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UJPIX vs. RYJSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UJPIX vs. RYJSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProFunds UltraJapan Fund (UJPIX) and Rydex Japan 2x Strategy Fund (RYJSX). The values are adjusted to include any dividend payments, if applicable.

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UJPIX vs. RYJSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UJPIX
ProFunds UltraJapan Fund
8.67%60.72%28.67%70.81%-21.63%6.44%23.36%40.42%-25.61%39.72%
RYJSX
Rydex Japan 2x Strategy Fund
3.69%50.73%1.56%34.36%-42.66%-14.17%40.76%38.61%-21.92%50.94%

Returns By Period

In the year-to-date period, UJPIX achieves a 8.67% return, which is significantly higher than RYJSX's 3.69% return. Over the past 10 years, UJPIX has outperformed RYJSX with an annualized return of 22.46%, while RYJSX has yielded a comparatively lower 11.74% annualized return.


UJPIX

1D
7.66%
1M
-16.00%
YTD
8.67%
6M
37.03%
1Y
110.58%
3Y*
46.52%
5Y*
22.54%
10Y*
22.46%

RYJSX

1D
8.84%
1M
-18.23%
YTD
3.69%
6M
12.21%
1Y
73.70%
3Y*
22.33%
5Y*
0.81%
10Y*
11.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UJPIX vs. RYJSX - Expense Ratio Comparison

UJPIX has a 1.78% expense ratio, which is higher than RYJSX's 1.49% expense ratio.


Return for Risk

UJPIX vs. RYJSX — Risk / Return Rank

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

UJPIX
UJPIX Risk / Return Rank: 9191
Overall Rank
UJPIX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
UJPIX Sortino Ratio Rank: 9090
Sortino Ratio Rank
UJPIX Omega Ratio Rank: 8484
Omega Ratio Rank
UJPIX Calmar Ratio Rank: 9696
Calmar Ratio Rank
UJPIX Martin Ratio Rank: 9494
Martin Ratio Rank

RYJSX
RYJSX Risk / Return Rank: 7171
Overall Rank
RYJSX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
RYJSX Sortino Ratio Rank: 7575
Sortino Ratio Rank
RYJSX Omega Ratio Rank: 6060
Omega Ratio Rank
RYJSX Calmar Ratio Rank: 8181
Calmar Ratio Rank
RYJSX Martin Ratio Rank: 6666
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.

UJPIX vs. RYJSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProFunds UltraJapan Fund (UJPIX) and Rydex Japan 2x Strategy Fund (RYJSX). 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.


UJPIXRYJSXDifference

Sharpe ratio

Return per unit of total volatility

2.07

1.46

+0.61

Sortino ratio

Return per unit of downside risk

2.63

2.07

+0.56

Omega ratio

Gain probability vs. loss probability

1.35

1.26

+0.09

Calmar ratio

Return relative to maximum drawdown

3.83

2.21

+1.61

Martin ratio

Return relative to average drawdown

12.62

7.43

+5.19

UJPIX vs. RYJSX - Sharpe Ratio Comparison

The current UJPIX Sharpe Ratio is 2.07, which is higher than the RYJSX Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of UJPIX and RYJSX, 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


UJPIXRYJSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.07

1.46

+0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.02

+0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.32

+0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.23

-0.15

Correlation

The correlation between UJPIX and RYJSX is 0.87, 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

UJPIX vs. RYJSX - Dividend Comparison

UJPIX's dividend yield for the trailing twelve months is around 36.54%, more than RYJSX's 1.07% yield.


TTM202520242023202220212020201920182017
UJPIX
ProFunds UltraJapan Fund
36.54%39.71%0.00%0.00%0.00%14.19%0.00%0.00%2.64%0.00%
RYJSX
Rydex Japan 2x Strategy Fund
1.07%1.11%4.50%5.86%0.00%0.00%0.52%0.85%0.48%3.24%

Drawdowns

UJPIX vs. RYJSX - Drawdown Comparison

The maximum UJPIX drawdown since its inception was -89.83%, which is greater than RYJSX's maximum drawdown of -63.60%. Use the drawdown chart below to compare losses from any high point for UJPIX and RYJSX.


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Drawdown Indicators


UJPIXRYJSXDifference

Max Drawdown

Largest peak-to-trough decline

-89.83%

-63.60%

-26.23%

Max Drawdown (1Y)

Largest decline over 1 year

-27.11%

-30.86%

+3.75%

Max Drawdown (5Y)

Largest decline over 5 years

-43.92%

-61.07%

+17.15%

Max Drawdown (10Y)

Largest decline over 10 years

-56.99%

-63.60%

+6.61%

Current Drawdown

Current decline from peak

-21.53%

-24.75%

+3.22%

Average Drawdown

Average peak-to-trough decline

-50.23%

-21.01%

-29.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.22%

9.19%

-0.97%

Volatility

UJPIX vs. RYJSX - Volatility Comparison

The current volatility for ProFunds UltraJapan Fund (UJPIX) is 20.55%, while Rydex Japan 2x Strategy Fund (RYJSX) has a volatility of 23.20%. This indicates that UJPIX experiences smaller price fluctuations and is considered to be less risky than RYJSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UJPIXRYJSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.55%

23.20%

-2.65%

Volatility (6M)

Calculated over the trailing 6-month period

37.99%

37.76%

+0.23%

Volatility (1Y)

Calculated over the trailing 1-year period

52.24%

49.43%

+2.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.25%

39.68%

+1.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.55%

37.24%

+4.31%