PortfoliosLab logoPortfoliosLab logo
UJPIX vs. VOOG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UJPIX vs. VOOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProFunds UltraJapan Fund (UJPIX) and Vanguard S&P 500 Growth ETF (VOOG). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

UJPIX vs. VOOG - 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%
VOOG
Vanguard S&P 500 Growth ETF
-6.97%22.11%35.89%29.96%-29.48%31.95%33.35%30.93%-0.21%27.19%

Returns By Period

In the year-to-date period, UJPIX achieves a 8.67% return, which is significantly higher than VOOG's -6.97% return. Over the past 10 years, UJPIX has outperformed VOOG with an annualized return of 22.46%, while VOOG has yielded a comparatively lower 15.86% 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%

VOOG

1D
1.30%
1M
-4.28%
YTD
-6.97%
6M
-5.29%
1Y
23.21%
3Y*
22.32%
5Y*
12.46%
10Y*
15.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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. VOOG - Expense Ratio Comparison

UJPIX has a 1.78% expense ratio, which is higher than VOOG's 0.07% expense ratio.


Return for Risk

UJPIX vs. VOOG — 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

VOOG
VOOG Risk / Return Rank: 6262
Overall Rank
VOOG Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
VOOG Sortino Ratio Rank: 6161
Sortino Ratio Rank
VOOG Omega Ratio Rank: 6060
Omega Ratio Rank
VOOG Calmar Ratio Rank: 6767
Calmar Ratio Rank
VOOG 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. VOOG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProFunds UltraJapan Fund (UJPIX) and Vanguard S&P 500 Growth ETF (VOOG). 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.


UJPIXVOOGDifference

Sharpe ratio

Return per unit of total volatility

2.07

1.05

+1.02

Sortino ratio

Return per unit of downside risk

2.63

1.62

+1.01

Omega ratio

Gain probability vs. loss probability

1.35

1.23

+0.12

Calmar ratio

Return relative to maximum drawdown

3.83

1.76

+2.07

Martin ratio

Return relative to average drawdown

12.62

6.81

+5.81

UJPIX vs. VOOG - Sharpe Ratio Comparison

The current UJPIX Sharpe Ratio is 2.07, which is higher than the VOOG Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of UJPIX and VOOG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


UJPIXVOOGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.07

1.05

+1.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.59

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.77

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.84

-0.76

Correlation

The correlation between UJPIX and VOOG is 0.65, 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. VOOG - Dividend Comparison

UJPIX's dividend yield for the trailing twelve months is around 36.54%, more than VOOG's 0.53% yield.


TTM20252024202320222021202020192018201720162015
UJPIX
ProFunds UltraJapan Fund
36.54%39.71%0.00%0.00%0.00%14.19%0.00%0.00%2.64%0.00%0.00%0.00%
VOOG
Vanguard S&P 500 Growth ETF
0.53%0.49%0.49%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%

Drawdowns

UJPIX vs. VOOG - Drawdown Comparison

The maximum UJPIX drawdown since its inception was -89.83%, which is greater than VOOG's maximum drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for UJPIX and VOOG.


Loading graphics...

Drawdown Indicators


UJPIXVOOGDifference

Max Drawdown

Largest peak-to-trough decline

-89.83%

-32.73%

-57.10%

Max Drawdown (1Y)

Largest decline over 1 year

-27.11%

-13.71%

-13.40%

Max Drawdown (5Y)

Largest decline over 5 years

-43.92%

-32.73%

-11.19%

Max Drawdown (10Y)

Largest decline over 10 years

-56.99%

-32.73%

-24.26%

Current Drawdown

Current decline from peak

-21.53%

-9.07%

-12.46%

Average Drawdown

Average peak-to-trough decline

-50.23%

-5.01%

-45.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.22%

3.54%

+4.68%

Volatility

UJPIX vs. VOOG - Volatility Comparison

ProFunds UltraJapan Fund (UJPIX) has a higher volatility of 20.55% compared to Vanguard S&P 500 Growth ETF (VOOG) at 7.28%. This indicates that UJPIX's price experiences larger fluctuations and is considered to be riskier than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


UJPIXVOOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.55%

7.28%

+13.27%

Volatility (6M)

Calculated over the trailing 6-month period

37.99%

12.68%

+25.31%

Volatility (1Y)

Calculated over the trailing 1-year period

52.24%

22.28%

+29.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.25%

21.16%

+20.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.55%

20.65%

+20.90%