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MYY vs. FNX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MYY vs. FNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Short S&P Mid Cap400 (MYY) and First Trust Mid Cap Core AlphaDEX Fund (FNX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MYY achieves a -10.96% return, which is significantly lower than FNX's 14.22% return. Over the past 10 years, MYY has underperformed FNX with an annualized return of -10.81%, while FNX has yielded a comparatively higher 11.92% annualized return.


MYY

1D
0.02%
1M
1.28%
6M
-7.74%
YTD
-10.96%
1Y
-15.28%
3Y*
-7.56%
5Y*
-5.91%
10Y*
-10.81%
ALL TIME*
-11.59%

FNX

1D
-0.37%
1M
-0.54%
6M
8.67%
YTD
14.22%
1Y
25.61%
3Y*
13.85%
5Y*
8.88%
10Y*
11.92%
ALL TIME*
9.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.47M$1.96M$2.41M
$319.02K$183.72K$161.47K

MYY vs. FNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MYY
ProShares Short S&P Mid Cap400
-10.96%-4.05%-7.08%-9.46%10.23%-23.04%-25.94%-19.98%12.79%-14.63%
FNX
First Trust Mid Cap Core AlphaDEX Fund
14.22%9.87%12.21%20.39%-13.57%25.05%16.04%26.97%-11.23%17.66%

Correlation

The correlation between MYY and FNX is -0.96, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.96

Correlation (3Y)
Balances recent behavior with more history.

-0.97

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.98

Correlation (10Y)
Provides a long-term view across more market conditions.

-0.97

Correlation (All Time)
Calculated using the full available price history since May 10, 2007

-0.94

The correlation between MYY and FNX has been stable across timeframes, ranging from -0.98 to -0.94 - a consistent structural relationship.

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Return for Risk

MYY vs. FNX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

MYY
MYY Risk / Return Rank: 22
Overall Rank
MYY Sharpe Ratio Rank: 22
Sharpe Ratio Rank
MYY Sortino Ratio Rank: 33
Sortino Ratio Rank
MYY Omega Ratio Rank: 33
Omega Ratio Rank
MYY Calmar Ratio Rank: 33
Calmar Ratio Rank
MYY Martin Ratio Rank: 22
Martin Ratio Rank

FNX
FNX Risk / Return Rank: 6666
Overall Rank
FNX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
FNX Sortino Ratio Rank: 6666
Sortino Ratio Rank
FNX Omega Ratio Rank: 5858
Omega Ratio Rank
FNX Calmar Ratio Rank: 7373
Calmar Ratio Rank
FNX Martin Ratio Rank: 7070
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

MYY vs. FNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Short S&P Mid Cap400 (MYY) and First Trust Mid Cap Core AlphaDEX Fund (FNX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MYYFNXDifference
Sharpe ratioReturn per unit of total volatility

-2.36

Sortino ratioReturn per unit of downside risk

-3.36

Omega ratioGain probability vs. loss probability

0.86

1.26

-0.39

Calmar ratioReturn relative to maximum drawdown

-0.77

2.55

-3.32

Martin ratioReturn relative to average drawdown

-1.35

8.68

-10.03

MYY vs. FNX - Sharpe Ratio Comparison

The current MYY Sharpe Ratio is -0.90, which is lower than the FNX Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of MYY and FNX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MYY vs. FNX - Drawdown Comparison

The maximum MYY drawdown since its inception was -95.20%, which is greater than FNX's maximum drawdown of -57.11%. Use the drawdown chart below to compare losses from any high point for MYY and FNX.


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Drawdown Indicators


MYYFNXDifference

Max Drawdown

Largest peak-to-trough decline

-95.20%

-57.11%

-38.09%

Max Drawdown (1Y)

Largest decline over 1 year

-18.25%

-9.24%

-9.01%

Max Drawdown (3Y)

Largest decline over 3 years

-35.14%

-24.97%

-10.17%

Max Drawdown (5Y)

Largest decline over 5 years

-37.79%

-24.97%

-12.82%

Max Drawdown (10Y)

Largest decline over 10 years

-71.93%

-43.95%

-27.98%

Current Drawdown

Current decline from peak

-95.07%

-2.10%

-92.97%

Average Drawdown

Average peak-to-trough decline

-72.31%

-8.35%

-63.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.38%

2.71%

+7.67%

Volatility

MYY vs. FNX - Volatility Comparison

ProShares Short S&P Mid Cap400 (MYY) has a higher volatility of 3.36% compared to First Trust Mid Cap Core AlphaDEX Fund (FNX) at 3.13%. This indicates that MYY's price experiences larger fluctuations and is considered to be riskier than FNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MYYFNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.36%

3.13%

+0.23%

Volatility (6M)

Calculated over the trailing 6-month period

11.59%

11.39%

+0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

15.70%

16.15%

-0.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.53%

20.40%

-0.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.21%

21.90%

-0.69%

MYY vs. FNX - Expense Ratio Comparison

MYY has a 0.95% expense ratio, which is higher than FNX's 0.60% expense ratio.


Dividends

MYY vs. FNX - Dividend Comparison

MYY's dividend yield for the trailing twelve months is around 4.28%, more than FNX's 0.81% yield.


PositionTTM20252024202320222021202020192018201720162015
FNX
First Trust Mid Cap Core AlphaDEX Fund
0.81%0.88%1.26%1.11%1.19%0.94%1.04%1.21%1.01%0.90%1.07%1.07%
MYY
ProShares Short S&P Mid Cap400
4.28%4.20%4.92%5.08%0.40%0.00%0.05%1.52%0.34%0.00%0.00%0.00%

Frequently Asked Questions


MYY and FNX have a correlation of -0.96, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MYY has higher volatility (3.36%) compared to FNX (3.13%). In terms of maximum drawdown, MYY dropped -95.20% vs FNX's -57.11%.

On 10-year performance, FNX leads with 11.92% vs -10.81% for MYY. On fees, FNX is cheaper at 0.60% per year. On volatility, FNX has been the lower-risk option at 3.13%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, FNX has performed better with a 11.92% return vs -10.81%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FNX is cheaper with a 0.60% expense ratio, compared with 0.95% for MYY.

MYY has the higher dividend yield at 4.28%, compared with 0.81% for FNX.

MYY is categorized as Inverse Equities, while FNX is Mid Cap Blend Equities. MYY tracks S&P Mid Cap 400 (-100%), while FNX tracks NASDAQ AlphaDEX Mid Cap Core Index. They also come from different issuers: ProShares and First Trust. Their fees differ too: 0.95% for MYY and 0.60% for FNX.

FNX currently has the higher Sharpe Ratio (1.46 vs -0.90), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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