TEPIX vs. SPMO
Compare and contrast key facts about ProFunds Technology UltraSector Fund (TEPIX) and Invesco S&P 500 Momentum ETF (SPMO).
TEPIX is managed by ProFunds. It was launched on Jun 18, 2000. SPMO is a passively managed fund by Invesco that tracks the performance of the S&P 500 Momentum Index. It was launched on Oct 9, 2015.
Performance
TEPIX vs. SPMO - Performance Comparison
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TEPIX vs. SPMO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SPMO Invesco S&P 500 Momentum ETF | -3.77% | 26.58% | 45.82% | 17.56% | -10.45% | 22.64% | 28.25% | 25.93% | -0.92% | 27.76% |
Returns By Period
In the year-to-date period, TEPIX achieves a -17.65% return, which is significantly lower than SPMO's -3.77% return. Over the past 10 years, TEPIX has outperformed SPMO with an annualized return of 22.57%, while SPMO has yielded a comparatively lower 17.41% 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%
SPMO
- 1D
- 2.13%
- 1M
- -4.40%
- YTD
- -3.77%
- 6M
- -4.53%
- 1Y
- 23.97%
- 3Y*
- 29.27%
- 5Y*
- 17.66%
- 10Y*
- 17.41%
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TEPIX vs. SPMO - Expense Ratio Comparison
TEPIX has a 1.48% expense ratio, which is higher than SPMO's 0.13% expense ratio.
Return for Risk
TEPIX vs. SPMO — Risk / Return Rank
TEPIX
SPMO
TEPIX vs. SPMO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProFunds Technology UltraSector Fund (TEPIX) and Invesco S&P 500 Momentum ETF (SPMO). 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.
| TEPIX | SPMO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.75 | 1.06 | -0.31 |
Sortino ratioReturn per unit of downside risk | 1.28 | 1.60 | -0.32 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.24 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.02 | 1.96 | -0.94 |
Martin ratioReturn relative to average drawdown | 3.21 | 6.90 | -3.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TEPIX | SPMO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.75 | 1.06 | -0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.07 | 0.93 | -0.86 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.21 | 0.87 | -0.65 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | 0.86 | -0.75 |
Correlation
The correlation between TEPIX and SPMO is 0.74, 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
TEPIX vs. SPMO - Dividend Comparison
TEPIX's dividend yield for the trailing twelve months is around 3.91%, more than SPMO's 0.89% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SPMO Invesco S&P 500 Momentum ETF | 0.89% | 0.73% | 0.48% | 1.63% | 1.66% | 0.52% | 1.27% | 1.39% | 1.05% | 0.77% | 1.94% | 0.36% |
Drawdowns
TEPIX vs. SPMO - Drawdown Comparison
The maximum TEPIX drawdown since its inception was -89.14%, which is greater than SPMO's maximum drawdown of -30.95%. Use the drawdown chart below to compare losses from any high point for TEPIX and SPMO.
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Drawdown Indicators
| TEPIX | SPMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.14% | -30.95% | -58.19% |
Max Drawdown (1Y)Largest decline over 1 year | -24.64% | -12.70% | -11.94% |
Max Drawdown (5Y)Largest decline over 5 years | -84.97% | -22.74% | -62.23% |
Max Drawdown (10Y)Largest decline over 10 years | -84.97% | -30.95% | -54.02% |
Current DrawdownCurrent decline from peak | -75.81% | -7.31% | -68.50% |
Average DrawdownAverage peak-to-trough decline | -49.68% | -4.66% | -45.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.84% | 3.60% | +4.24% |
Volatility
TEPIX vs. SPMO - Volatility Comparison
ProFunds Technology UltraSector Fund (TEPIX) has a higher volatility of 10.12% compared to Invesco S&P 500 Momentum ETF (SPMO) at 7.22%. This indicates that TEPIX's price experiences larger fluctuations and is considered to be riskier than SPMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TEPIX | SPMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.12% | 7.22% | +2.90% |
Volatility (6M)Calculated over the trailing 6-month period | 24.02% | 12.80% | +11.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.33% | 22.77% | +17.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 145.04% | 19.08% | +125.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 105.40% | 20.09% | +85.31% |