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SHPIX vs. BRPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SHPIX vs. BRPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProFunds Short Small Cap ProFund (SHPIX) and ProFunds Bear Fund (BRPIX). The values are adjusted to include any dividend payments, if applicable.

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SHPIX vs. BRPIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SHPIX
ProFunds Short Small Cap ProFund
2.74%-9.61%-8.36%-11.01%16.39%-19.78%-31.60%-20.89%9.96%-14.49%
BRPIX
ProFunds Bear Fund
8.66%-12.27%-20.40%-15.39%17.31%-24.68%-25.63%-23.18%4.03%-18.03%

Returns By Period

In the year-to-date period, SHPIX achieves a 2.74% return, which is significantly lower than BRPIX's 8.66% return. Over the past 10 years, SHPIX has outperformed BRPIX with an annualized return of -11.86%, while BRPIX has yielded a comparatively lower -13.04% annualized return.


SHPIX

1D
1.48%
1M
8.78%
YTD
2.74%
6M
1.16%
1Y
-16.75%
3Y*
-8.22%
5Y*
-3.92%
10Y*
-11.86%

BRPIX

1D
0.41%
1M
8.66%
YTD
8.66%
6M
7.25%
1Y
-9.66%
3Y*
-11.99%
5Y*
-9.47%
10Y*
-13.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SHPIX vs. BRPIX - Expense Ratio Comparison

SHPIX has a 1.78% expense ratio, which is higher than BRPIX's 1.64% expense ratio.


Return for Risk

SHPIX vs. BRPIX — Risk / Return Rank

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

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

BRPIX
BRPIX Risk / Return Rank: 22
Overall Rank
BRPIX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
BRPIX Sortino Ratio Rank: 11
Sortino Ratio Rank
BRPIX Omega Ratio Rank: 11
Omega Ratio Rank
BRPIX Calmar Ratio Rank: 33
Calmar Ratio Rank
BRPIX Martin Ratio Rank: 55
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.

SHPIX vs. BRPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProFunds Short Small Cap ProFund (SHPIX) and ProFunds Bear Fund (BRPIX). 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.


SHPIXBRPIXDifference

Sharpe ratio

Return per unit of total volatility

-0.71

-0.56

-0.15

Sortino ratio

Return per unit of downside risk

-0.90

-0.68

-0.21

Omega ratio

Gain probability vs. loss probability

0.89

0.90

-0.01

Calmar ratio

Return relative to maximum drawdown

-0.42

-0.31

-0.11

Martin ratio

Return relative to average drawdown

-0.57

-0.37

-0.20

SHPIX vs. BRPIX - Sharpe Ratio Comparison

The current SHPIX Sharpe Ratio is -0.71, which is comparable to the BRPIX Sharpe Ratio of -0.56. The chart below compares the historical Sharpe Ratios of SHPIX and BRPIX, 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


SHPIXBRPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.71

-0.56

-0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.02

-0.56

+0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.09

-0.73

+0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.15

0.00

-0.15

Correlation

The correlation between SHPIX and BRPIX is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SHPIX vs. BRPIX - Dividend Comparison

SHPIX's dividend yield for the trailing twelve months is around 14.75%, more than BRPIX's 4.00% yield.


TTM2025202420232022202120202019
SHPIX
ProFunds Short Small Cap ProFund
14.75%5.70%0.00%17.01%0.00%0.00%0.00%0.85%
BRPIX
ProFunds Bear Fund
4.00%4.35%0.00%5.58%0.00%0.00%0.06%0.27%

Drawdowns

SHPIX vs. BRPIX - Drawdown Comparison

The maximum SHPIX drawdown since its inception was -99.27%, roughly equal to the maximum BRPIX drawdown of -96.76%. Use the drawdown chart below to compare losses from any high point for SHPIX and BRPIX.


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Drawdown Indicators


SHPIXBRPIXDifference

Max Drawdown

Largest peak-to-trough decline

-99.27%

-96.76%

-2.51%

Max Drawdown (1Y)

Largest decline over 1 year

-34.74%

-27.11%

-7.63%

Max Drawdown (5Y)

Largest decline over 5 years

-83.16%

-46.16%

-37.00%

Max Drawdown (10Y)

Largest decline over 10 years

-93.19%

-78.15%

-15.04%

Current Drawdown

Current decline from peak

-97.02%

-95.68%

-1.34%

Average Drawdown

Average peak-to-trough decline

-77.77%

-61.93%

-15.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.32%

22.18%

+3.14%

Volatility

SHPIX vs. BRPIX - Volatility Comparison

ProFunds Short Small Cap ProFund (SHPIX) has a higher volatility of 6.54% compared to ProFunds Bear Fund (BRPIX) at 4.21%. This indicates that SHPIX's price experiences larger fluctuations and is considered to be riskier than BRPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SHPIXBRPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.54%

4.21%

+2.33%

Volatility (6M)

Calculated over the trailing 6-month period

14.07%

9.05%

+5.02%

Volatility (1Y)

Calculated over the trailing 1-year period

23.12%

18.13%

+4.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

193.64%

17.13%

+176.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

137.90%

17.84%

+120.06%