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UIPIX vs. UJPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UIPIX vs. UJPIX - Performance Comparison

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

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UIPIX vs. UJPIX - 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%
UJPIX
ProFunds UltraJapan Fund
0.94%60.72%28.67%70.81%-21.63%6.44%23.36%40.42%-25.61%39.72%

Returns By Period

In the year-to-date period, UIPIX achieves a 0.89% return, which is significantly lower than UJPIX's 0.94% return. Over the past 10 years, UIPIX has underperformed UJPIX with an annualized return of -24.63%, while UJPIX has yielded a comparatively higher 21.56% 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%

UJPIX

1D
-1.04%
1M
-24.63%
YTD
0.94%
6M
27.16%
1Y
92.73%
3Y*
42.96%
5Y*
21.27%
10Y*
21.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UIPIX vs. UJPIX - Expense Ratio Comparison

Both UIPIX and UJPIX have an expense ratio of 1.78%.


Return for Risk

UIPIX vs. UJPIX — 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

UJPIX
UJPIX Risk / Return Rank: 8787
Overall Rank
UJPIX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
UJPIX Sortino Ratio Rank: 8787
Sortino Ratio Rank
UJPIX Omega Ratio Rank: 8080
Omega Ratio Rank
UJPIX Calmar Ratio Rank: 9393
Calmar Ratio Rank
UJPIX Martin Ratio Rank: 8888
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. UJPIX - Risk-Adjusted Trends Comparison

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


UIPIXUJPIXDifference

Sharpe ratio

Return per unit of total volatility

-0.58

1.73

-2.31

Sortino ratio

Return per unit of downside risk

-0.63

2.34

-2.98

Omega ratio

Gain probability vs. loss probability

0.92

1.31

-0.39

Calmar ratio

Return relative to maximum drawdown

-0.42

2.91

-3.33

Martin ratio

Return relative to average drawdown

-0.56

9.56

-10.12

UIPIX vs. UJPIX - Sharpe Ratio Comparison

The current UIPIX Sharpe Ratio is -0.58, which is lower than the UJPIX Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of UIPIX and UJPIX, 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


UIPIXUJPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.58

1.73

-2.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

0.52

-0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.08

0.52

-0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.01

0.07

-0.08

Correlation

The correlation between UIPIX and UJPIX is -0.66. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

UIPIX vs. UJPIX - Dividend Comparison

UIPIX's dividend yield for the trailing twelve months is around 2.58%, less than UJPIX's 39.34% yield.


TTM20252024202320222021202020192018
UIPIX
ProFunds UltraShort Mid Cap Fund
2.58%2.60%0.00%4.74%0.00%0.00%0.00%0.48%0.00%
UJPIX
ProFunds UltraJapan Fund
39.34%39.71%0.00%0.00%0.00%14.19%0.00%0.00%2.64%

Drawdowns

UIPIX vs. UJPIX - Drawdown Comparison

The maximum UIPIX drawdown since its inception was -99.98%, which is greater than UJPIX's maximum drawdown of -89.83%. Use the drawdown chart below to compare losses from any high point for UIPIX and UJPIX.


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Drawdown Indicators


UIPIXUJPIXDifference

Max Drawdown

Largest peak-to-trough decline

-99.98%

-89.83%

-10.15%

Max Drawdown (1Y)

Largest decline over 1 year

-49.64%

-27.11%

-22.53%

Max Drawdown (5Y)

Largest decline over 5 years

-93.53%

-43.92%

-49.61%

Max Drawdown (10Y)

Largest decline over 10 years

-99.07%

-56.99%

-42.08%

Current Drawdown

Current decline from peak

-99.89%

-27.11%

-72.78%

Average Drawdown

Average peak-to-trough decline

-80.78%

-50.24%

-30.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

37.09%

8.26%

+28.83%

Volatility

UIPIX vs. UJPIX - Volatility Comparison

The current volatility for ProFunds UltraShort Mid Cap Fund (UIPIX) is 11.34%, while ProFunds UltraJapan Fund (UJPIX) has a volatility of 18.79%. This indicates that UIPIX experiences smaller price fluctuations and is considered to be less risky than UJPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UIPIXUJPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.34%

18.79%

-7.45%

Volatility (6M)

Calculated over the trailing 6-month period

22.91%

37.30%

-14.39%

Volatility (1Y)

Calculated over the trailing 1-year period

40.74%

51.82%

-11.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

420.65%

41.11%

+379.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

298.90%

41.55%

+257.35%