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SLPIX vs. BTCFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SLPIX vs. BTCFX - Performance Comparison

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

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Returns By Period

In the year-to-date period, SLPIX achieves a 20.69% return, which is significantly higher than BTCFX's -27.61% return.


SLPIX

1D
0.81%
1M
4.58%
YTD
20.69%
6M
17.89%
1Y
39.70%
3Y*
16.77%
5Y*
4.35%
10Y*
9.16%

BTCFX

1D
2.39%
1M
-15.16%
YTD
-27.61%
6M
-27.80%
1Y
-40.56%
3Y*
18.48%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SLPIX vs. BTCFX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SLPIX
ProFunds Small Cap Fund
20.69%8.83%9.14%14.58%-22.26%-0.53%
BTCFX
Bitcoin ProFund Investor
-27.61%-11.83%102.93%133.31%-64.04%-3.69%

Correlation

The correlation between SLPIX and BTCFX is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.49

Correlation (3Y)
Calculated over the trailing 3-year period

0.41

Correlation (All Time)
Calculated using the full available price history since Aug 9, 2021

0.44

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Return for Risk

SLPIX vs. BTCFX — Risk / Return Rank

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

SLPIX
SLPIX Risk / Return Rank: 6464
Overall Rank
SLPIX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
SLPIX Sortino Ratio Rank: 5757
Sortino Ratio Rank
SLPIX Omega Ratio Rank: 4646
Omega Ratio Rank
SLPIX Calmar Ratio Rank: 8484
Calmar Ratio Rank
SLPIX Martin Ratio Rank: 7272
Martin Ratio Rank

BTCFX
BTCFX Risk / Return Rank: 11
Overall Rank
BTCFX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
BTCFX Sortino Ratio Rank: 11
Sortino Ratio Rank
BTCFX Omega Ratio Rank: 11
Omega Ratio Rank
BTCFX Calmar Ratio Rank: 00
Calmar Ratio Rank
BTCFX Martin Ratio Rank: 11
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.

SLPIX vs. BTCFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProFunds Small Cap Fund (SLPIX) and Bitcoin ProFund Investor (BTCFX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SLPIXBTCFXDifference
Sharpe ratioReturn per unit of total volatility

+3.03

Sortino ratioReturn per unit of downside risk

+4.18

Omega ratioGain probability vs. loss probability

1.34

0.86

+0.49

Calmar ratioReturn relative to maximum drawdown

3.73

-0.76

+4.49

Martin ratioReturn relative to average drawdown

12.90

-1.30

+14.20

SLPIX vs. BTCFX - Sharpe Ratio Comparison

The current SLPIX Sharpe Ratio is 2.11, which is higher than the BTCFX Sharpe Ratio of -0.92. The chart below compares the historical Sharpe Ratios of SLPIX and BTCFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SLPIX vs. BTCFX - Drawdown Comparison

The maximum SLPIX drawdown since its inception was -59.60%, smaller than the maximum BTCFX drawdown of -77.89%. Use the drawdown chart below to compare losses from any high point for SLPIX and BTCFX.


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Drawdown Indicators


SLPIXBTCFXDifference

Max Drawdown

Largest peak-to-trough decline

-59.60%

-77.89%

+18.29%

Max Drawdown (1Y)

Largest decline over 1 year

-11.12%

-53.40%

+42.28%

Max Drawdown (3Y)

Largest decline over 3 years

-28.17%

-53.40%

+25.23%

Max Drawdown (5Y)

Largest decline over 5 years

-33.95%

Max Drawdown (10Y)

Largest decline over 10 years

-43.26%

Current Drawdown

Current decline from peak

0.00%

-50.35%

+50.35%

Average Drawdown

Average peak-to-trough decline

-11.71%

-36.07%

+24.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.21%

31.37%

-28.16%

Volatility

SLPIX vs. BTCFX - Volatility Comparison

The current volatility for ProFunds Small Cap Fund (SLPIX) is 6.40%, while Bitcoin ProFund Investor (BTCFX) has a volatility of 12.77%. This indicates that SLPIX experiences smaller price fluctuations and is considered to be less risky than BTCFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SLPIXBTCFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.40%

12.77%

-6.37%

Volatility (6M)

Calculated over the trailing 6-month period

14.27%

34.56%

-20.29%

Volatility (1Y)

Calculated over the trailing 1-year period

19.70%

44.46%

-24.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.81%

55.31%

-32.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.22%

55.31%

-32.09%

SLPIX vs. BTCFX - Expense Ratio Comparison

SLPIX has a 1.78% expense ratio, which is higher than BTCFX's 1.41% expense ratio.


Dividends

SLPIX vs. BTCFX - Dividend Comparison

SLPIX's dividend yield for the trailing twelve months is around 0.67%, less than BTCFX's 38.65% yield.


PositionTTM202520242023
BTCFX
Bitcoin ProFund Investor
38.65%44.62%24.28%10.95%
SLPIX
ProFunds Small Cap Fund
0.67%0.81%0.00%0.00%

Frequently Asked Questions


SLPIX and BTCFX have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BTCFX has higher volatility (12.77%) compared to SLPIX (6.40%). In terms of maximum drawdown, SLPIX dropped -59.60% vs BTCFX's -77.89%.

SLPIX currently has the higher Sharpe Ratio (2.11 vs -0.92), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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