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RYTPX vs. UHPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RYTPX vs. UHPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rydex Inverse S&P 500 2x Strategy Fund (RYTPX) and ProFunds UltraShort China (UHPIX). The values are adjusted to include any dividend payments, if applicable.

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RYTPX vs. UHPIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RYTPX
Rydex Inverse S&P 500 2x Strategy Fund
16.72%-27.24%-29.24%-31.96%29.31%-43.38%-50.05%-41.84%4.42%-32.54%
UHPIX
ProFunds UltraShort China
30.33%-49.82%-29.87%-26.13%-63.62%94.89%-64.76%-43.34%39.47%-57.67%

Returns By Period

In the year-to-date period, RYTPX achieves a 16.72% return, which is significantly lower than UHPIX's 30.33% return. Over the past 10 years, RYTPX has outperformed UHPIX with an annualized return of -15.00%, while UHPIX has yielded a comparatively lower -30.64% annualized return.


RYTPX

1D
0.78%
1M
16.95%
YTD
16.72%
6M
12.84%
1Y
-22.90%
3Y*
-22.33%
5Y*
-19.19%
10Y*
-15.00%

UHPIX

1D
1.10%
1M
20.61%
YTD
30.33%
6M
70.89%
1Y
6.73%
3Y*
-23.76%
5Y*
-24.26%
10Y*
-30.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RYTPX vs. UHPIX - Expense Ratio Comparison

RYTPX has a 2.16% expense ratio, which is higher than UHPIX's 1.78% expense ratio.


Return for Risk

RYTPX vs. UHPIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RYTPX
RYTPX Risk / Return Rank: 22
Overall Rank
RYTPX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
RYTPX Sortino Ratio Rank: 11
Sortino Ratio Rank
RYTPX Omega Ratio Rank: 11
Omega Ratio Rank
RYTPX Calmar Ratio Rank: 22
Calmar Ratio Rank
RYTPX Martin Ratio Rank: 44
Martin Ratio Rank

UHPIX
UHPIX Risk / Return Rank: 1010
Overall Rank
UHPIX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
UHPIX Sortino Ratio Rank: 1313
Sortino Ratio Rank
UHPIX Omega Ratio Rank: 1111
Omega Ratio Rank
UHPIX Calmar Ratio Rank: 1010
Calmar Ratio Rank
UHPIX Martin Ratio Rank: 88
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

RYTPX vs. UHPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rydex Inverse S&P 500 2x Strategy Fund (RYTPX) and ProFunds UltraShort China (UHPIX). 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.


RYTPXUHPIXDifference

Sharpe ratio

Return per unit of total volatility

-0.66

0.14

-0.80

Sortino ratio

Return per unit of downside risk

-0.77

0.61

-1.38

Omega ratio

Gain probability vs. loss probability

0.89

1.07

-0.19

Calmar ratio

Return relative to maximum drawdown

-0.42

0.23

-0.65

Martin ratio

Return relative to average drawdown

-0.50

0.33

-0.83

RYTPX vs. UHPIX - Sharpe Ratio Comparison

The current RYTPX Sharpe Ratio is -0.66, which is lower than the UHPIX Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of RYTPX and UHPIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RYTPXUHPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.66

0.14

-0.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.57

-0.29

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.03

-0.10

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.05

-0.13

+0.08

Correlation

The correlation between RYTPX and UHPIX is 0.58, 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.


Dividends

RYTPX vs. UHPIX - Dividend Comparison

RYTPX's dividend yield for the trailing twelve months is around 4.41%, more than UHPIX's 3.29% yield.


TTM2025202420232022202120202019
RYTPX
Rydex Inverse S&P 500 2x Strategy Fund
4.41%5.15%6.90%3.35%0.00%0.00%0.00%0.23%
UHPIX
ProFunds UltraShort China
3.29%4.29%0.00%3.45%0.00%0.00%0.00%0.55%

Drawdowns

RYTPX vs. UHPIX - Drawdown Comparison

The maximum RYTPX drawdown since its inception was -99.91%, roughly equal to the maximum UHPIX drawdown of -99.98%. Use the drawdown chart below to compare losses from any high point for RYTPX and UHPIX.


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Drawdown Indicators


RYTPXUHPIXDifference

Max Drawdown

Largest peak-to-trough decline

-99.91%

-99.98%

+0.07%

Max Drawdown (1Y)

Largest decline over 1 year

-48.95%

-60.89%

+11.94%

Max Drawdown (5Y)

Largest decline over 5 years

-71.49%

-96.64%

+25.15%

Max Drawdown (10Y)

Largest decline over 10 years

-96.04%

-98.81%

+2.77%

Current Drawdown

Current decline from peak

-99.89%

-99.96%

+0.07%

Average Drawdown

Average peak-to-trough decline

-82.21%

-93.36%

+11.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

40.96%

42.61%

-1.65%

Volatility

RYTPX vs. UHPIX - Volatility Comparison

The current volatility for Rydex Inverse S&P 500 2x Strategy Fund (RYTPX) is 8.47%, while ProFunds UltraShort China (UHPIX) has a volatility of 15.76%. This indicates that RYTPX experiences smaller price fluctuations and is considered to be less risky than UHPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RYTPXUHPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.47%

15.76%

-7.29%

Volatility (6M)

Calculated over the trailing 6-month period

18.00%

37.13%

-19.13%

Volatility (1Y)

Calculated over the trailing 1-year period

36.19%

58.18%

-21.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.67%

82.91%

-49.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

436.49%

320.74%

+115.75%