PortfoliosLab logoPortfoliosLab logo
UMPIX vs. RMQHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UMPIX vs. RMQHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProFunds UltraMid Cap Fund (UMPIX) and Rydex Monthly Rebalance NASDAQ-100 2x Strategy H (RMQHX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

UMPIX vs. RMQHX - 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%
RMQHX
Rydex Monthly Rebalance NASDAQ-100 2x Strategy H
-19.03%33.90%44.74%115.89%-59.96%56.33%101.06%80.70%-7.28%69.79%

Returns By Period

In the year-to-date period, UMPIX achieves a -2.94% return, which is significantly higher than RMQHX's -19.03% return. Over the past 10 years, UMPIX has underperformed RMQHX with an annualized return of 10.92%, while RMQHX has yielded a comparatively higher 30.11% annualized return.


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%

RMQHX

1D
-1.68%
1M
-16.37%
YTD
-19.03%
6M
-16.54%
1Y
31.59%
3Y*
33.83%
5Y*
15.52%
10Y*
30.11%
*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.


UMPIX vs. RMQHX - Expense Ratio Comparison

UMPIX has a 1.51% expense ratio, which is higher than RMQHX's 1.27% expense ratio.


Return for Risk

UMPIX vs. RMQHX — 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

RMQHX
RMQHX Risk / Return Rank: 3434
Overall Rank
RMQHX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
RMQHX Sortino Ratio Rank: 4040
Sortino Ratio Rank
RMQHX Omega Ratio Rank: 3939
Omega Ratio Rank
RMQHX Calmar Ratio Rank: 3434
Calmar Ratio Rank
RMQHX Martin Ratio Rank: 3030
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. RMQHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProFunds UltraMid Cap Fund (UMPIX) and Rydex Monthly Rebalance NASDAQ-100 2x Strategy H (RMQHX). 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.


UMPIXRMQHXDifference

Sharpe ratio

Return per unit of total volatility

0.42

0.67

-0.25

Sortino ratio

Return per unit of downside risk

0.87

1.28

-0.41

Omega ratio

Gain probability vs. loss probability

1.12

1.18

-0.06

Calmar ratio

Return relative to maximum drawdown

0.48

0.96

-0.48

Martin ratio

Return relative to average drawdown

1.90

3.35

-1.45

UMPIX vs. RMQHX - Sharpe Ratio Comparison

The current UMPIX Sharpe Ratio is 0.42, which is lower than the RMQHX Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of UMPIX and RMQHX, 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


UMPIXRMQHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.42

0.67

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.34

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

0.65

-0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.63

-0.43

Correlation

The correlation between UMPIX and RMQHX is 0.70, 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

UMPIX vs. RMQHX - Dividend Comparison

UMPIX's dividend yield for the trailing twelve months is around 0.19%, less than RMQHX's 42.94% 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%
RMQHX
Rydex Monthly Rebalance NASDAQ-100 2x Strategy H
42.94%34.77%25.22%3.66%0.00%2.13%5.17%0.10%0.00%0.00%

Drawdowns

UMPIX vs. RMQHX - Drawdown Comparison

The maximum UMPIX drawdown since its inception was -85.51%, which is greater than RMQHX's maximum drawdown of -63.21%. Use the drawdown chart below to compare losses from any high point for UMPIX and RMQHX.


Loading graphics...

Drawdown Indicators


UMPIXRMQHXDifference

Max Drawdown

Largest peak-to-trough decline

-85.51%

-63.21%

-22.30%

Max Drawdown (1Y)

Largest decline over 1 year

-26.94%

-25.11%

-1.83%

Max Drawdown (5Y)

Largest decline over 5 years

-44.80%

-63.21%

+18.41%

Max Drawdown (10Y)

Largest decline over 10 years

-69.51%

-63.21%

-6.30%

Current Drawdown

Current decline from peak

-17.70%

-24.97%

+7.27%

Average Drawdown

Average peak-to-trough decline

-22.16%

-13.01%

-9.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.85%

7.21%

-0.36%

Volatility

UMPIX vs. RMQHX - Volatility Comparison

ProFunds UltraMid Cap Fund (UMPIX) and Rydex Monthly Rebalance NASDAQ-100 2x Strategy H (RMQHX) have volatilities of 11.53% and 11.12%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


UMPIXRMQHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.53%

11.12%

+0.41%

Volatility (6M)

Calculated over the trailing 6-month period

22.98%

25.22%

-2.24%

Volatility (1Y)

Calculated over the trailing 1-year period

41.76%

47.33%

-5.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.50%

46.20%

-6.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.85%

46.31%

-4.46%