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UMPIX vs. BLPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UMPIX vs. BLPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProFunds UltraMid Cap Fund (UMPIX) and ProFunds Bull Investor Fund (BLPIX). The values are adjusted to include any dividend payments, if applicable.

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UMPIX vs. BLPIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UMPIX
ProFunds UltraMid Cap Fund
-2.94%3.62%17.08%22.37%-32.05%55.65%5.21%48.88%-26.37%23.77%
BLPIX
ProFunds Bull Investor Fund
-7.48%15.01%20.24%24.13%-19.81%23.73%16.04%28.97%-6.09%19.51%

Returns By Period

In the year-to-date period, UMPIX achieves a -2.94% return, which is significantly higher than BLPIX's -7.48% return. Both investments have delivered pretty close results over the past 10 years, with UMPIX having a 10.92% annualized return and BLPIX not far ahead at 11.09%.


UMPIX

1D
-1.66%
1M
-16.14%
YTD
-2.94%
6M
-1.88%
1Y
16.94%
3Y*
11.17%
5Y*
3.80%
10Y*
10.92%

BLPIX

1D
-0.41%
1M
-7.83%
YTD
-7.48%
6M
-5.44%
1Y
11.71%
3Y*
14.07%
5Y*
8.32%
10Y*
11.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UMPIX vs. BLPIX - Expense Ratio Comparison

UMPIX has a 1.51% expense ratio, which is higher than BLPIX's 1.50% expense ratio.


Return for Risk

UMPIX vs. BLPIX — Risk / Return Rank

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

UMPIX
UMPIX Risk / Return Rank: 1818
Overall Rank
UMPIX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
UMPIX Sortino Ratio Rank: 2020
Sortino Ratio Rank
UMPIX Omega Ratio Rank: 1919
Omega Ratio Rank
UMPIX Calmar Ratio Rank: 1717
Calmar Ratio Rank
UMPIX Martin Ratio Rank: 1818
Martin Ratio Rank

BLPIX
BLPIX Risk / Return Rank: 3232
Overall Rank
BLPIX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
BLPIX Sortino Ratio Rank: 3131
Sortino Ratio Rank
BLPIX Omega Ratio Rank: 3434
Omega Ratio Rank
BLPIX Calmar Ratio Rank: 2929
Calmar Ratio Rank
BLPIX Martin Ratio Rank: 3636
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.

UMPIX vs. BLPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProFunds UltraMid Cap Fund (UMPIX) and ProFunds Bull Investor Fund (BLPIX). 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.


UMPIXBLPIXDifference

Sharpe ratio

Return per unit of total volatility

0.42

0.69

-0.27

Sortino ratio

Return per unit of downside risk

0.87

1.08

-0.21

Omega ratio

Gain probability vs. loss probability

1.12

1.17

-0.05

Calmar ratio

Return relative to maximum drawdown

0.48

0.83

-0.35

Martin ratio

Return relative to average drawdown

1.90

3.84

-1.94

UMPIX vs. BLPIX - Sharpe Ratio Comparison

The current UMPIX Sharpe Ratio is 0.42, which is lower than the BLPIX Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of UMPIX and BLPIX, 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


UMPIXBLPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.42

0.69

-0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.49

-0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

0.63

-0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.33

-0.13

Correlation

The correlation between UMPIX and BLPIX is 0.89, 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

UMPIX vs. BLPIX - Dividend Comparison

UMPIX's dividend yield for the trailing twelve months is around 0.19%, less than BLPIX's 1.71% yield.


TTM202520242023202220212020201920182017
UMPIX
ProFunds UltraMid Cap Fund
0.19%0.19%1.20%0.59%0.00%9.49%0.00%2.07%0.14%2.33%
BLPIX
ProFunds Bull Investor Fund
1.71%1.58%0.00%0.03%0.98%6.68%5.79%1.64%0.62%0.00%

Drawdowns

UMPIX vs. BLPIX - Drawdown Comparison

The maximum UMPIX drawdown since its inception was -85.51%, which is greater than BLPIX's maximum drawdown of -57.98%. Use the drawdown chart below to compare losses from any high point for UMPIX and BLPIX.


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Drawdown Indicators


UMPIXBLPIXDifference

Max Drawdown

Largest peak-to-trough decline

-85.51%

-57.98%

-27.53%

Max Drawdown (1Y)

Largest decline over 1 year

-26.94%

-12.15%

-14.79%

Max Drawdown (5Y)

Largest decline over 5 years

-44.80%

-26.11%

-18.69%

Max Drawdown (10Y)

Largest decline over 10 years

-69.51%

-33.93%

-35.58%

Current Drawdown

Current decline from peak

-17.70%

-9.21%

-8.49%

Average Drawdown

Average peak-to-trough decline

-22.16%

-13.95%

-8.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.85%

2.63%

+4.22%

Volatility

UMPIX vs. BLPIX - Volatility Comparison

ProFunds UltraMid Cap Fund (UMPIX) has a higher volatility of 11.53% compared to ProFunds Bull Investor Fund (BLPIX) at 4.24%. This indicates that UMPIX's price experiences larger fluctuations and is considered to be riskier than BLPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UMPIXBLPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.53%

4.24%

+7.29%

Volatility (6M)

Calculated over the trailing 6-month period

22.98%

9.08%

+13.90%

Volatility (1Y)

Calculated over the trailing 1-year period

41.76%

18.09%

+23.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.50%

16.90%

+22.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.85%

17.70%

+24.15%