PHPIX vs. USNQX
Compare and contrast key facts about ProFunds Pharmaceuticals UltraSector Fund (PHPIX) and USAA Nasdaq 100 Index Fund (USNQX).
PHPIX is managed by ProFunds. It was launched on Jun 27, 2000. USNQX is managed by Victory Capital. It was launched on Oct 27, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PHPIX or USNQX.
Performance
PHPIX vs. USNQX - Performance Comparison
Returns By Period
In the year-to-date period, PHPIX achieves a 13.04% return, which is significantly lower than USNQX's 23.74% return. Over the past 10 years, PHPIX has underperformed USNQX with an annualized return of 1.55%, while USNQX has yielded a comparatively higher 15.99% annualized return.
PHPIX
13.04%
-1.97%
20.17%
36.16%
5.35%
1.55%
USNQX
23.74%
1.80%
11.59%
27.56%
18.01%
15.99%
Key characteristics
| PHPIX | USNQX | |
|---|---|---|
| Sharpe Ratio | 1.49 | 1.60 |
| Sortino Ratio | 2.14 | 2.17 |
| Omega Ratio | 1.25 | 1.29 |
| Calmar Ratio | 1.02 | 2.07 |
| Martin Ratio | 3.56 | 7.49 |
| Ulcer Index | 10.45% | 3.76% |
| Daily Std Dev | 24.98% | 17.58% |
| Max Drawdown | -77.37% | -74.36% |
| Current Drawdown | -13.08% | -1.75% |
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PHPIX vs. USNQX - Expense Ratio Comparison
PHPIX has a 1.78% expense ratio, which is higher than USNQX's 0.42% expense ratio.
Correlation
The correlation between PHPIX and USNQX is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
PHPIX vs. USNQX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ProFunds Pharmaceuticals UltraSector Fund (PHPIX) and USAA Nasdaq 100 Index Fund (USNQX). 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. USNQX - Dividend Comparison
PHPIX's dividend yield for the trailing twelve months is around 0.43%, less than USNQX's 0.46% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PHPIX ProFunds Pharmaceuticals UltraSector Fund | 0.43% | 0.48% | 0.00% | 0.00% | 0.00% | 0.00% | 0.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
USNQX USAA Nasdaq 100 Index Fund | 0.46% | 0.58% | 0.28% | 0.24% | 0.37% | 0.55% | 0.65% | 0.46% | 0.50% | 0.62% | 0.21% | 0.28% |
Drawdowns
PHPIX vs. USNQX - Drawdown Comparison
The maximum PHPIX drawdown since its inception was -77.37%, roughly equal to the maximum USNQX drawdown of -74.36%. Use the drawdown chart below to compare losses from any high point for PHPIX and USNQX. For additional features, visit the drawdowns tool.
Volatility
PHPIX vs. USNQX - Volatility Comparison
ProFunds Pharmaceuticals UltraSector Fund (PHPIX) has a higher volatility of 8.17% compared to USAA Nasdaq 100 Index Fund (USNQX) at 5.35%. This indicates that PHPIX's price experiences larger fluctuations and is considered to be riskier than USNQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.