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UJPIX vs. UDPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UJPIX vs. UDPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProFunds UltraJapan Fund (UJPIX) and ProFunds Ultra Dow 30 ProFund (UDPIX). The values are adjusted to include any dividend payments, if applicable.

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UJPIX vs. UDPIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UJPIX
ProFunds UltraJapan Fund
0.94%60.72%28.67%70.81%-21.63%6.44%23.36%40.42%-25.61%39.72%
UDPIX
ProFunds Ultra Dow 30 ProFund
-12.54%19.96%18.13%23.94%-19.89%52.21%15.74%47.47%-13.82%54.86%

Returns By Period

In the year-to-date period, UJPIX achieves a 0.94% return, which is significantly higher than UDPIX's -12.54% return. Over the past 10 years, UJPIX has outperformed UDPIX with an annualized return of 21.56%, while UDPIX has yielded a comparatively lower 18.20% annualized return.


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%

UDPIX

1D
0.19%
1M
-15.04%
YTD
-12.54%
6M
-7.17%
1Y
9.29%
3Y*
15.50%
5Y*
10.03%
10Y*
18.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UJPIX vs. UDPIX - Expense Ratio Comparison

UJPIX has a 1.78% expense ratio, which is higher than UDPIX's 1.54% expense ratio.


Return for Risk

UJPIX vs. UDPIX — Risk / Return Rank

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

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

UDPIX
UDPIX Risk / Return Rank: 1515
Overall Rank
UDPIX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
UDPIX Sortino Ratio Rank: 1616
Sortino Ratio Rank
UDPIX Omega Ratio Rank: 1616
Omega Ratio Rank
UDPIX Calmar Ratio Rank: 1414
Calmar Ratio Rank
UDPIX Martin Ratio Rank: 1414
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. UDPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProFunds UltraJapan Fund (UJPIX) and ProFunds Ultra Dow 30 ProFund (UDPIX). 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.


UJPIXUDPIXDifference

Sharpe ratio

Return per unit of total volatility

1.73

0.34

+1.39

Sortino ratio

Return per unit of downside risk

2.34

0.72

+1.62

Omega ratio

Gain probability vs. loss probability

1.31

1.10

+0.21

Calmar ratio

Return relative to maximum drawdown

2.91

0.36

+2.55

Martin ratio

Return relative to average drawdown

9.56

1.27

+8.29

UJPIX vs. UDPIX - Sharpe Ratio Comparison

The current UJPIX Sharpe Ratio is 1.73, which is higher than the UDPIX Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of UJPIX and UDPIX, 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


UJPIXUDPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.73

0.34

+1.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.34

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.52

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

0.31

-0.23

Correlation

The correlation between UJPIX and UDPIX is 0.67, 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.


Dividends

UJPIX vs. UDPIX - Dividend Comparison

UJPIX's dividend yield for the trailing twelve months is around 39.34%, more than UDPIX's 4.46% yield.


TTM202520242023202220212020201920182017
UJPIX
ProFunds UltraJapan Fund
39.34%39.71%0.00%0.00%0.00%14.19%0.00%0.00%2.64%0.00%
UDPIX
ProFunds Ultra Dow 30 ProFund
4.46%3.90%0.00%0.95%0.00%13.43%14.53%1.96%0.93%0.02%

Drawdowns

UJPIX vs. UDPIX - Drawdown Comparison

The maximum UJPIX drawdown since its inception was -89.83%, which is greater than UDPIX's maximum drawdown of -81.97%. Use the drawdown chart below to compare losses from any high point for UJPIX and UDPIX.


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Drawdown Indicators


UJPIXUDPIXDifference

Max Drawdown

Largest peak-to-trough decline

-89.83%

-81.97%

-7.86%

Max Drawdown (1Y)

Largest decline over 1 year

-27.11%

-20.97%

-6.14%

Max Drawdown (5Y)

Largest decline over 5 years

-43.92%

-40.44%

-3.48%

Max Drawdown (10Y)

Largest decline over 10 years

-56.99%

-63.40%

+6.41%

Current Drawdown

Current decline from peak

-27.11%

-19.22%

-7.89%

Average Drawdown

Average peak-to-trough decline

-50.24%

-17.66%

-32.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.26%

6.00%

+2.26%

Volatility

UJPIX vs. UDPIX - Volatility Comparison

ProFunds UltraJapan Fund (UJPIX) has a higher volatility of 18.79% compared to ProFunds Ultra Dow 30 ProFund (UDPIX) at 8.10%. This indicates that UJPIX's price experiences larger fluctuations and is considered to be riskier than UDPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UJPIXUDPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.79%

8.10%

+10.69%

Volatility (6M)

Calculated over the trailing 6-month period

37.30%

17.88%

+19.42%

Volatility (1Y)

Calculated over the trailing 1-year period

51.82%

33.34%

+18.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.11%

29.83%

+11.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.55%

35.04%

+6.51%