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LGPIX vs. EFCNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LGPIX vs. EFCNX - Performance Comparison

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

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LGPIX vs. EFCNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LGPIX
ProFunds Large Cap Growth ProFund
-8.50%20.25%35.00%27.54%-30.72%38.06%30.61%28.72%-1.75%23.39%
EFCNX
Emerald Insights Fund
0.00%28.71%25.88%40.82%-31.09%22.95%49.60%36.32%-9.88%22.52%

Returns By Period

Over the past 10 years, LGPIX has underperformed EFCNX with an annualized return of 14.39%, while EFCNX has yielded a comparatively higher 16.72% annualized return.


LGPIX

1D
4.05%
1M
-5.66%
YTD
-8.50%
6M
-7.01%
1Y
19.79%
3Y*
20.18%
5Y*
11.89%
10Y*
14.39%

EFCNX

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
45.34%
3Y*
25.53%
5Y*
11.21%
10Y*
16.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LGPIX vs. EFCNX - Expense Ratio Comparison

LGPIX has a 1.59% expense ratio, which is higher than EFCNX's 1.40% expense ratio.


Return for Risk

LGPIX vs. EFCNX — Risk / Return Rank

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

LGPIX
LGPIX Risk / Return Rank: 4646
Overall Rank
LGPIX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
LGPIX Sortino Ratio Rank: 4545
Sortino Ratio Rank
LGPIX Omega Ratio Rank: 4242
Omega Ratio Rank
LGPIX Calmar Ratio Rank: 5252
Calmar Ratio Rank
LGPIX Martin Ratio Rank: 5151
Martin Ratio Rank

EFCNX
EFCNX Risk / Return Rank: 6868
Overall Rank
EFCNX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
EFCNX Sortino Ratio Rank: 9696
Sortino Ratio Rank
EFCNX Omega Ratio Rank: 9898
Omega Ratio Rank
EFCNX Calmar Ratio Rank: 2626
Calmar Ratio Rank
EFCNX Martin Ratio Rank: 2626
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. EFCNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProFunds Large Cap Growth ProFund (LGPIX) and Emerald Insights Fund (EFCNX). 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.


LGPIXEFCNXDifference

Sharpe ratio

Return per unit of total volatility

0.93

2.43

-1.50

Sortino ratio

Return per unit of downside risk

1.47

3.41

-1.94

Omega ratio

Gain probability vs. loss probability

1.21

1.84

-0.64

Calmar ratio

Return relative to maximum drawdown

1.47

0.87

+0.60

Martin ratio

Return relative to average drawdown

5.72

3.10

+2.62

LGPIX vs. EFCNX - Sharpe Ratio Comparison

The current LGPIX Sharpe Ratio is 0.93, which is lower than the EFCNX Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of LGPIX and EFCNX, 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


LGPIXEFCNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

2.43

-1.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

0.50

-0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.15

0.74

-0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.63

-0.48

Correlation

The correlation between LGPIX and EFCNX is 0.86, 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.


Dividends

LGPIX vs. EFCNX - Dividend Comparison

LGPIX's dividend yield for the trailing twelve months is around 1.65%, less than EFCNX's 8.50% yield.


TTM20252024202320222021202020192018201720162015
LGPIX
ProFunds Large Cap Growth ProFund
1.65%1.51%1.14%1.55%1.98%6.65%3.33%4.40%1.84%0.00%1.39%0.06%
EFCNX
Emerald Insights Fund
8.50%8.50%1.27%0.00%5.41%15.80%9.41%0.04%27.51%0.00%0.00%0.00%

Drawdowns

LGPIX vs. EFCNX - Drawdown Comparison

The maximum LGPIX drawdown since its inception was -78.34%, which is greater than EFCNX's maximum drawdown of -38.34%. Use the drawdown chart below to compare losses from any high point for LGPIX and EFCNX.


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Drawdown Indicators


LGPIXEFCNXDifference

Max Drawdown

Largest peak-to-trough decline

-78.34%

-38.34%

-40.00%

Max Drawdown (1Y)

Largest decline over 1 year

-14.29%

-14.32%

+0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-78.34%

-38.34%

-40.00%

Max Drawdown (10Y)

Largest decline over 10 years

-78.34%

-38.34%

-40.00%

Current Drawdown

Current decline from peak

-70.72%

0.00%

-70.72%

Average Drawdown

Average peak-to-trough decline

-11.73%

-8.74%

-2.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.68%

7.45%

-3.77%

Volatility

LGPIX vs. EFCNX - Volatility Comparison

ProFunds Large Cap Growth ProFund (LGPIX) has a higher volatility of 7.18% compared to Emerald Insights Fund (EFCNX) at 0.00%. This indicates that LGPIX's price experiences larger fluctuations and is considered to be riskier than EFCNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LGPIXEFCNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.18%

0.00%

+7.18%

Volatility (6M)

Calculated over the trailing 6-month period

12.69%

5.20%

+7.49%

Volatility (1Y)

Calculated over the trailing 1-year period

22.37%

22.14%

+0.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

138.98%

23.15%

+115.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

99.13%

22.85%

+76.28%