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TEPIX vs. PSTIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TEPIX vs. PSTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProFunds Technology UltraSector Fund (TEPIX) and PIMCO StocksPLUS Short Fund (PSTIX). The values are adjusted to include any dividend payments, if applicable.

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TEPIX vs. PSTIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TEPIX
ProFunds Technology UltraSector Fund
-17.65%30.08%14.17%91.81%-51.01%46.85%64.53%71.30%-5.89%49.17%
PSTIX
PIMCO StocksPLUS Short Fund
8.22%-8.24%-11.28%-11.01%17.41%-60.95%-20.83%-20.27%5.21%-14.04%

Returns By Period

In the year-to-date period, TEPIX achieves a -17.65% return, which is significantly lower than PSTIX's 8.22% return. Over the past 10 years, TEPIX has outperformed PSTIX with an annualized return of 22.57%, while PSTIX has yielded a comparatively lower -15.10% annualized return.


TEPIX

1D
-2.82%
1M
-12.17%
YTD
-17.65%
6M
-15.84%
1Y
29.91%
3Y*
19.47%
5Y*
10.15%
10Y*
22.57%

PSTIX

1D
0.42%
1M
7.56%
YTD
8.22%
6M
8.22%
1Y
-7.42%
3Y*
-6.58%
5Y*
-5.33%
10Y*
-15.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TEPIX vs. PSTIX - Expense Ratio Comparison

TEPIX has a 1.48% expense ratio, which is higher than PSTIX's 0.64% expense ratio.


Return for Risk

TEPIX vs. PSTIX — Risk / Return Rank

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

TEPIX
TEPIX Risk / Return Rank: 3737
Overall Rank
TEPIX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
TEPIX Sortino Ratio Rank: 4343
Sortino Ratio Rank
TEPIX Omega Ratio Rank: 4040
Omega Ratio Rank
TEPIX Calmar Ratio Rank: 3939
Calmar Ratio Rank
TEPIX Martin Ratio Rank: 3030
Martin Ratio Rank

PSTIX
PSTIX Risk / Return Rank: 33
Overall Rank
PSTIX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
PSTIX Sortino Ratio Rank: 22
Sortino Ratio Rank
PSTIX Omega Ratio Rank: 11
Omega Ratio Rank
PSTIX Calmar Ratio Rank: 44
Calmar Ratio Rank
PSTIX 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.

TEPIX vs. PSTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProFunds Technology UltraSector Fund (TEPIX) and PIMCO StocksPLUS Short Fund (PSTIX). 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.


TEPIXPSTIXDifference

Sharpe ratio

Return per unit of total volatility

0.75

-0.45

+1.20

Sortino ratio

Return per unit of downside risk

1.28

-0.51

+1.79

Omega ratio

Gain probability vs. loss probability

1.18

0.92

+0.25

Calmar ratio

Return relative to maximum drawdown

1.02

-0.23

+1.25

Martin ratio

Return relative to average drawdown

3.21

-0.28

+3.48

TEPIX vs. PSTIX - Sharpe Ratio Comparison

The current TEPIX Sharpe Ratio is 0.75, which is higher than the PSTIX Sharpe Ratio of -0.45. The chart below compares the historical Sharpe Ratios of TEPIX and PSTIX, 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


TEPIXPSTIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.75

-0.45

+1.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

-0.33

+0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.21

-0.64

+0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

-0.53

+0.64

Correlation

The correlation between TEPIX and PSTIX is -0.84. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

TEPIX vs. PSTIX - Dividend Comparison

TEPIX's dividend yield for the trailing twelve months is around 3.91%, while PSTIX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
TEPIX
ProFunds Technology UltraSector Fund
3.91%3.22%0.00%0.37%0.00%0.90%2.31%0.00%0.23%0.00%0.00%0.00%
PSTIX
PIMCO StocksPLUS Short Fund
0.00%0.00%0.00%4.09%1.16%1.35%5.06%1.23%1.26%1.68%0.00%3.57%

Drawdowns

TEPIX vs. PSTIX - Drawdown Comparison

The maximum TEPIX drawdown since its inception was -89.14%, smaller than the maximum PSTIX drawdown of -97.01%. Use the drawdown chart below to compare losses from any high point for TEPIX and PSTIX.


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Drawdown Indicators


TEPIXPSTIXDifference

Max Drawdown

Largest peak-to-trough decline

-89.14%

-97.01%

+7.87%

Max Drawdown (1Y)

Largest decline over 1 year

-24.64%

-24.50%

-0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-84.97%

-33.39%

-51.58%

Max Drawdown (10Y)

Largest decline over 10 years

-84.97%

-83.12%

-1.85%

Current Drawdown

Current decline from peak

-75.81%

-96.70%

+20.89%

Average Drawdown

Average peak-to-trough decline

-49.68%

-67.75%

+18.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.84%

20.25%

-12.41%

Volatility

TEPIX vs. PSTIX - Volatility Comparison

ProFunds Technology UltraSector Fund (TEPIX) has a higher volatility of 10.12% compared to PIMCO StocksPLUS Short Fund (PSTIX) at 4.10%. This indicates that TEPIX's price experiences larger fluctuations and is considered to be riskier than PSTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TEPIXPSTIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.12%

4.10%

+6.02%

Volatility (6M)

Calculated over the trailing 6-month period

24.02%

8.82%

+15.20%

Volatility (1Y)

Calculated over the trailing 1-year period

40.33%

17.85%

+22.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

145.04%

16.46%

+128.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

105.40%

23.74%

+81.66%