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PHPIX vs. FPHAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.8

Performance

PHPIX vs. FPHAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProFunds Pharmaceuticals UltraSector Fund (PHPIX) and Fidelity Select Pharmaceuticals Portfolio (FPHAX). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
10.85%
-13.66%
PHPIX
FPHAX

Key characteristics

Sharpe Ratio

PHPIX:

0.21

FPHAX:

0.84

Sortino Ratio

PHPIX:

0.47

FPHAX:

1.25

Omega Ratio

PHPIX:

1.05

FPHAX:

1.15

Calmar Ratio

PHPIX:

0.16

FPHAX:

0.71

Martin Ratio

PHPIX:

0.46

FPHAX:

2.14

Ulcer Index

PHPIX:

10.94%

FPHAX:

6.37%

Daily Std Dev

PHPIX:

24.64%

FPHAX:

16.19%

Max Drawdown

PHPIX:

-77.37%

FPHAX:

-37.34%

Current Drawdown

PHPIX:

-20.80%

FPHAX:

-17.73%

Returns By Period

In the year-to-date period, PHPIX achieves a 3.01% return, which is significantly lower than FPHAX's 10.97% return. Over the past 10 years, PHPIX has underperformed FPHAX with an annualized return of 1.08%, while FPHAX has yielded a comparatively higher 7.28% annualized return.


PHPIX

YTD

3.01%

1M

-9.85%

6M

10.84%

1Y

5.08%

5Y*

0.90%

10Y*

1.08%

FPHAX

YTD

10.97%

1M

-2.59%

6M

-13.66%

1Y

13.61%

5Y*

9.35%

10Y*

7.28%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PHPIX vs. FPHAX - Expense Ratio Comparison

PHPIX has a 1.78% expense ratio, which is higher than FPHAX's 0.75% expense ratio.


PHPIX
ProFunds Pharmaceuticals UltraSector Fund
Expense ratio chart for PHPIX: current value at 1.78% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.78%
Expense ratio chart for FPHAX: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%

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.


Sharpe ratio
The chart of Sharpe ratio for PHPIX, currently valued at 0.21, compared to the broader market-1.000.001.002.003.004.000.210.84
The chart of Sortino ratio for PHPIX, currently valued at 0.47, compared to the broader market-2.000.002.004.006.008.0010.000.471.25
The chart of Omega ratio for PHPIX, currently valued at 1.05, compared to the broader market0.501.001.502.002.503.003.501.051.15
The chart of Calmar ratio for PHPIX, currently valued at 0.16, compared to the broader market0.002.004.006.008.0010.0012.0014.000.160.71
The chart of Martin ratio for PHPIX, currently valued at 0.46, compared to the broader market0.0020.0040.0060.000.462.14
PHPIX
FPHAX

The current PHPIX Sharpe Ratio is 0.21, which is lower than the FPHAX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of PHPIX and FPHAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.21
0.84
PHPIX
FPHAX

Dividends

PHPIX vs. FPHAX - Dividend Comparison

PHPIX's dividend yield for the trailing twelve months is around 0.47%, less than FPHAX's 0.87% yield.


TTM20232022202120202019201820172016201520142013
PHPIX
ProFunds Pharmaceuticals UltraSector Fund
0.47%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
0.87%8.08%5.18%11.09%8.85%8.33%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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-20.80%
-17.73%
PHPIX
FPHAX

Volatility

PHPIX vs. FPHAX - Volatility Comparison

ProFunds Pharmaceuticals UltraSector Fund (PHPIX) has a higher volatility of 6.98% compared to Fidelity Select Pharmaceuticals Portfolio (FPHAX) at 5.16%. 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.


3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
6.98%
5.16%
PHPIX
FPHAX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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