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UMPIX vs. RYNVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UMPIX vs. RYNVX - Performance Comparison

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

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UMPIX vs. RYNVX - 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%
RYNVX
Rydex Nova Fund
-11.41%21.42%33.14%35.31%-29.96%42.56%19.64%45.58%-10.24%31.17%

Returns By Period

In the year-to-date period, UMPIX achieves a -2.94% return, which is significantly higher than RYNVX's -11.41% return. Over the past 10 years, UMPIX has underperformed RYNVX with an annualized return of 10.92%, while RYNVX has yielded a comparatively higher 16.20% 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%

RYNVX

1D
-0.59%
1M
-11.64%
YTD
-11.41%
6M
-8.94%
1Y
16.27%
3Y*
20.70%
5Y*
12.22%
10Y*
16.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UMPIX vs. RYNVX - Expense Ratio Comparison

UMPIX has a 1.51% expense ratio, which is higher than RYNVX's 1.23% expense ratio.


Return for Risk

UMPIX vs. RYNVX — 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

RYNVX
RYNVX Risk / Return Rank: 3030
Overall Rank
RYNVX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
RYNVX Sortino Ratio Rank: 3030
Sortino Ratio Rank
RYNVX Omega Ratio Rank: 3333
Omega Ratio Rank
RYNVX Calmar Ratio Rank: 2626
Calmar Ratio Rank
RYNVX Martin Ratio Rank: 3232
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. RYNVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProFunds UltraMid Cap Fund (UMPIX) and Rydex Nova Fund (RYNVX). 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.


UMPIXRYNVXDifference

Sharpe ratio

Return per unit of total volatility

0.42

0.64

-0.22

Sortino ratio

Return per unit of downside risk

0.87

1.07

-0.20

Omega ratio

Gain probability vs. loss probability

1.12

1.16

-0.04

Calmar ratio

Return relative to maximum drawdown

0.48

0.77

-0.28

Martin ratio

Return relative to average drawdown

1.90

3.48

-1.58

UMPIX vs. RYNVX - Sharpe Ratio Comparison

The current UMPIX Sharpe Ratio is 0.42, which is lower than the RYNVX Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of UMPIX and RYNVX, 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


UMPIXRYNVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.42

0.64

-0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.47

-0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

0.59

-0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.38

-0.18

Correlation

The correlation between UMPIX and RYNVX is 0.88, 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. RYNVX - Dividend Comparison

UMPIX's dividend yield for the trailing twelve months is around 0.19%, less than RYNVX's 0.85% yield.


TTM20252024202320222021202020192018201720162015
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%0.00%0.00%
RYNVX
Rydex Nova Fund
0.85%0.76%0.66%0.59%22.11%9.07%0.53%0.00%0.00%1.97%1.22%0.13%

Drawdowns

UMPIX vs. RYNVX - Drawdown Comparison

The maximum UMPIX drawdown since its inception was -85.51%, which is greater than RYNVX's maximum drawdown of -76.54%. Use the drawdown chart below to compare losses from any high point for UMPIX and RYNVX.


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Drawdown Indicators


UMPIXRYNVXDifference

Max Drawdown

Largest peak-to-trough decline

-85.51%

-76.54%

-8.97%

Max Drawdown (1Y)

Largest decline over 1 year

-26.94%

-17.91%

-9.03%

Max Drawdown (5Y)

Largest decline over 5 years

-44.80%

-40.92%

-3.88%

Max Drawdown (10Y)

Largest decline over 10 years

-69.51%

-48.58%

-20.93%

Current Drawdown

Current decline from peak

-17.70%

-13.84%

-3.86%

Average Drawdown

Average peak-to-trough decline

-22.16%

-19.72%

-2.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.85%

3.94%

+2.91%

Volatility

UMPIX vs. RYNVX - Volatility Comparison

ProFunds UltraMid Cap Fund (UMPIX) has a higher volatility of 11.53% compared to Rydex Nova Fund (RYNVX) at 6.38%. This indicates that UMPIX's price experiences larger fluctuations and is considered to be riskier than RYNVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UMPIXRYNVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.53%

6.38%

+5.15%

Volatility (6M)

Calculated over the trailing 6-month period

22.98%

13.61%

+9.37%

Volatility (1Y)

Calculated over the trailing 1-year period

41.76%

27.19%

+14.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.50%

25.89%

+13.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.85%

27.33%

+14.52%