTCFX
Bitcoin ProFund Investor
-24.74%-11.83%102.93%133.31%-64.04%-3.69%

Returns By Period

In the year-to-date period, LGPIX achieves a -12.06% return, which is significantly higher than BTCFX's -24.74% return.


LGPIX

1D
-0.84%
1M
-9.18%
YTD
-12.06%
6M
-10.28%
1Y
16.07%
3Y*
18.60%
5Y*
11.35%
10Y*
13.94%

BTCFX

1D
0.68%
1M
0.89%
YTD
-24.74%
6M
-43.37%
1Y
-23.48%
3Y*
22.62%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LGPIX vs. BTCFX - Expense Ratio Comparison

LGPIX has a 1.59% expense ratio, which is higher than BTCFX's 1.41% expense ratio.


Return for Risk

LGPIX vs. BTCFX — Risk / Return Rank

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

LGPIX
LGPIX Risk / Return Rank: 3434
Overall Rank
LGPIX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
LGPIX Sortino Ratio Rank: 3636
Sortino Ratio Rank
LGPIX Omega Ratio Rank: 3535
Omega Ratio Rank
LGPIX Calmar Ratio Rank: 3434
Calmar Ratio Rank
LGPIX Martin Ratio Rank: 3434
Martin Ratio Rank

BTCFX
BTCFX Risk / Return Rank: 22
Overall Rank
BTCFX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
BTCFX Sortino Ratio Rank: 22
Sortino Ratio Rank
BTCFX Omega Ratio Rank: 22
Omega Ratio Rank
BTCFX Calmar Ratio Rank: 11
Calmar Ratio Rank
BTCFX Martin Ratio Rank: 22
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.

LGPIX vs. BTCFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProFunds Large Cap Growth ProFund (LGPIX) and Bitcoin ProFund Investor (BTCFX). 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.


LGPIXBTCFXDifference

Sharpe ratio

Return per unit of total volatility

0.74

-0.54

+1.29

Sortino ratio

Return per unit of downside risk

1.21

-0.54

+1.75

Omega ratio

Gain probability vs. loss probability

1.17

0.94

+0.23

Calmar ratio

Return relative to maximum drawdown

0.94

-0.55

+1.49

Martin ratio

Return relative to average drawdown

3.72

-1.17

+4.90

LGPIX vs. BTCFX - Sharpe Ratio Comparison

The current LGPIX Sharpe Ratio is 0.74, which is higher than the BTCFX Sharpe Ratio of -0.54. The chart below compares the historical Sharpe Ratios of LGPIX and BTCFX, 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


LGPIXBTCFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

-0.54

+1.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.03

+0.11

Correlation

The correlation between LGPIX and BTCFX is 0.41, 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

LGPIX vs. BTCFX - Dividend Comparison

LGPIX's dividend yield for the trailing twelve months is around 1.71%, less than BTCFX's 50.55% yield.


TTM20252024202320222021202020192018201720162015
LGPIX
ProFunds Large Cap Growth ProFund
1.71%1.51%1.14%1.55%1.98%6.65%3.33%4.40%1.84%0.00%1.39%0.06%
BTCFX
Bitcoin ProFund Investor
50.55%44.62%24.28%10.95%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

LGPIX vs. BTCFX - Drawdown Comparison

The maximum LGPIX drawdown since its inception was -78.34%, roughly equal to the maximum BTCFX drawdown of -77.89%. Use the drawdown chart below to compare losses from any high point for LGPIX and BTCFX.


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Drawdown Indicators


LGPIXBTCFXDifference

Max Drawdown

Largest peak-to-trough decline

-78.34%

-77.89%

-0.45%

Max Drawdown (1Y)

Largest decline over 1 year

-14.29%

-50.35%

+36.06%

Max Drawdown (5Y)

Largest decline over 5 years

-78.34%

Max Drawdown (10Y)

Largest decline over 10 years

-78.34%

Current Drawdown

Current decline from peak

-71.86%

-48.39%

-23.47%

Average Drawdown

Average peak-to-trough decline

-11.72%

-35.74%

+24.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.61%

23.55%

-19.94%

Volatility

LGPIX vs. BTCFX - Volatility Comparison

The current volatility for ProFunds Large Cap Growth ProFund (LGPIX) is 5.67%, while Bitcoin ProFund Investor (BTCFX) has a volatility of 14.09%. This indicates that LGPIX experiences smaller price fluctuations and is considered to be less risky than BTCFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LGPIXBTCFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.67%

14.09%

-8.42%

Volatility (6M)

Calculated over the trailing 6-month period

12.03%

37.30%

-25.27%

Volatility (1Y)

Calculated over the trailing 1-year period

22.06%

45.81%

-23.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

138.97%

56.08%

+82.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

99.12%

56.08%

+43.04%