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

Performance

UMPIX vs. USPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProFunds UltraMid Cap Fund (UMPIX) and ProFunds UltraShort NASDAQ-100 Fund (USPIX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, UMPIX achieves a 25.07% return, which is significantly higher than USPIX's -21.82% return. Over the past 10 years, UMPIX has outperformed USPIX with an annualized return of 12.26%, while USPIX has yielded a comparatively lower -38.40% annualized return.


UMPIX

1D
1.65%
1M
-2.49%
6M
16.31%
YTD
25.07%
1Y
38.66%
3Y*
15.21%
5Y*
7.81%
10Y*
12.26%
ALL TIME*
9.59%

USPIX

1D
-6.68%
1M
8.37%
6M
-20.22%
YTD
-21.82%
1Y
-35.87%
3Y*
-34.61%
5Y*
-29.64%
10Y*
-38.40%
ALL TIME*
-35.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

UMPIX vs. USPIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UMPIX
ProFunds UltraMid Cap Fund
25.07%3.62%16.80%22.37%-32.05%55.65%5.21%48.88%-26.37%23.77%
USPIX
ProFunds UltraShort NASDAQ-100 Fund
-21.82%-35.26%-38.20%-57.06%61.80%-46.20%-70.91%-50.15%-9.56%-44.56%

Correlation

The correlation between UMPIX and USPIX is -0.66, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.66

Correlation (3Y)
Balances recent behavior with more history.

-0.65

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.72

Correlation (10Y)
Provides a long-term view across more market conditions.

-0.68

Correlation (All Time)
Calculated using the full available price history since Feb 7, 2000

-0.78

The correlation between UMPIX and USPIX shifts across timeframes, from -0.78 (all time) to -0.65 (3 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

UMPIX vs. USPIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

UMPIX
UMPIX Risk / Return Rank: 3535
Overall Rank
UMPIX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
UMPIX Sortino Ratio Rank: 3232
Sortino Ratio Rank
UMPIX Omega Ratio Rank: 3030
Omega Ratio Rank
UMPIX Calmar Ratio Rank: 4545
Calmar Ratio Rank
UMPIX Martin Ratio Rank: 4141
Martin Ratio Rank

USPIX
USPIX Risk / Return Rank: 00
Overall Rank
USPIX Sharpe Ratio Rank: 00
Sharpe Ratio Rank
USPIX Sortino Ratio Rank: 00
Sortino Ratio Rank
USPIX Omega Ratio Rank: 11
Omega Ratio Rank
USPIX Calmar Ratio Rank: 00
Calmar Ratio Rank
USPIX Martin Ratio Rank: 00
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

UMPIX vs. USPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProFunds UltraMid Cap Fund (UMPIX) and ProFunds UltraShort NASDAQ-100 Fund (USPIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


UMPIXUSPIXDifference
Sharpe ratioReturn per unit of total volatility

+1.86

Sortino ratioReturn per unit of downside risk

+2.74

Omega ratioGain probability vs. loss probability

1.19

0.87

+0.31

Calmar ratioReturn relative to maximum drawdown

1.79

-0.73

+2.52

Martin ratioReturn relative to average drawdown

6.13

-1.33

+7.46

UMPIX vs. USPIX - Sharpe Ratio Comparison

The current UMPIX Sharpe Ratio is 1.01, which is higher than the USPIX Sharpe Ratio of -0.85. The chart below compares the historical Sharpe Ratios of UMPIX and USPIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

UMPIX vs. USPIX - Drawdown Comparison

The maximum UMPIX drawdown since its inception was -85.51%, smaller than the maximum USPIX drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for UMPIX and USPIX.


Loading charts...

Drawdown Indicators


UMPIXUSPIXDifference

Max Drawdown

Largest peak-to-trough decline

-85.51%

-100.00%

+14.49%

Max Drawdown (1Y)

Largest decline over 1 year

-17.70%

-45.06%

+27.36%

Max Drawdown (3Y)

Largest decline over 3 years

-44.93%

-80.96%

+36.03%

Max Drawdown (5Y)

Largest decline over 5 years

-44.93%

-89.53%

+44.60%

Max Drawdown (10Y)

Largest decline over 10 years

-69.51%

-99.34%

+29.83%

Current Drawdown

Current decline from peak

-5.07%

-100.00%

+94.93%

Average Drawdown

Average peak-to-trough decline

-21.92%

-96.44%

+74.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.19%

24.54%

-19.35%

Volatility

UMPIX vs. USPIX - Volatility Comparison

The current volatility for ProFunds UltraMid Cap Fund (UMPIX) is 7.02%, while ProFunds UltraShort NASDAQ-100 Fund (USPIX) has a volatility of 13.82%. This indicates that UMPIX experiences smaller price fluctuations and is considered to be less risky than USPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


UMPIXUSPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.02%

13.82%

-6.80%

Volatility (6M)

Calculated over the trailing 6-month period

23.10%

31.92%

-8.82%

Volatility (1Y)

Calculated over the trailing 1-year period

31.34%

38.65%

-7.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.43%

46.17%

-6.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.84%

44.75%

-2.91%

UMPIX vs. USPIX - Expense Ratio Comparison

UMPIX has a 1.51% expense ratio, which is lower than USPIX's 1.68% expense ratio.


Dividends

UMPIX vs. USPIX - Dividend Comparison

UMPIX's dividend yield for the trailing twelve months is around 0.15%, less than USPIX's 3.46% yield.


PositionTTM202520242023202220212020201920182017
UMPIX
ProFunds UltraMid Cap Fund
0.15%0.19%0.96%0.59%0.00%9.49%0.00%2.07%0.14%2.33%
USPIX
ProFunds UltraShort NASDAQ-100 Fund
3.46%2.71%0.00%5.92%0.00%0.00%0.07%0.36%0.00%0.00%

Frequently Asked Questions


UMPIX and USPIX have a correlation of -0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USPIX has higher volatility (13.82%) compared to UMPIX (7.02%). In terms of maximum drawdown, UMPIX dropped -85.51% vs USPIX's -100.00%.

UMPIX currently has the higher Sharpe Ratio (1.01 vs -0.85), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for UMPIX and USPIX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer