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UJPIX vs. ULPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UJPIX vs. ULPIX - Performance Comparison

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

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UJPIX vs. ULPIX - 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%
ULPIX
ProFunds UltraBull Fund
-10.31%25.47%38.03%45.59%-39.16%59.28%19.12%62.17%-15.02%42.77%

Returns By Period

In the year-to-date period, UJPIX achieves a 8.67% return, which is significantly higher than ULPIX's -10.31% return. Over the past 10 years, UJPIX has outperformed ULPIX with an annualized return of 22.46%, while ULPIX has yielded a comparatively lower 19.67% 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%

ULPIX

1D
5.82%
1M
-10.47%
YTD
-10.31%
6M
-7.88%
1Y
24.97%
3Y*
26.11%
5Y*
13.95%
10Y*
19.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UJPIX vs. ULPIX - Expense Ratio Comparison

UJPIX has a 1.78% expense ratio, which is higher than ULPIX's 1.46% expense ratio.


Return for Risk

UJPIX vs. ULPIX — 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

ULPIX
ULPIX Risk / Return Rank: 3838
Overall Rank
ULPIX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
ULPIX Sortino Ratio Rank: 3434
Sortino Ratio Rank
ULPIX Omega Ratio Rank: 3737
Omega Ratio Rank
ULPIX Calmar Ratio Rank: 4343
Calmar Ratio Rank
ULPIX Martin Ratio Rank: 4949
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. ULPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProFunds UltraJapan Fund (UJPIX) and ProFunds UltraBull Fund (ULPIX). 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.


UJPIXULPIXDifference

Sharpe ratio

Return per unit of total volatility

2.07

0.71

+1.37

Sortino ratio

Return per unit of downside risk

2.63

1.21

+1.42

Omega ratio

Gain probability vs. loss probability

1.35

1.18

+0.17

Calmar ratio

Return relative to maximum drawdown

3.83

1.17

+2.66

Martin ratio

Return relative to average drawdown

12.62

5.03

+7.60

UJPIX vs. ULPIX - Sharpe Ratio Comparison

The current UJPIX Sharpe Ratio is 2.07, which is higher than the ULPIX Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of UJPIX and ULPIX, 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


UJPIXULPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.07

0.71

+1.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.41

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.56

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.22

-0.14

Correlation

The correlation between UJPIX and ULPIX 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.


Dividends

UJPIX vs. ULPIX - Dividend Comparison

UJPIX's dividend yield for the trailing twelve months is around 36.54%, more than ULPIX's 10.16% yield.


TTM20252024202320222021202020192018
UJPIX
ProFunds UltraJapan Fund
36.54%39.71%0.00%0.00%0.00%14.19%0.00%0.00%2.64%
ULPIX
ProFunds UltraBull Fund
10.16%9.11%0.00%0.02%10.36%5.62%12.74%0.42%0.58%

Drawdowns

UJPIX vs. ULPIX - Drawdown Comparison

The maximum UJPIX drawdown since its inception was -89.83%, roughly equal to the maximum ULPIX drawdown of -89.68%. Use the drawdown chart below to compare losses from any high point for UJPIX and ULPIX.


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Drawdown Indicators


UJPIXULPIXDifference

Max Drawdown

Largest peak-to-trough decline

-89.83%

-89.68%

-0.15%

Max Drawdown (1Y)

Largest decline over 1 year

-27.11%

-23.37%

-3.74%

Max Drawdown (5Y)

Largest decline over 5 years

-43.92%

-46.92%

+3.00%

Max Drawdown (10Y)

Largest decline over 10 years

-56.99%

-59.41%

+2.42%

Current Drawdown

Current decline from peak

-21.53%

-13.54%

-7.99%

Average Drawdown

Average peak-to-trough decline

-50.23%

-34.03%

-16.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.22%

5.42%

+2.80%

Volatility

UJPIX vs. ULPIX - Volatility Comparison

ProFunds UltraJapan Fund (UJPIX) has a higher volatility of 20.55% compared to ProFunds UltraBull Fund (ULPIX) at 10.64%. This indicates that UJPIX's price experiences larger fluctuations and is considered to be riskier than ULPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UJPIXULPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.55%

10.64%

+9.91%

Volatility (6M)

Calculated over the trailing 6-month period

37.99%

19.05%

+18.94%

Volatility (1Y)

Calculated over the trailing 1-year period

52.24%

36.79%

+15.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.25%

33.93%

+7.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.55%

35.41%

+6.14%