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PST vs. FXAIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PST and FXAIX is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

PST vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort 7-10 Year Treasury (PST) and Fidelity 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.42%
9.56%
PST
FXAIX

Key characteristics

Sharpe Ratio

PST:

1.01

FXAIX:

2.17

Sortino Ratio

PST:

1.56

FXAIX:

2.89

Omega Ratio

PST:

1.18

FXAIX:

1.41

Calmar Ratio

PST:

0.20

FXAIX:

3.21

Martin Ratio

PST:

2.27

FXAIX:

14.15

Ulcer Index

PST:

6.07%

FXAIX:

1.92%

Daily Std Dev

PST:

13.74%

FXAIX:

12.50%

Max Drawdown

PST:

-79.25%

FXAIX:

-33.79%

Current Drawdown

PST:

-63.61%

FXAIX:

-2.20%

Returns By Period

In the year-to-date period, PST achieves a 13.83% return, which is significantly lower than FXAIX's 26.49% return. Over the past 10 years, PST has underperformed FXAIX with an annualized return of 0.67%, while FXAIX has yielded a comparatively higher 12.91% annualized return.


PST

YTD

13.83%

1M

2.69%

6M

6.28%

1Y

14.34%

5Y*

6.62%

10Y*

0.67%

FXAIX

YTD

26.49%

1M

-0.16%

6M

9.99%

1Y

26.93%

5Y*

14.89%

10Y*

12.91%

Compare stocks, funds, or ETFs

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


PST vs. FXAIX - Expense Ratio Comparison

PST has a 0.95% expense ratio, which is higher than FXAIX's 0.02% expense ratio.


PST
ProShares UltraShort 7-10 Year Treasury
Expense ratio chart for PST: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
Expense ratio chart for FXAIX: current value at 0.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.02%

Risk-Adjusted Performance

PST vs. FXAIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort 7-10 Year Treasury (PST) and Fidelity 500 Index Fund (FXAIX). 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 PST, currently valued at 1.01, compared to the broader market0.002.004.001.012.17
The chart of Sortino ratio for PST, currently valued at 1.56, compared to the broader market-2.000.002.004.006.008.0010.001.562.89
The chart of Omega ratio for PST, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.001.181.41
The chart of Calmar ratio for PST, currently valued at 0.32, compared to the broader market0.005.0010.0015.000.323.21
The chart of Martin ratio for PST, currently valued at 2.27, compared to the broader market0.0020.0040.0060.0080.00100.002.2714.15
PST
FXAIX

The current PST Sharpe Ratio is 1.01, which is lower than the FXAIX Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of PST and FXAIX, 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-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.01
2.17
PST
FXAIX

Dividends

PST vs. FXAIX - Dividend Comparison

PST's dividend yield for the trailing twelve months is around 3.56%, more than FXAIX's 0.88% yield.


TTM20232022202120202019201820172016201520142013
PST
ProShares UltraShort 7-10 Year Treasury
3.56%3.70%0.02%0.00%0.11%1.86%0.67%0.00%0.00%0.00%0.00%0.00%
FXAIX
Fidelity 500 Index Fund
0.88%1.45%1.69%1.22%1.60%1.95%2.07%1.81%2.01%2.56%2.63%1.84%

Drawdowns

PST vs. FXAIX - Drawdown Comparison

The maximum PST drawdown since its inception was -79.25%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for PST and FXAIX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-33.18%
-2.20%
PST
FXAIX

Volatility

PST vs. FXAIX - Volatility Comparison

ProShares UltraShort 7-10 Year Treasury (PST) and Fidelity 500 Index Fund (FXAIX) have volatilities of 3.91% and 3.74%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.91%
3.74%
PST
FXAIX
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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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