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MDPIX vs. PFSLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MDPIX vs. PFSLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProFunds Mid Cap Fund (MDPIX) and Paradigm Select Fund (PFSLX). The values are adjusted to include any dividend payments, if applicable.

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MDPIX vs. PFSLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MDPIX
ProFunds Mid Cap Fund
1.95%5.68%11.55%14.16%-14.81%21.89%11.24%23.46%-12.78%14.18%
PFSLX
Paradigm Select Fund
11.83%13.27%16.73%26.94%-26.44%31.16%26.05%38.32%-9.93%16.13%

Returns By Period

In the year-to-date period, MDPIX achieves a 1.95% return, which is significantly lower than PFSLX's 11.83% return. Over the past 10 years, MDPIX has underperformed PFSLX with an annualized return of 8.33%, while PFSLX has yielded a comparatively higher 14.28% annualized return.


MDPIX

1D
2.86%
1M
-6.34%
YTD
1.95%
6M
2.75%
1Y
14.68%
3Y*
9.91%
5Y*
4.45%
10Y*
8.33%

PFSLX

1D
4.93%
1M
-5.75%
YTD
11.83%
6M
22.96%
1Y
45.46%
3Y*
19.79%
5Y*
9.58%
10Y*
14.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MDPIX vs. PFSLX - Expense Ratio Comparison

MDPIX has a 1.82% expense ratio, which is higher than PFSLX's 1.16% expense ratio.


Return for Risk

MDPIX vs. PFSLX — Risk / Return Rank

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

MDPIX
MDPIX Risk / Return Rank: 2929
Overall Rank
MDPIX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
MDPIX Sortino Ratio Rank: 2828
Sortino Ratio Rank
MDPIX Omega Ratio Rank: 2525
Omega Ratio Rank
MDPIX Calmar Ratio Rank: 3232
Calmar Ratio Rank
MDPIX Martin Ratio Rank: 3737
Martin Ratio Rank

PFSLX
PFSLX Risk / Return Rank: 8686
Overall Rank
PFSLX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
PFSLX Sortino Ratio Rank: 8484
Sortino Ratio Rank
PFSLX Omega Ratio Rank: 7474
Omega Ratio Rank
PFSLX Calmar Ratio Rank: 9595
Calmar Ratio Rank
PFSLX Martin Ratio Rank: 9494
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.

MDPIX vs. PFSLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProFunds Mid Cap Fund (MDPIX) and Paradigm Select Fund (PFSLX). 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.


MDPIXPFSLXDifference

Sharpe ratio

Return per unit of total volatility

0.73

1.65

-0.91

Sortino ratio

Return per unit of downside risk

1.17

2.30

-1.12

Omega ratio

Gain probability vs. loss probability

1.16

1.30

-0.14

Calmar ratio

Return relative to maximum drawdown

1.10

3.36

-2.26

Martin ratio

Return relative to average drawdown

4.65

12.98

-8.33

MDPIX vs. PFSLX - Sharpe Ratio Comparison

The current MDPIX Sharpe Ratio is 0.73, which is lower than the PFSLX Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of MDPIX and PFSLX, 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


MDPIXPFSLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

1.65

-0.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.02

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.04

+0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.05

+0.30

Correlation

The correlation between MDPIX and PFSLX is 0.92, 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

MDPIX vs. PFSLX - Dividend Comparison

MDPIX's dividend yield for the trailing twelve months is around 0.40%, more than PFSLX's 0.13% yield.


TTM20252024202320222021202020192018201720162015
MDPIX
ProFunds Mid Cap Fund
0.40%0.41%1.26%0.00%0.00%1.79%0.24%5.00%3.00%7.60%0.00%0.05%
PFSLX
Paradigm Select Fund
0.13%0.14%0.02%0.31%0.01%0.17%0.11%0.58%2.93%3.89%0.74%9.40%

Drawdowns

MDPIX vs. PFSLX - Drawdown Comparison

The maximum MDPIX drawdown since its inception was -57.32%, smaller than the maximum PFSLX drawdown of -93.50%. Use the drawdown chart below to compare losses from any high point for MDPIX and PFSLX.


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Drawdown Indicators


MDPIXPFSLXDifference

Max Drawdown

Largest peak-to-trough decline

-57.32%

-93.50%

+36.18%

Max Drawdown (1Y)

Largest decline over 1 year

-14.13%

-13.70%

-0.43%

Max Drawdown (5Y)

Largest decline over 5 years

-24.86%

-93.50%

+68.64%

Max Drawdown (10Y)

Largest decline over 10 years

-42.07%

-93.50%

+51.43%

Current Drawdown

Current decline from peak

-6.42%

-89.23%

+82.81%

Average Drawdown

Average peak-to-trough decline

-8.74%

-13.35%

+4.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.34%

3.55%

-0.21%

Volatility

MDPIX vs. PFSLX - Volatility Comparison

The current volatility for ProFunds Mid Cap Fund (MDPIX) is 6.49%, while Paradigm Select Fund (PFSLX) has a volatility of 11.60%. This indicates that MDPIX experiences smaller price fluctuations and is considered to be less risky than PFSLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MDPIXPFSLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.49%

11.60%

-5.11%

Volatility (6M)

Calculated over the trailing 6-month period

11.81%

18.65%

-6.84%

Volatility (1Y)

Calculated over the trailing 1-year period

20.97%

28.15%

-7.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.73%

475.26%

-455.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.70%

336.39%

-315.69%