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ULPIX vs. FYAIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ULPIX vs. FYAIX - Performance Comparison

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

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ULPIX vs. FYAIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ULPIX
ProFunds UltraBull Fund
-15.24%25.47%38.03%45.59%-39.16%59.28%19.12%62.17%-15.02%42.77%
FYAIX
Access Flex High Yield ProFund
-1.64%6.61%2.04%7.18%-9.58%0.40%0.04%12.17%-0.62%4.26%

Returns By Period

In the year-to-date period, ULPIX achieves a -15.24% return, which is significantly lower than FYAIX's -1.64% return. Over the past 10 years, ULPIX has outperformed FYAIX with an annualized return of 19.00%, while FYAIX has yielded a comparatively lower 2.35% annualized return.


ULPIX

1D
-0.82%
1M
-15.36%
YTD
-15.24%
6M
-12.37%
1Y
18.93%
3Y*
23.76%
5Y*
13.19%
10Y*
19.00%

FYAIX

1D
0.10%
1M
-1.99%
YTD
-1.64%
6M
-0.82%
1Y
4.13%
3Y*
3.57%
5Y*
1.05%
10Y*
2.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ULPIX vs. FYAIX - Expense Ratio Comparison

ULPIX has a 1.46% expense ratio, which is lower than FYAIX's 1.78% expense ratio.


Return for Risk

ULPIX vs. FYAIX — Risk / Return Rank

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

ULPIX
ULPIX Risk / Return Rank: 2626
Overall Rank
ULPIX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
ULPIX Sortino Ratio Rank: 2929
Sortino Ratio Rank
ULPIX Omega Ratio Rank: 3131
Omega Ratio Rank
ULPIX Calmar Ratio Rank: 2323
Calmar Ratio Rank
ULPIX Martin Ratio Rank: 2727
Martin Ratio Rank

FYAIX
FYAIX Risk / Return Rank: 3939
Overall Rank
FYAIX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
FYAIX Sortino Ratio Rank: 3333
Sortino Ratio Rank
FYAIX Omega Ratio Rank: 3737
Omega Ratio Rank
FYAIX Calmar Ratio Rank: 3939
Calmar Ratio Rank
FYAIX Martin Ratio Rank: 5454
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.

ULPIX vs. FYAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProFunds UltraBull Fund (ULPIX) and Access Flex High Yield ProFund (FYAIX). 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.


ULPIXFYAIXDifference

Sharpe ratio

Return per unit of total volatility

0.56

0.77

-0.21

Sortino ratio

Return per unit of downside risk

1.02

1.16

-0.14

Omega ratio

Gain probability vs. loss probability

1.15

1.18

-0.02

Calmar ratio

Return relative to maximum drawdown

0.66

1.03

-0.37

Martin ratio

Return relative to average drawdown

2.89

5.26

-2.38

ULPIX vs. FYAIX - Sharpe Ratio Comparison

The current ULPIX Sharpe Ratio is 0.56, which is comparable to the FYAIX Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of ULPIX and FYAIX, 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


ULPIXFYAIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.56

0.77

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.15

+0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.32

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.54

-0.32

Correlation

The correlation between ULPIX and FYAIX is 0.64, 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

ULPIX vs. FYAIX - Dividend Comparison

ULPIX's dividend yield for the trailing twelve months is around 10.75%, more than FYAIX's 2.33% yield.


TTM20252024202320222021202020192018201720162015
ULPIX
ProFunds UltraBull Fund
10.75%9.11%0.00%0.02%10.36%5.62%12.74%0.42%0.58%0.00%0.00%0.00%
FYAIX
Access Flex High Yield ProFund
2.33%2.29%4.08%1.07%2.80%2.89%2.69%4.85%2.10%3.45%2.18%9.12%

Drawdowns

ULPIX vs. FYAIX - Drawdown Comparison

The maximum ULPIX drawdown since its inception was -89.68%, which is greater than FYAIX's maximum drawdown of -25.01%. Use the drawdown chart below to compare losses from any high point for ULPIX and FYAIX.


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Drawdown Indicators


ULPIXFYAIXDifference

Max Drawdown

Largest peak-to-trough decline

-89.68%

-25.01%

-64.67%

Max Drawdown (1Y)

Largest decline over 1 year

-23.37%

-3.95%

-19.42%

Max Drawdown (5Y)

Largest decline over 5 years

-46.92%

-17.01%

-29.91%

Max Drawdown (10Y)

Largest decline over 10 years

-59.41%

-17.01%

-42.40%

Current Drawdown

Current decline from peak

-18.30%

-2.37%

-15.93%

Average Drawdown

Average peak-to-trough decline

-34.03%

-2.96%

-31.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.35%

0.77%

+4.58%

Volatility

ULPIX vs. FYAIX - Volatility Comparison

ProFunds UltraBull Fund (ULPIX) has a higher volatility of 8.48% compared to Access Flex High Yield ProFund (FYAIX) at 2.02%. This indicates that ULPIX's price experiences larger fluctuations and is considered to be riskier than FYAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ULPIXFYAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.48%

2.02%

+6.46%

Volatility (6M)

Calculated over the trailing 6-month period

18.17%

2.76%

+15.41%

Volatility (1Y)

Calculated over the trailing 1-year period

36.41%

5.50%

+30.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.84%

7.19%

+26.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.37%

7.45%

+27.92%