PHPIX vs. FPHAX
Compare and contrast key facts about ProFunds Pharmaceuticals UltraSector Fund (PHPIX) and Fidelity Select Pharmaceuticals Portfolio (FPHAX).
PHPIX is managed by ProFunds. It was launched on Jun 27, 2000. FPHAX is managed by Fidelity. It was launched on Jun 17, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PHPIX or FPHAX.
Performance
PHPIX vs. FPHAX - Performance Comparison
Returns By Period
In the year-to-date period, PHPIX achieves a 14.26% return, which is significantly higher than FPHAX's 13.18% return. Over the past 10 years, PHPIX has underperformed FPHAX with an annualized return of 1.64%, while FPHAX has yielded a comparatively higher 3.18% annualized return.
PHPIX
14.26%
0.36%
22.15%
37.63%
5.58%
1.64%
FPHAX
13.18%
-8.54%
-6.85%
17.79%
4.43%
3.18%
Key characteristics
| PHPIX | FPHAX | |
|---|---|---|
| Sharpe Ratio | 1.51 | 1.11 |
| Sortino Ratio | 2.16 | 1.61 |
| Omega Ratio | 1.25 | 1.20 |
| Calmar Ratio | 1.03 | 0.96 |
| Martin Ratio | 3.60 | 3.68 |
| Ulcer Index | 10.45% | 4.84% |
| Daily Std Dev | 24.99% | 16.02% |
| Max Drawdown | -77.37% | -37.34% |
| Current Drawdown | -12.14% | -15.55% |
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PHPIX vs. FPHAX - Expense Ratio Comparison
PHPIX has a 1.78% expense ratio, which is higher than FPHAX's 0.75% expense ratio.
Correlation
The correlation between PHPIX and FPHAX is 0.84, 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.
Risk-Adjusted Performance
PHPIX vs. FPHAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ProFunds Pharmaceuticals UltraSector Fund (PHPIX) and Fidelity Select Pharmaceuticals Portfolio (FPHAX). 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.
Dividends
PHPIX vs. FPHAX - Dividend Comparison
PHPIX's dividend yield for the trailing twelve months is around 0.42%, less than FPHAX's 0.75% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PHPIX ProFunds Pharmaceuticals UltraSector Fund | 0.42% | 0.48% | 0.00% | 0.00% | 0.00% | 0.00% | 0.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FPHAX Fidelity Select Pharmaceuticals Portfolio | 0.75% | 0.63% | 1.33% | 1.17% | 1.31% | 1.31% | 1.44% | 1.33% | 1.07% | 5.59% | 5.81% | 11.12% |
Drawdowns
PHPIX vs. FPHAX - Drawdown Comparison
The maximum PHPIX drawdown since its inception was -77.37%, which is greater than FPHAX's maximum drawdown of -37.34%. Use the drawdown chart below to compare losses from any high point for PHPIX and FPHAX. For additional features, visit the drawdowns tool.
Volatility
PHPIX vs. FPHAX - Volatility Comparison
ProFunds Pharmaceuticals UltraSector Fund (PHPIX) has a higher volatility of 8.13% compared to Fidelity Select Pharmaceuticals Portfolio (FPHAX) at 6.50%. This indicates that PHPIX's price experiences larger fluctuations and is considered to be riskier than FPHAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.