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UIPIX vs. PSTIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UIPIX vs. PSTIX - Performance Comparison

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

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UIPIX vs. PSTIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UIPIX
ProFunds UltraShort Mid Cap Fund
0.89%-13.23%-22.21%-23.20%11.30%-42.71%-53.90%-38.37%21.21%-27.33%
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, UIPIX achieves a 0.89% return, which is significantly lower than PSTIX's 8.22% return. Over the past 10 years, UIPIX has underperformed PSTIX with an annualized return of -24.63%, while PSTIX has yielded a comparatively higher -15.10% annualized return.


UIPIX

1D
1.72%
1M
17.91%
YTD
0.89%
6M
-1.71%
1Y
-23.26%
3Y*
-17.37%
5Y*
-14.84%
10Y*
-24.63%

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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UIPIX vs. PSTIX - Expense Ratio Comparison

UIPIX has a 1.78% expense ratio, which is higher than PSTIX's 0.64% expense ratio.


Return for Risk

UIPIX vs. PSTIX — Risk / Return Rank

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

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

UIPIX vs. PSTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProFunds UltraShort Mid Cap Fund (UIPIX) 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.


UIPIXPSTIXDifference

Sharpe ratio

Return per unit of total volatility

-0.58

-0.45

-0.13

Sortino ratio

Return per unit of downside risk

-0.63

-0.51

-0.13

Omega ratio

Gain probability vs. loss probability

0.92

0.92

-0.01

Calmar ratio

Return relative to maximum drawdown

-0.42

-0.23

-0.19

Martin ratio

Return relative to average drawdown

-0.56

-0.28

-0.28

UIPIX vs. PSTIX - Sharpe Ratio Comparison

The current UIPIX Sharpe Ratio is -0.58, which is comparable to the PSTIX Sharpe Ratio of -0.45. The chart below compares the historical Sharpe Ratios of UIPIX 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


UIPIXPSTIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.58

-0.45

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

-0.33

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.08

-0.64

+0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.01

-0.53

+0.52

Correlation

The correlation between UIPIX and PSTIX 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

UIPIX vs. PSTIX - Dividend Comparison

UIPIX's dividend yield for the trailing twelve months is around 2.58%, while PSTIX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
UIPIX
ProFunds UltraShort Mid Cap Fund
2.58%2.60%0.00%4.74%0.00%0.00%0.00%0.48%0.00%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

UIPIX vs. PSTIX - Drawdown Comparison

The maximum UIPIX drawdown since its inception was -99.98%, roughly equal to the maximum PSTIX drawdown of -97.01%. Use the drawdown chart below to compare losses from any high point for UIPIX and PSTIX.


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Drawdown Indicators


UIPIXPSTIXDifference

Max Drawdown

Largest peak-to-trough decline

-99.98%

-97.01%

-2.97%

Max Drawdown (1Y)

Largest decline over 1 year

-49.64%

-24.50%

-25.14%

Max Drawdown (5Y)

Largest decline over 5 years

-93.53%

-33.39%

-60.14%

Max Drawdown (10Y)

Largest decline over 10 years

-99.07%

-83.12%

-15.95%

Current Drawdown

Current decline from peak

-99.89%

-96.70%

-3.19%

Average Drawdown

Average peak-to-trough decline

-80.78%

-67.75%

-13.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

37.09%

20.25%

+16.84%

Volatility

UIPIX vs. PSTIX - Volatility Comparison

ProFunds UltraShort Mid Cap Fund (UIPIX) has a higher volatility of 11.34% compared to PIMCO StocksPLUS Short Fund (PSTIX) at 4.10%. This indicates that UIPIX'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


UIPIXPSTIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.34%

4.10%

+7.24%

Volatility (6M)

Calculated over the trailing 6-month period

22.91%

8.82%

+14.09%

Volatility (1Y)

Calculated over the trailing 1-year period

40.74%

17.85%

+22.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

420.65%

16.46%

+404.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

298.90%

23.74%

+275.16%