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UCPIX vs. RYVNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UCPIX vs. RYVNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProFunds UltraShort Small Cap Fund (UCPIX) and Rydex Inverse NASDAQ-100 2x Strategy Fund (RYVNX). The values are adjusted to include any dividend payments, if applicable.

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UCPIX vs. RYVNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UCPIX
ProFunds UltraShort Small Cap Fund
4.42%-25.76%-19.27%-26.54%28.08%-36.02%-60.58%-38.99%17.86%-27.19%
RYVNX
Rydex Inverse NASDAQ-100 2x Strategy Fund
21.11%-35.24%-34.30%-57.09%65.14%-45.41%-69.71%-50.05%-9.71%-44.28%

Returns By Period

In the year-to-date period, UCPIX achieves a 4.42% return, which is significantly lower than RYVNX's 21.11% return. Over the past 10 years, UCPIX has outperformed RYVNX with an annualized return of -26.25%, while RYVNX has yielded a comparatively lower -35.53% annualized return.


UCPIX

1D
2.98%
1M
17.96%
YTD
4.42%
6M
-0.37%
1Y
-36.57%
3Y*
-21.18%
5Y*
-12.60%
10Y*
-26.25%

RYVNX

1D
1.54%
1M
17.79%
YTD
21.11%
6M
15.51%
1Y
-33.38%
3Y*
-31.18%
5Y*
-26.34%
10Y*
-35.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UCPIX vs. RYVNX - Expense Ratio Comparison

UCPIX has a 1.78% expense ratio, which is lower than RYVNX's 2.49% expense ratio.


Return for Risk

UCPIX vs. RYVNX — Risk / Return Rank

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

UCPIX
UCPIX Risk / Return Rank: 11
Overall Rank
UCPIX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
UCPIX Sortino Ratio Rank: 11
Sortino Ratio Rank
UCPIX Omega Ratio Rank: 11
Omega Ratio Rank
UCPIX Calmar Ratio Rank: 11
Calmar Ratio Rank
UCPIX Martin Ratio Rank: 33
Martin Ratio Rank

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

UCPIX vs. RYVNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProFunds UltraShort Small Cap Fund (UCPIX) and Rydex Inverse NASDAQ-100 2x Strategy Fund (RYVNX). 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.


UCPIXRYVNXDifference

Sharpe ratio

Return per unit of total volatility

-0.77

-0.74

-0.03

Sortino ratio

Return per unit of downside risk

-0.98

-0.89

-0.09

Omega ratio

Gain probability vs. loss probability

0.88

0.87

+0.01

Calmar ratio

Return relative to maximum drawdown

-0.55

-0.51

-0.04

Martin ratio

Return relative to average drawdown

-0.72

-0.60

-0.11

UCPIX vs. RYVNX - Sharpe Ratio Comparison

The current UCPIX Sharpe Ratio is -0.77, which is comparable to the RYVNX Sharpe Ratio of -0.74. The chart below compares the historical Sharpe Ratios of UCPIX and RYVNX, 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


UCPIXRYVNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.77

-0.74

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

-0.59

+0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.09

-0.79

+0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.13

-0.60

+0.47

Correlation

The correlation between UCPIX and RYVNX is 0.77, 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

UCPIX vs. RYVNX - Dividend Comparison

UCPIX's dividend yield for the trailing twelve months is around 4.42%, less than RYVNX's 8.77% yield.


TTM2025202420232022202120202019
UCPIX
ProFunds UltraShort Small Cap Fund
4.42%4.61%4.24%4.77%0.00%0.00%0.00%0.30%
RYVNX
Rydex Inverse NASDAQ-100 2x Strategy Fund
8.77%10.62%6.03%4.56%0.00%0.00%0.25%0.03%

Drawdowns

UCPIX vs. RYVNX - Drawdown Comparison

The maximum UCPIX drawdown since its inception was -99.99%, roughly equal to the maximum RYVNX drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for UCPIX and RYVNX.


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Drawdown Indicators


UCPIXRYVNXDifference

Max Drawdown

Largest peak-to-trough decline

-99.99%

-100.00%

+0.01%

Max Drawdown (1Y)

Largest decline over 1 year

-60.48%

-58.82%

-1.66%

Max Drawdown (5Y)

Largest decline over 5 years

-95.26%

-84.44%

-10.82%

Max Drawdown (10Y)

Largest decline over 10 years

-99.41%

-99.16%

-0.25%

Current Drawdown

Current decline from peak

-99.92%

-99.99%

+0.07%

Average Drawdown

Average peak-to-trough decline

-83.90%

-89.49%

+5.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

46.46%

49.21%

-2.75%

Volatility

UCPIX vs. RYVNX - Volatility Comparison

ProFunds UltraShort Small Cap Fund (UCPIX) has a higher volatility of 13.02% compared to Rydex Inverse NASDAQ-100 2x Strategy Fund (RYVNX) at 10.66%. This indicates that UCPIX's price experiences larger fluctuations and is considered to be riskier than RYVNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UCPIXRYVNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.02%

10.66%

+2.36%

Volatility (6M)

Calculated over the trailing 6-month period

28.20%

24.61%

+3.59%

Volatility (1Y)

Calculated over the trailing 1-year period

46.62%

45.06%

+1.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

402.11%

45.09%

+357.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

286.11%

44.94%

+241.17%