USPIX vs. DRCVX
USPIX (ProFunds UltraShort NASDAQ-100 Fund) and DRCVX (Comstock Capital Value Fund) are both Inverse Equities funds. Over the past 10 years, USPIX returned -40.20%/yr vs -4.56%/yr for DRCVX. A 0.66 correlation means they provide meaningful diversification when combined. USPIX charges 1.68%/yr vs 0.00%/yr for DRCVX.
Performance
USPIX vs. DRCVX - Performance Comparison
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Returns By Period
In the year-to-date period, USPIX achieves a -27.80% return, which is significantly lower than DRCVX's 3.17% return. Over the past 10 years, USPIX has underperformed DRCVX with an annualized return of -40.20%, while DRCVX has yielded a comparatively higher -4.56% annualized return.
USPIX
- 1D
- 6.59%
- 1M
- -0.69%
- YTD
- -27.80%
- 6M
- -25.33%
- 1Y
- -43.25%
- 3Y*
- -38.54%
- 5Y*
- -31.94%
- 10Y*
- -40.20%
DRCVX
- 1D
- 0.00%
- 1M
- 0.22%
- YTD
- 3.17%
- 6M
- 3.09%
- 1Y
- 8.63%
- 3Y*
- 7.75%
- 5Y*
- 5.20%
- 10Y*
- -4.56%
USPIX vs. DRCVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
USPIX ProFunds UltraShort NASDAQ-100 Fund | -27.80% | -35.26% | -38.20% | -57.06% | 61.80% | -46.20% | -70.91% | -50.15% | -9.56% | -44.56% |
DRCVX Comstock Capital Value Fund | 3.17% | 11.55% | 2.02% | 6.55% | 4.13% | -2.16% | -5.36% | -25.76% | 7.76% | -20.58% |
Correlation
The correlation between USPIX and DRCVX is -0.38, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.48 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Jun 2, 1998 | 0.66 |
The correlation between USPIX and DRCVX shifts across timeframes, from -0.48 (5 years) to 0.66 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
USPIX vs. DRCVX — Risk / Return Rank
USPIX
DRCVX
USPIX vs. DRCVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProFunds UltraShort NASDAQ-100 Fund (USPIX) and Comstock Capital Value Fund (DRCVX). 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.
| USPIX | DRCVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.33 | ||
| Sortino ratioReturn per unit of downside risk | -6.99 | ||
| Omega ratioGain probability vs. loss probability | 0.78 | 1.73 | -0.95 |
| Calmar ratioReturn relative to maximum drawdown | -0.95 | 10.01 | -10.96 |
| Martin ratioReturn relative to average drawdown | -1.90 | 35.92 | -37.82 |
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Drawdowns
USPIX vs. DRCVX - Drawdown Comparison
The maximum USPIX drawdown since its inception was -100.00%, roughly equal to the maximum DRCVX drawdown of -97.47%. Use the drawdown chart below to compare losses from any high point for USPIX and DRCVX.
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Drawdown Indicators
| USPIX | DRCVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -100.00% | -97.47% | -2.53% |
Max Drawdown (1Y)Largest decline over 1 year | -47.13% | -0.89% | -46.24% |
Max Drawdown (3Y)Largest decline over 3 years | -80.96% | -3.82% | -77.14% |
Max Drawdown (5Y)Largest decline over 5 years | -89.53% | -4.08% | -85.45% |
Max Drawdown (10Y)Largest decline over 10 years | -99.48% | -54.27% | -45.21% |
Current DrawdownCurrent decline from peak | -100.00% | -96.61% | -3.39% |
Average DrawdownAverage peak-to-trough decline | -96.43% | -65.93% | -30.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.69% | 0.25% | +25.44% |
Volatility
USPIX vs. DRCVX - Volatility Comparison
ProFunds UltraShort NASDAQ-100 Fund (USPIX) has a higher volatility of 17.82% compared to Comstock Capital Value Fund (DRCVX) at 0.93%. This indicates that USPIX's price experiences larger fluctuations and is considered to be riskier than DRCVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USPIX | DRCVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.82% | 0.93% | +16.89% |
Volatility (6M)Calculated over the trailing 6-month period | 29.00% | 1.91% | +27.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.99% | 2.92% | +33.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.76% | 4.58% | +41.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.59% | 9.58% | +35.01% |
USPIX vs. DRCVX - Expense Ratio Comparison
USPIX has a 1.68% expense ratio, which is higher than DRCVX's 0.00% expense ratio.
Dividends
USPIX vs. DRCVX - Dividend Comparison
USPIX's dividend yield for the trailing twelve months is around 3.75%, more than DRCVX's 1.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
DRCVX Comstock Capital Value Fund | 1.90% | 1.96% | 0.00% | 1.71% | 0.00% | 0.00% | 0.00% | 0.00% |
USPIX ProFunds UltraShort NASDAQ-100 Fund | 3.75% | 2.71% | 0.00% | 5.92% | 0.00% | 0.00% | 0.07% | 0.36% |
Frequently Asked Questions
USPIX and DRCVX have a correlation of -0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
USPIX has higher volatility (17.82%) compared to DRCVX (0.93%). In terms of maximum drawdown, USPIX dropped -100.00% vs DRCVX's -97.47%.
DRCVX currently has the higher Sharpe Ratio (3.07 vs -1.25), 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.
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