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UDPIX vs. INPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UDPIX vs. INPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProFunds Ultra Dow 30 ProFund (UDPIX) and ProFunds Internet UltraSector Fund (INPIX). The values are adjusted to include any dividend payments, if applicable.

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UDPIX vs. INPIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UDPIX
ProFunds Ultra Dow 30 ProFund
-12.54%19.96%18.13%23.94%-19.89%52.21%15.74%47.47%-13.82%54.86%
INPIX
ProFunds Internet UltraSector Fund
-24.04%9.88%41.50%76.21%-63.24%-1.09%254.85%25.95%4.78%44.61%

Returns By Period

In the year-to-date period, UDPIX achieves a -12.54% return, which is significantly higher than INPIX's -24.04% return. Over the past 10 years, UDPIX has underperformed INPIX with an annualized return of 18.20%, while INPIX has yielded a comparatively higher 20.20% annualized return.


UDPIX

1D
0.19%
1M
-15.04%
YTD
-12.54%
6M
-7.17%
1Y
9.29%
3Y*
15.50%
5Y*
10.03%
10Y*
18.20%

INPIX

1D
-0.49%
1M
-10.90%
YTD
-24.04%
6M
-29.12%
1Y
-2.80%
3Y*
17.16%
5Y*
-5.96%
10Y*
20.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UDPIX vs. INPIX - Expense Ratio Comparison

UDPIX has a 1.54% expense ratio, which is higher than INPIX's 1.48% expense ratio.


Return for Risk

UDPIX vs. INPIX — Risk / Return Rank

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

UDPIX
UDPIX Risk / Return Rank: 1515
Overall Rank
UDPIX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
UDPIX Sortino Ratio Rank: 1616
Sortino Ratio Rank
UDPIX Omega Ratio Rank: 1616
Omega Ratio Rank
UDPIX Calmar Ratio Rank: 1414
Calmar Ratio Rank
UDPIX Martin Ratio Rank: 1414
Martin Ratio Rank

INPIX
INPIX Risk / Return Rank: 44
Overall Rank
INPIX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
INPIX Sortino Ratio Rank: 55
Sortino Ratio Rank
INPIX Omega Ratio Rank: 55
Omega Ratio Rank
INPIX Calmar Ratio Rank: 33
Calmar Ratio Rank
INPIX Martin Ratio Rank: 33
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.

UDPIX vs. INPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProFunds Ultra Dow 30 ProFund (UDPIX) and ProFunds Internet UltraSector Fund (INPIX). 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.


UDPIXINPIXDifference

Sharpe ratio

Return per unit of total volatility

0.34

-0.10

+0.45

Sortino ratio

Return per unit of downside risk

0.72

0.11

+0.61

Omega ratio

Gain probability vs. loss probability

1.10

1.01

+0.08

Calmar ratio

Return relative to maximum drawdown

0.36

-0.26

+0.63

Martin ratio

Return relative to average drawdown

1.27

-0.73

+1.99

UDPIX vs. INPIX - Sharpe Ratio Comparison

The current UDPIX Sharpe Ratio is 0.34, which is higher than the INPIX Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of UDPIX and INPIX, 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


UDPIXINPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.34

-0.10

+0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

-0.15

+0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.41

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.10

+0.20

Correlation

The correlation between UDPIX and INPIX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

UDPIX vs. INPIX - Dividend Comparison

UDPIX's dividend yield for the trailing twelve months is around 4.46%, while INPIX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
UDPIX
ProFunds Ultra Dow 30 ProFund
4.46%3.90%0.00%0.95%0.00%13.43%14.53%1.96%0.93%0.02%0.00%0.00%
INPIX
ProFunds Internet UltraSector Fund
0.00%0.00%0.00%0.00%0.00%9.45%21.43%0.13%0.00%0.00%0.18%6.69%

Drawdowns

UDPIX vs. INPIX - Drawdown Comparison

The maximum UDPIX drawdown since its inception was -81.97%, smaller than the maximum INPIX drawdown of -95.64%. Use the drawdown chart below to compare losses from any high point for UDPIX and INPIX.


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Drawdown Indicators


UDPIXINPIXDifference

Max Drawdown

Largest peak-to-trough decline

-81.97%

-95.64%

+13.67%

Max Drawdown (1Y)

Largest decline over 1 year

-20.97%

-32.04%

+11.07%

Max Drawdown (5Y)

Largest decline over 5 years

-40.44%

-73.41%

+32.97%

Max Drawdown (10Y)

Largest decline over 10 years

-63.40%

-73.41%

+10.01%

Current Drawdown

Current decline from peak

-19.22%

-40.35%

+21.13%

Average Drawdown

Average peak-to-trough decline

-17.66%

-46.38%

+28.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.00%

11.68%

-5.68%

Volatility

UDPIX vs. INPIX - Volatility Comparison

The current volatility for ProFunds Ultra Dow 30 ProFund (UDPIX) is 8.10%, while ProFunds Internet UltraSector Fund (INPIX) has a volatility of 9.39%. This indicates that UDPIX experiences smaller price fluctuations and is considered to be less risky than INPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UDPIXINPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.10%

9.39%

-1.29%

Volatility (6M)

Calculated over the trailing 6-month period

17.88%

21.87%

-3.99%

Volatility (1Y)

Calculated over the trailing 1-year period

33.34%

36.29%

-2.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.83%

41.08%

-11.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.04%

49.62%

-14.58%