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OTPIX vs. VGT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OTPIX vs. VGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProFunds NASDAQ-100 Fund (OTPIX) and Vanguard Information Technology ETF (VGT). The values are adjusted to include any dividend payments, if applicable.

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OTPIX vs. VGT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OTPIX
ProFunds NASDAQ-100 Fund
-6.25%18.08%23.19%51.66%-34.36%48.75%45.00%36.58%-1.75%29.45%
VGT
Vanguard Information Technology ETF
-6.16%21.77%29.30%52.66%-29.70%30.45%46.04%48.62%2.46%37.08%

Returns By Period

The year-to-date returns for both investments are quite close, with OTPIX having a -6.25% return and VGT slightly higher at -6.16%. Over the past 10 years, OTPIX has underperformed VGT with an annualized return of 18.44%, while VGT has yielded a comparatively higher 21.51% annualized return.


OTPIX

1D
3.42%
1M
-5.10%
YTD
-6.25%
6M
-4.87%
1Y
20.12%
3Y*
19.93%
5Y*
14.44%
10Y*
18.44%

VGT

1D
1.28%
1M
-3.61%
YTD
-6.16%
6M
-5.90%
1Y
29.76%
3Y*
23.10%
5Y*
14.83%
10Y*
21.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OTPIX vs. VGT - Expense Ratio Comparison

OTPIX has a 1.48% expense ratio, which is higher than VGT's 0.09% expense ratio.


Return for Risk

OTPIX vs. VGT — Risk / Return Rank

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

OTPIX
OTPIX Risk / Return Rank: 5353
Overall Rank
OTPIX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
OTPIX Sortino Ratio Rank: 4949
Sortino Ratio Rank
OTPIX Omega Ratio Rank: 4747
Omega Ratio Rank
OTPIX Calmar Ratio Rank: 6666
Calmar Ratio Rank
OTPIX Martin Ratio Rank: 5757
Martin Ratio Rank

VGT
VGT Risk / Return Rank: 6262
Overall Rank
VGT Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
VGT Sortino Ratio Rank: 6363
Sortino Ratio Rank
VGT Omega Ratio Rank: 6161
Omega Ratio Rank
VGT Calmar Ratio Rank: 7171
Calmar Ratio Rank
VGT Martin Ratio Rank: 5757
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.

OTPIX vs. VGT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProFunds NASDAQ-100 Fund (OTPIX) and Vanguard Information Technology ETF (VGT). 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.


OTPIXVGTDifference

Sharpe ratio

Return per unit of total volatility

0.94

1.10

-0.16

Sortino ratio

Return per unit of downside risk

1.47

1.67

-0.20

Omega ratio

Gain probability vs. loss probability

1.21

1.23

-0.02

Calmar ratio

Return relative to maximum drawdown

1.66

1.88

-0.23

Martin ratio

Return relative to average drawdown

5.84

5.77

+0.07

OTPIX vs. VGT - Sharpe Ratio Comparison

The current OTPIX Sharpe Ratio is 0.94, which is comparable to the VGT Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of OTPIX and VGT, 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


OTPIXVGTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

1.10

-0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.59

-0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

0.88

-0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.61

-0.45

Correlation

The correlation between OTPIX and VGT is 0.94, 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

OTPIX vs. VGT - Dividend Comparison

OTPIX's dividend yield for the trailing twelve months is around 1.84%, more than VGT's 0.43% yield.


TTM20252024202320222021202020192018201720162015
OTPIX
ProFunds NASDAQ-100 Fund
1.84%1.72%0.76%0.00%0.00%18.31%1.10%0.87%0.00%0.00%0.00%0.00%
VGT
Vanguard Information Technology ETF
0.43%0.40%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%

Drawdowns

OTPIX vs. VGT - Drawdown Comparison

The maximum OTPIX drawdown since its inception was -78.93%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for OTPIX and VGT.


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Drawdown Indicators


OTPIXVGTDifference

Max Drawdown

Largest peak-to-trough decline

-78.93%

-54.63%

-24.30%

Max Drawdown (1Y)

Largest decline over 1 year

-12.72%

-16.40%

+3.68%

Max Drawdown (5Y)

Largest decline over 5 years

-78.93%

-35.07%

-43.86%

Max Drawdown (10Y)

Largest decline over 10 years

-78.93%

-35.07%

-43.86%

Current Drawdown

Current decline from peak

-71.22%

-11.66%

-59.56%

Average Drawdown

Average peak-to-trough decline

-22.45%

-8.00%

-14.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.61%

5.35%

-1.74%

Volatility

OTPIX vs. VGT - Volatility Comparison

The current volatility for ProFunds NASDAQ-100 Fund (OTPIX) is 6.56%, while Vanguard Information Technology ETF (VGT) has a volatility of 8.03%. This indicates that OTPIX experiences smaller price fluctuations and is considered to be less risky than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OTPIXVGTDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.56%

8.03%

-1.47%

Volatility (6M)

Calculated over the trailing 6-month period

12.87%

16.35%

-3.48%

Volatility (1Y)

Calculated over the trailing 1-year period

22.67%

27.27%

-4.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

139.67%

25.06%

+114.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

99.85%

24.48%

+75.37%