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SGPIX vs. ENPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SGPIX vs. ENPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProFunds Small Cap Growth Fund (SGPIX) and ProFunds UltraSector Oil & Gas Fund (ENPIX). The values are adjusted to include any dividend payments, if applicable.

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SGPIX vs. ENPIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SGPIX
ProFunds Small Cap Growth Fund
-1.14%3.52%7.53%15.35%-22.72%13.29%17.43%18.95%-5.76%12.73%
ENPIX
ProFunds UltraSector Oil & Gas Fund
62.19%4.99%2.30%-7.46%92.17%82.32%-53.71%10.35%-30.54%-5.59%

Returns By Period

In the year-to-date period, SGPIX achieves a -1.14% return, which is significantly lower than ENPIX's 62.19% return. Over the past 10 years, SGPIX has underperformed ENPIX with an annualized return of 7.03%, while ENPIX has yielded a comparatively higher 9.73% annualized return.


SGPIX

1D
-0.97%
1M
-8.06%
YTD
-1.14%
6M
-1.51%
1Y
11.66%
3Y*
7.66%
5Y*
-0.12%
10Y*
7.03%

ENPIX

1D
-1.60%
1M
17.21%
YTD
62.19%
6M
62.26%
1Y
50.02%
3Y*
20.76%
5Y*
31.04%
10Y*
9.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SGPIX vs. ENPIX - Expense Ratio Comparison

SGPIX has a 1.60% expense ratio, which is higher than ENPIX's 1.51% expense ratio.


Return for Risk

SGPIX vs. ENPIX — Risk / Return Rank

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

SGPIX
SGPIX Risk / Return Rank: 2424
Overall Rank
SGPIX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
SGPIX Sortino Ratio Rank: 2424
Sortino Ratio Rank
SGPIX Omega Ratio Rank: 2121
Omega Ratio Rank
SGPIX Calmar Ratio Rank: 2525
Calmar Ratio Rank
SGPIX Martin Ratio Rank: 2828
Martin Ratio Rank

ENPIX
ENPIX Risk / Return Rank: 6969
Overall Rank
ENPIX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
ENPIX Sortino Ratio Rank: 7474
Sortino Ratio Rank
ENPIX Omega Ratio Rank: 7272
Omega Ratio Rank
ENPIX Calmar Ratio Rank: 7979
Calmar Ratio Rank
ENPIX Martin Ratio Rank: 4242
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.

SGPIX vs. ENPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProFunds Small Cap Growth Fund (SGPIX) and ProFunds UltraSector Oil & Gas Fund (ENPIX). 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.


SGPIXENPIXDifference

Sharpe ratio

Return per unit of total volatility

0.57

1.42

-0.85

Sortino ratio

Return per unit of downside risk

0.97

1.82

-0.85

Omega ratio

Gain probability vs. loss probability

1.13

1.27

-0.14

Calmar ratio

Return relative to maximum drawdown

0.73

1.89

-1.15

Martin ratio

Return relative to average drawdown

3.01

4.23

-1.22

SGPIX vs. ENPIX - Sharpe Ratio Comparison

The current SGPIX Sharpe Ratio is 0.57, which is lower than the ENPIX Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of SGPIX and ENPIX, 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


SGPIXENPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.57

1.42

-0.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

0.80

-0.81

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

0.22

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.13

+0.19

Correlation

The correlation between SGPIX and ENPIX is 0.59, 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

SGPIX vs. ENPIX - Dividend Comparison

SGPIX's dividend yield for the trailing twelve months is around 0.18%, less than ENPIX's 1.70% yield.


TTM20252024202320222021202020192018201720162015
SGPIX
ProFunds Small Cap Growth Fund
0.18%0.18%1.58%0.80%3.80%2.06%0.00%0.00%4.29%0.00%0.00%2.58%
ENPIX
ProFunds UltraSector Oil & Gas Fund
1.70%2.76%3.19%0.87%2.76%1.59%1.76%1.34%1.76%0.84%0.57%0.56%

Drawdowns

SGPIX vs. ENPIX - Drawdown Comparison

The maximum SGPIX drawdown since its inception was -58.70%, smaller than the maximum ENPIX drawdown of -90.12%. Use the drawdown chart below to compare losses from any high point for SGPIX and ENPIX.


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Drawdown Indicators


SGPIXENPIXDifference

Max Drawdown

Largest peak-to-trough decline

-58.70%

-90.12%

+31.42%

Max Drawdown (1Y)

Largest decline over 1 year

-13.93%

-27.20%

+13.27%

Max Drawdown (5Y)

Largest decline over 5 years

-34.64%

-36.48%

+1.84%

Max Drawdown (10Y)

Largest decline over 10 years

-43.14%

-84.54%

+41.40%

Current Drawdown

Current decline from peak

-11.01%

-1.60%

-9.41%

Average Drawdown

Average peak-to-trough decline

-11.33%

-37.08%

+25.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.39%

12.11%

-8.72%

Volatility

SGPIX vs. ENPIX - Volatility Comparison

The current volatility for ProFunds Small Cap Growth Fund (SGPIX) is 6.24%, while ProFunds UltraSector Oil & Gas Fund (ENPIX) has a volatility of 7.58%. This indicates that SGPIX experiences smaller price fluctuations and is considered to be less risky than ENPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SGPIXENPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.24%

7.58%

-1.34%

Volatility (6M)

Calculated over the trailing 6-month period

12.60%

21.01%

-8.41%

Volatility (1Y)

Calculated over the trailing 1-year period

21.92%

37.11%

-15.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.64%

38.87%

-17.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.29%

44.55%

-22.26%