PortfoliosLab logoPortfoliosLab logo
UDPIX vs. UMPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UDPIX vs. UMPIX - Performance Comparison

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

Loading graphics...

UDPIX vs. UMPIX - 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%
UMPIX
ProFunds UltraMid Cap Fund
-2.94%3.62%17.08%22.37%-32.05%55.65%5.21%48.88%-26.37%23.77%

Returns By Period

In the year-to-date period, UDPIX achieves a -12.54% return, which is significantly lower than UMPIX's -2.94% return. Over the past 10 years, UDPIX has outperformed UMPIX with an annualized return of 18.20%, while UMPIX has yielded a comparatively lower 10.92% 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%

UMPIX

1D
-1.66%
1M
-16.14%
YTD
-2.94%
6M
-1.88%
1Y
16.94%
3Y*
11.17%
5Y*
3.80%
10Y*
10.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


UDPIX vs. UMPIX - Expense Ratio Comparison

UDPIX has a 1.54% expense ratio, which is higher than UMPIX's 1.51% expense ratio.


Return for Risk

UDPIX vs. UMPIX — 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

UMPIX
UMPIX Risk / Return Rank: 1818
Overall Rank
UMPIX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
UMPIX Sortino Ratio Rank: 2020
Sortino Ratio Rank
UMPIX Omega Ratio Rank: 1919
Omega Ratio Rank
UMPIX Calmar Ratio Rank: 1717
Calmar Ratio Rank
UMPIX Martin Ratio Rank: 1818
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. UMPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProFunds Ultra Dow 30 ProFund (UDPIX) and ProFunds UltraMid Cap Fund (UMPIX). 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.


UDPIXUMPIXDifference

Sharpe ratio

Return per unit of total volatility

0.34

0.42

-0.07

Sortino ratio

Return per unit of downside risk

0.72

0.87

-0.15

Omega ratio

Gain probability vs. loss probability

1.10

1.12

-0.02

Calmar ratio

Return relative to maximum drawdown

0.36

0.48

-0.12

Martin ratio

Return relative to average drawdown

1.27

1.90

-0.63

UDPIX vs. UMPIX - Sharpe Ratio Comparison

The current UDPIX Sharpe Ratio is 0.34, which is comparable to the UMPIX Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of UDPIX and UMPIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


UDPIXUMPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.34

0.42

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.10

+0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.26

+0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.20

+0.11

Correlation

The correlation between UDPIX and UMPIX is 0.85, 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

UDPIX vs. UMPIX - Dividend Comparison

UDPIX's dividend yield for the trailing twelve months is around 4.46%, more than UMPIX's 0.19% yield.


TTM202520242023202220212020201920182017
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%
UMPIX
ProFunds UltraMid Cap Fund
0.19%0.19%1.20%0.59%0.00%9.49%0.00%2.07%0.14%2.33%

Drawdowns

UDPIX vs. UMPIX - Drawdown Comparison

The maximum UDPIX drawdown since its inception was -81.97%, roughly equal to the maximum UMPIX drawdown of -85.51%. Use the drawdown chart below to compare losses from any high point for UDPIX and UMPIX.


Loading graphics...

Drawdown Indicators


UDPIXUMPIXDifference

Max Drawdown

Largest peak-to-trough decline

-81.97%

-85.51%

+3.54%

Max Drawdown (1Y)

Largest decline over 1 year

-20.97%

-26.94%

+5.97%

Max Drawdown (5Y)

Largest decline over 5 years

-40.44%

-44.80%

+4.36%

Max Drawdown (10Y)

Largest decline over 10 years

-63.40%

-69.51%

+6.11%

Current Drawdown

Current decline from peak

-19.22%

-17.70%

-1.52%

Average Drawdown

Average peak-to-trough decline

-17.66%

-22.16%

+4.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.00%

6.85%

-0.85%

Volatility

UDPIX vs. UMPIX - Volatility Comparison

The current volatility for ProFunds Ultra Dow 30 ProFund (UDPIX) is 8.10%, while ProFunds UltraMid Cap Fund (UMPIX) has a volatility of 11.53%. This indicates that UDPIX experiences smaller price fluctuations and is considered to be less risky than UMPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


UDPIXUMPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.10%

11.53%

-3.43%

Volatility (6M)

Calculated over the trailing 6-month period

17.88%

22.98%

-5.10%

Volatility (1Y)

Calculated over the trailing 1-year period

33.34%

41.76%

-8.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.83%

39.50%

-9.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.04%

41.85%

-6.81%