SOPIX vs. DRCVX
SOPIX (ProFunds Short NASDAQ-100 Fund) and DRCVX (Comstock Capital Value Fund) are both Inverse Equities funds. Over the past 10 years, SOPIX returned -20.40%/yr vs -3.79%/yr for DRCVX. A 0.58 correlation means they provide meaningful diversification when combined. SOPIX charges 1.78%/yr vs 0.00%/yr for DRCVX.
Performance
SOPIX vs. DRCVX - Performance Comparison
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Returns By Period
In the year-to-date period, SOPIX achieves a -15.00% return, which is significantly lower than DRCVX's 3.62% return. Over the past 10 years, SOPIX has underperformed DRCVX with an annualized return of -20.40%, while DRCVX has yielded a comparatively higher -3.79% annualized return.
SOPIX
- 1D
- -0.31%
- 1M
- -0.75%
- 6M
- -13.33%
- YTD
- -15.00%
- 1Y
- -21.88%
- 3Y*
- -20.54%
- 5Y*
- -15.02%
- 10Y*
- -20.40%
DRCVX
- 1D
- 0.00%
- 1M
- 0.44%
- 6M
- 3.39%
- YTD
- 3.62%
- 1Y
- 7.35%
- 3Y*
- 7.25%
- 5Y*
- 5.35%
- 10Y*
- -3.79%
SOPIX vs. DRCVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SOPIX ProFunds Short NASDAQ-100 Fund | -15.00% | -15.80% | -23.82% | -31.85% | 34.73% | -25.69% | -42.92% | -28.29% | -3.07% | -25.24% |
DRCVX Comstock Capital Value Fund | 3.62% | 11.55% | 2.02% | 6.55% | 4.13% | -2.16% | -5.36% | -25.76% | 7.76% | -20.58% |
Correlation
The correlation between SOPIX and DRCVX is -0.35, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.48 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2003 | 0.58 |
The correlation between SOPIX and DRCVX shifts across timeframes, from -0.48 (5 years) to 0.58 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SOPIX vs. DRCVX — Risk / Return Rank
SOPIX
DRCVX
SOPIX vs. DRCVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProFunds Short NASDAQ-100 Fund (SOPIX) and Comstock Capital Value Fund (DRCVX). 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.
| SOPIX | DRCVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.79 | ||
| Sortino ratioReturn per unit of downside risk | -5.86 | ||
| Omega ratioGain probability vs. loss probability | 0.81 | 1.61 | -0.80 |
| Calmar ratioReturn relative to maximum drawdown | -0.88 | 8.28 | -9.16 |
| Martin ratioReturn relative to average drawdown | -1.82 | 29.55 | -31.37 |
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Drawdowns
SOPIX vs. DRCVX - Drawdown Comparison
The maximum SOPIX drawdown since its inception was -99.07%, roughly equal to the maximum DRCVX drawdown of -97.47%. Use the drawdown chart below to compare losses from any high point for SOPIX and DRCVX.
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Drawdown Indicators
| SOPIX | DRCVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.07% | -97.47% | -1.60% |
Max Drawdown (1Y)Largest decline over 1 year | -24.87% | -0.89% | -23.98% |
Max Drawdown (3Y)Largest decline over 3 years | -54.87% | -3.82% | -51.05% |
Max Drawdown (5Y)Largest decline over 5 years | -65.00% | -4.08% | -60.92% |
Max Drawdown (10Y)Largest decline over 10 years | -89.99% | -49.64% | -40.35% |
Current DrawdownCurrent decline from peak | -99.05% | -96.60% | -2.45% |
Average DrawdownAverage peak-to-trough decline | -76.22% | -65.96% | -10.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.91% | 0.25% | +11.66% |
Volatility
SOPIX vs. DRCVX - Volatility Comparison
ProFunds Short NASDAQ-100 Fund (SOPIX) has a higher volatility of 8.45% compared to Comstock Capital Value Fund (DRCVX) at 0.97%. This indicates that SOPIX's price experiences larger fluctuations and is considered to be riskier than DRCVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SOPIX | DRCVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.45% | 0.97% | +7.48% |
Volatility (6M)Calculated over the trailing 6-month period | 15.09% | 1.96% | +13.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.36% | 2.85% | +15.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.73% | 4.58% | +19.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.61% | 9.45% | +13.16% |
SOPIX vs. DRCVX - Expense Ratio Comparison
SOPIX has a 1.78% expense ratio, which is higher than DRCVX's 0.00% expense ratio.
Dividends
SOPIX vs. DRCVX - Dividend Comparison
SOPIX's dividend yield for the trailing twelve months is around 2.52%, more than DRCVX's 1.89% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
DRCVX Comstock Capital Value Fund | 1.89% | 1.96% | 0.00% | 1.71% | 0.00% | 0.00% | 0.00% | 0.00% |
SOPIX ProFunds Short NASDAQ-100 Fund | 2.52% | 2.14% | 0.00% | 6.71% | 0.00% | 0.00% | 0.00% | 0.29% |
Frequently Asked Questions
SOPIX and DRCVX have a correlation of -0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOPIX has higher volatility (8.45%) compared to DRCVX (0.97%). In terms of maximum drawdown, SOPIX dropped -99.07% vs DRCVX's -97.47%.
DRCVX currently has the higher Sharpe Ratio (2.60 vs -1.19), 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.
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