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UMPIX vs. XMMO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UMPIX vs. XMMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProFunds UltraMid Cap Fund (UMPIX) and Invesco S&P MidCap Momentum ETF (XMMO). The values are adjusted to include any dividend payments, if applicable.

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UMPIX vs. XMMO - 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%
XMMO
Invesco S&P MidCap Momentum ETF
4.93%13.04%38.03%20.39%-16.02%16.69%29.17%36.78%6.12%37.18%

Returns By Period

In the year-to-date period, UMPIX achieves a -2.94% return, which is significantly lower than XMMO's 4.93% return. Over the past 10 years, UMPIX has underperformed XMMO with an annualized return of 10.92%, while XMMO has yielded a comparatively higher 18.19% 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%

XMMO

1D
4.31%
1M
-3.18%
YTD
4.93%
6M
7.61%
1Y
28.46%
3Y*
25.08%
5Y*
12.21%
10Y*
18.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UMPIX vs. XMMO - Expense Ratio Comparison

UMPIX has a 1.51% expense ratio, which is higher than XMMO's 0.33% expense ratio.


Return for Risk

UMPIX vs. XMMO — 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

XMMO
XMMO Risk / Return Rank: 8080
Overall Rank
XMMO Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
XMMO Sortino Ratio Rank: 7777
Sortino Ratio Rank
XMMO Omega Ratio Rank: 7474
Omega Ratio Rank
XMMO Calmar Ratio Rank: 8484
Calmar Ratio Rank
XMMO Martin Ratio Rank: 8989
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. XMMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProFunds UltraMid Cap Fund (UMPIX) and Invesco S&P MidCap Momentum ETF (XMMO). 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.


UMPIXXMMODifference

Sharpe ratio

Return per unit of total volatility

0.42

1.30

-0.88

Sortino ratio

Return per unit of downside risk

0.87

1.86

-0.99

Omega ratio

Gain probability vs. loss probability

1.12

1.26

-0.14

Calmar ratio

Return relative to maximum drawdown

0.48

2.28

-1.80

Martin ratio

Return relative to average drawdown

1.90

10.83

-8.93

UMPIX vs. XMMO - Sharpe Ratio Comparison

The current UMPIX Sharpe Ratio is 0.42, which is lower than the XMMO Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of UMPIX and XMMO, 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


UMPIXXMMODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.42

1.30

-0.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.58

-0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

0.83

-0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.54

-0.34

Correlation

The correlation between UMPIX and XMMO 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. XMMO - Dividend Comparison

UMPIX's dividend yield for the trailing twelve months is around 0.19%, less than XMMO's 0.71% 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%
XMMO
Invesco S&P MidCap Momentum ETF
0.71%0.78%0.34%0.80%1.43%0.41%0.61%0.60%0.19%0.21%0.22%0.64%

Drawdowns

UMPIX vs. XMMO - Drawdown Comparison

The maximum UMPIX drawdown since its inception was -85.51%, which is greater than XMMO's maximum drawdown of -55.37%. Use the drawdown chart below to compare losses from any high point for UMPIX and XMMO.


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Drawdown Indicators


UMPIXXMMODifference

Max Drawdown

Largest peak-to-trough decline

-85.51%

-55.37%

-30.14%

Max Drawdown (1Y)

Largest decline over 1 year

-26.94%

-12.81%

-14.13%

Max Drawdown (5Y)

Largest decline over 5 years

-44.80%

-27.91%

-16.89%

Max Drawdown (10Y)

Largest decline over 10 years

-69.51%

-36.74%

-32.77%

Current Drawdown

Current decline from peak

-17.70%

-4.39%

-13.31%

Average Drawdown

Average peak-to-trough decline

-22.16%

-9.52%

-12.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.85%

2.69%

+4.16%

Volatility

UMPIX vs. XMMO - Volatility Comparison

ProFunds UltraMid Cap Fund (UMPIX) has a higher volatility of 11.53% compared to Invesco S&P MidCap Momentum ETF (XMMO) at 9.07%. This indicates that UMPIX's price experiences larger fluctuations and is considered to be riskier than XMMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UMPIXXMMODifference

Volatility (1M)

Calculated over the trailing 1-month period

11.53%

9.07%

+2.46%

Volatility (6M)

Calculated over the trailing 6-month period

22.98%

14.28%

+8.70%

Volatility (1Y)

Calculated over the trailing 1-year period

41.76%

21.97%

+19.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.50%

21.26%

+18.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.85%

22.11%

+19.74%