PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
UJPIX vs. FSELX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between UJPIX and FSELX is 0.59, 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.


-0.50.00.51.00.6

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.

0.00%200.00%400.00%600.00%800.00%SeptemberOctoberNovemberDecember2025February
-19.00%
661.30%
UJPIX
FSELX

Key characteristics

Sharpe Ratio

UJPIX:

0.02

FSELX:

0.65

Sortino Ratio

UJPIX:

0.32

FSELX:

1.07

Omega Ratio

UJPIX:

1.04

FSELX:

1.14

Calmar Ratio

UJPIX:

0.02

FSELX:

1.02

Martin Ratio

UJPIX:

0.04

FSELX:

2.60

Ulcer Index

UJPIX:

16.30%

FSELX:

9.53%

Daily Std Dev

UJPIX:

44.68%

FSELX:

38.29%

Max Drawdown

UJPIX:

-92.63%

FSELX:

-81.70%

Current Drawdown

UJPIX:

-23.39%

FSELX:

-8.85%

Returns By Period

In the year-to-date period, UJPIX achieves a -1.84% return, which is significantly lower than FSELX's 3.08% return. Over the past 10 years, UJPIX has underperformed FSELX with an annualized return of 10.70%, while FSELX has yielded a comparatively higher 16.76% annualized return.


UJPIX

YTD

-1.84%

1M

1.45%

6M

5.64%

1Y

-3.87%

5Y*

14.90%

10Y*

10.70%

FSELX

YTD

3.08%

1M

0.35%

6M

2.01%

1Y

23.08%

5Y*

21.49%

10Y*

16.76%

*Annualized

Compare stocks, funds, or ETFs

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


UJPIX vs. FSELX - Expense Ratio Comparison

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


UJPIX
ProFunds UltraJapan Fund
Expense ratio chart for UJPIX: current value at 1.78% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.78%
Expense ratio chart for FSELX: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%

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 55
Sharpe Ratio Rank
The Sortino Ratio Rank of UJPIX is 88
Sortino Ratio Rank
The Omega Ratio Rank of UJPIX is 77
Omega Ratio Rank
The Calmar Ratio Rank of UJPIX is 55
Calmar Ratio Rank
The Martin Ratio Rank of UJPIX is 55
Martin Ratio Rank

FSELX
The Risk-Adjusted Performance Rank of FSELX is 4040
Overall Rank
The Sharpe Ratio Rank of FSELX is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of FSELX is 3535
Sortino Ratio Rank
The Omega Ratio Rank of FSELX is 3333
Omega Ratio Rank
The Calmar Ratio Rank of FSELX is 6464
Calmar Ratio Rank
The Martin Ratio Rank of FSELX is 3838
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.


Sharpe ratio
The chart of Sharpe ratio for UJPIX, currently valued at 0.02, compared to the broader market-1.000.001.002.003.004.000.020.65
The chart of Sortino ratio for UJPIX, currently valued at 0.32, compared to the broader market0.002.004.006.008.0010.0012.000.321.07
The chart of Omega ratio for UJPIX, currently valued at 1.04, compared to the broader market1.002.003.004.001.041.14
The chart of Calmar ratio for UJPIX, currently valued at 0.02, compared to the broader market0.005.0010.0015.0020.000.021.02
The chart of Martin ratio for UJPIX, currently valued at 0.04, compared to the broader market0.0020.0040.0060.0080.000.042.60
UJPIX
FSELX

The current UJPIX Sharpe Ratio is 0.02, which is lower than the FSELX Sharpe Ratio of 0.65. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.02
0.65
UJPIX
FSELX

Dividends

UJPIX vs. FSELX - Dividend Comparison

UJPIX's dividend yield for the trailing twelve months is around 2.48%, while FSELX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
UJPIX
ProFunds UltraJapan Fund
2.48%2.43%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FSELX
Fidelity Select Semiconductors Portfolio
0.00%0.00%0.10%0.18%0.04%0.51%0.76%0.76%1.04%0.71%16.31%3.48%

Drawdowns

UJPIX vs. FSELX - Drawdown Comparison

The maximum UJPIX drawdown since its inception was -92.63%, 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. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-23.39%
-8.85%
UJPIX
FSELX

Volatility

UJPIX vs. FSELX - Volatility Comparison

The current volatility for ProFunds UltraJapan Fund (UJPIX) is 11.32%, while Fidelity Select Semiconductors Portfolio (FSELX) has a volatility of 14.77%. This indicates that UJPIX experiences smaller price fluctuations and is considered to be less risky than FSELX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
11.32%
14.77%
UJPIX
FSELX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab