PHPIX vs. VOO
Compare and contrast key facts about ProFunds Pharmaceuticals UltraSector Fund (PHPIX) and Vanguard S&P 500 ETF (VOO).
PHPIX is managed by ProFunds. It was launched on Jun 27, 2000. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PHPIX or VOO.
Performance
PHPIX vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, PHPIX achieves a 10.40% return, which is significantly lower than VOO's 25.52% return. Over the past 10 years, PHPIX has underperformed VOO with an annualized return of 1.30%, while VOO has yielded a comparatively higher 13.15% annualized return.
PHPIX
10.40%
-4.03%
13.92%
34.02%
4.86%
1.30%
VOO
25.52%
1.19%
12.21%
32.23%
15.58%
13.15%
Key characteristics
| PHPIX | VOO | |
|---|---|---|
| Sharpe Ratio | 1.30 | 2.62 |
| Sortino Ratio | 1.91 | 3.50 |
| Omega Ratio | 1.22 | 1.49 |
| Calmar Ratio | 0.88 | 3.78 |
| Martin Ratio | 3.10 | 17.12 |
| Ulcer Index | 10.44% | 1.86% |
| Daily Std Dev | 24.91% | 12.19% |
| Max Drawdown | -77.37% | -33.99% |
| Current Drawdown | -15.11% | -1.36% |
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PHPIX vs. VOO - Expense Ratio Comparison
PHPIX has a 1.78% expense ratio, which is higher than VOO's 0.03% expense ratio.
Correlation
The correlation between PHPIX and VOO is 0.68, 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. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ProFunds Pharmaceuticals UltraSector Fund (PHPIX) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
PHPIX's dividend yield for the trailing twelve months is around 0.44%, less than VOO's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PHPIX ProFunds Pharmaceuticals UltraSector Fund | 0.44% | 0.48% | 0.00% | 0.00% | 0.00% | 0.00% | 0.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.25% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
PHPIX vs. VOO - Drawdown Comparison
The maximum PHPIX drawdown since its inception was -77.37%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for PHPIX and VOO. For additional features, visit the drawdowns tool.
Volatility
PHPIX vs. VOO - Volatility Comparison
ProFunds Pharmaceuticals UltraSector Fund (PHPIX) has a higher volatility of 7.86% compared to Vanguard S&P 500 ETF (VOO) at 4.10%. This indicates that PHPIX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.