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UTPIX vs. RYTNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UTPIX vs. RYTNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProFunds Utilities UltraSector Fund (UTPIX) and Rydex S&P 500 2x Strategy Fund (RYTNX). The values are adjusted to include any dividend payments, if applicable.

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UTPIX vs. RYTNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UTPIX
ProFunds Utilities UltraSector Fund
11.17%19.28%27.74%-15.46%-2.31%23.33%-8.87%34.24%2.30%15.83%
RYTNX
Rydex S&P 500 2x Strategy Fund
-15.39%24.88%41.95%45.20%-39.32%55.55%20.31%62.29%-15.06%42.95%

Returns By Period

In the year-to-date period, UTPIX achieves a 11.17% return, which is significantly higher than RYTNX's -15.39% return. Over the past 10 years, UTPIX has underperformed RYTNX with an annualized return of 9.47%, while RYTNX has yielded a comparatively higher 19.00% annualized return.


UTPIX

1D
0.95%
1M
-5.20%
YTD
11.17%
6M
7.51%
1Y
25.12%
3Y*
15.07%
5Y*
10.70%
10Y*
9.47%

RYTNX

1D
-0.78%
1M
-15.42%
YTD
-15.39%
6M
-12.80%
1Y
18.10%
3Y*
24.54%
5Y*
13.04%
10Y*
19.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UTPIX vs. RYTNX - Expense Ratio Comparison

UTPIX has a 1.73% expense ratio, which is lower than RYTNX's 1.82% expense ratio.


Return for Risk

UTPIX vs. RYTNX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

UTPIX
UTPIX Risk / Return Rank: 6060
Overall Rank
UTPIX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
UTPIX Sortino Ratio Rank: 5959
Sortino Ratio Rank
UTPIX Omega Ratio Rank: 5151
Omega Ratio Rank
UTPIX Calmar Ratio Rank: 8181
Calmar Ratio Rank
UTPIX Martin Ratio Rank: 4646
Martin Ratio Rank

RYTNX
RYTNX Risk / Return Rank: 2525
Overall Rank
RYTNX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
RYTNX Sortino Ratio Rank: 2727
Sortino Ratio Rank
RYTNX Omega Ratio Rank: 2929
Omega Ratio Rank
RYTNX Calmar Ratio Rank: 2121
Calmar Ratio Rank
RYTNX Martin Ratio Rank: 2525
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.

UTPIX vs. RYTNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProFunds Utilities UltraSector Fund (UTPIX) and Rydex S&P 500 2x Strategy Fund (RYTNX). 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.


UTPIXRYTNXDifference

Sharpe ratio

Return per unit of total volatility

1.14

0.54

+0.60

Sortino ratio

Return per unit of downside risk

1.56

0.99

+0.57

Omega ratio

Gain probability vs. loss probability

1.21

1.15

+0.06

Calmar ratio

Return relative to maximum drawdown

1.97

0.63

+1.35

Martin ratio

Return relative to average drawdown

4.68

2.73

+1.95

UTPIX vs. RYTNX - Sharpe Ratio Comparison

The current UTPIX Sharpe Ratio is 1.14, which is higher than the RYTNX Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of UTPIX and RYTNX, 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


UTPIXRYTNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

0.54

+0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.39

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.53

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.22

+0.03

Correlation

The correlation between UTPIX and RYTNX is 0.53, 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

UTPIX vs. RYTNX - Dividend Comparison

UTPIX's dividend yield for the trailing twelve months is around 0.70%, less than RYTNX's 5.66% yield.


TTM20252024202320222021202020192018201720162015
UTPIX
ProFunds Utilities UltraSector Fund
0.70%0.77%0.00%1.74%0.97%0.20%0.58%1.72%0.66%0.74%0.83%1.41%
RYTNX
Rydex S&P 500 2x Strategy Fund
5.66%4.79%5.45%0.14%0.00%0.14%0.69%1.84%0.00%5.84%0.16%1.52%

Drawdowns

UTPIX vs. RYTNX - Drawdown Comparison

The maximum UTPIX drawdown since its inception was -73.56%, smaller than the maximum RYTNX drawdown of -86.64%. Use the drawdown chart below to compare losses from any high point for UTPIX and RYTNX.


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Drawdown Indicators


UTPIXRYTNXDifference

Max Drawdown

Largest peak-to-trough decline

-73.56%

-86.64%

+13.08%

Max Drawdown (1Y)

Largest decline over 1 year

-14.45%

-23.40%

+8.95%

Max Drawdown (5Y)

Largest decline over 5 years

-38.73%

-47.01%

+8.28%

Max Drawdown (10Y)

Largest decline over 10 years

-50.82%

-59.23%

+8.41%

Current Drawdown

Current decline from peak

-5.20%

-18.43%

+13.23%

Average Drawdown

Average peak-to-trough decline

-22.00%

-28.72%

+6.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.09%

5.37%

+0.72%

Volatility

UTPIX vs. RYTNX - Volatility Comparison

The current volatility for ProFunds Utilities UltraSector Fund (UTPIX) is 7.78%, while Rydex S&P 500 2x Strategy Fund (RYTNX) has a volatility of 8.52%. This indicates that UTPIX experiences smaller price fluctuations and is considered to be less risky than RYTNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UTPIXRYTNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.78%

8.52%

-0.74%

Volatility (6M)

Calculated over the trailing 6-month period

15.71%

18.16%

-2.45%

Volatility (1Y)

Calculated over the trailing 1-year period

23.99%

36.23%

-12.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.80%

33.67%

-7.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.98%

36.08%

-7.10%