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UJPIX vs. FSELX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between UJPIX and FSELX 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.


Performance

UJPIX vs. FSELX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProFunds UltraJapan Fund (UJPIX) and Fidelity Select Semiconductors Portfolio (FSELX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

UJPIX:

-0.13

FSELX:

-0.02

Sortino Ratio

UJPIX:

0.07

FSELX:

0.22

Omega Ratio

UJPIX:

1.01

FSELX:

1.03

Calmar Ratio

UJPIX:

-0.23

FSELX:

-0.10

Martin Ratio

UJPIX:

-0.47

FSELX:

-0.26

Ulcer Index

UJPIX:

21.65%

FSELX:

14.05%

Daily Std Dev

UJPIX:

51.78%

FSELX:

47.01%

Max Drawdown

UJPIX:

-89.83%

FSELX:

-81.70%

Current Drawdown

UJPIX:

-24.56%

FSELX:

-12.22%

Returns By Period

In the year-to-date period, UJPIX achieves a -9.78% return, which is significantly lower than FSELX's -4.43% return. Over the past 10 years, UJPIX has underperformed FSELX with an annualized return of 9.30%, while FSELX has yielded a comparatively higher 23.75% annualized return.


UJPIX

YTD

-9.78%

1M

4.17%

6M

-5.00%

1Y

-8.71%

3Y*

23.91%

5Y*

22.23%

10Y*

9.30%

FSELX

YTD

-4.43%

1M

14.55%

6M

-2.93%

1Y

0.10%

3Y*

27.55%

5Y*

30.01%

10Y*

23.75%

*Annualized

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ProFunds UltraJapan Fund

UJPIX vs. FSELX - Expense Ratio Comparison

UJPIX has a 1.78% expense ratio, which is higher than FSELX's 0.68% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

UJPIX vs. FSELX — Risk-Adjusted Performance Rank

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

UJPIX
The Risk-Adjusted Performance Rank of UJPIX is 66
Overall Rank
The Sharpe Ratio Rank of UJPIX is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of UJPIX is 99
Sortino Ratio Rank
The Omega Ratio Rank of UJPIX is 99
Omega Ratio Rank
The Calmar Ratio Rank of UJPIX is 33
Calmar Ratio Rank
The Martin Ratio Rank of UJPIX is 55
Martin Ratio Rank

FSELX
The Risk-Adjusted Performance Rank of FSELX is 1010
Overall Rank
The Sharpe Ratio Rank of FSELX is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of FSELX is 1414
Sortino Ratio Rank
The Omega Ratio Rank of FSELX is 1313
Omega Ratio Rank
The Calmar Ratio Rank of FSELX is 66
Calmar Ratio Rank
The Martin Ratio Rank of FSELX is 77
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

UJPIX vs. FSELX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProFunds UltraJapan Fund (UJPIX) and Fidelity Select Semiconductors Portfolio (FSELX). 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.


The current UJPIX Sharpe Ratio is -0.13, which is lower than the FSELX Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of UJPIX and FSELX, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

UJPIX vs. FSELX - Dividend Comparison

UJPIX's dividend yield for the trailing twelve months is around 7.99%, less than FSELX's 9.03% yield.


TTM20242023202220212020201920182017201620152014
UJPIX
ProFunds UltraJapan Fund
7.99%7.21%0.00%0.00%14.19%0.00%0.00%2.64%0.00%0.00%0.00%0.00%
FSELX
Fidelity Select Semiconductors Portfolio
9.03%3.99%7.20%6.69%6.99%8.13%3.36%19.33%14.65%3.82%15.22%3.01%

Drawdowns

UJPIX vs. FSELX - Drawdown Comparison

The maximum UJPIX drawdown since its inception was -89.83%, which is greater than FSELX's maximum drawdown of -81.70%. Use the drawdown chart below to compare losses from any high point for UJPIX and FSELX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

UJPIX vs. FSELX - Volatility Comparison

ProFunds UltraJapan Fund (UJPIX) has a higher volatility of 13.68% compared to Fidelity Select Semiconductors Portfolio (FSELX) at 10.26%. This indicates that UJPIX's price experiences larger fluctuations and is considered to be riskier than FSELX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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