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UUPIX vs. UJPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UUPIX vs. UJPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProFunds UltraEmerging Markets Fund (UUPIX) and ProFunds UltraJapan Fund (UJPIX). The values are adjusted to include any dividend payments, if applicable.

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UUPIX vs. UJPIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UUPIX
ProFunds UltraEmerging Markets Fund
-12.71%70.53%6.99%22.60%-37.35%-36.21%43.24%46.76%-31.83%75.03%
UJPIX
ProFunds UltraJapan Fund
0.94%60.72%28.67%70.81%-21.63%6.44%23.36%40.42%-25.61%39.72%

Returns By Period

In the year-to-date period, UUPIX achieves a -12.71% return, which is significantly lower than UJPIX's 0.94% return. Over the past 10 years, UUPIX has underperformed UJPIX with an annualized return of 7.60%, while UJPIX has yielded a comparatively higher 21.56% annualized return.


UUPIX

1D
-1.97%
1M
-24.07%
YTD
-12.71%
6M
-17.68%
1Y
29.73%
3Y*
19.22%
5Y*
-4.28%
10Y*
7.60%

UJPIX

1D
-1.04%
1M
-24.63%
YTD
0.94%
6M
27.16%
1Y
92.73%
3Y*
42.96%
5Y*
21.27%
10Y*
21.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UUPIX vs. UJPIX - Expense Ratio Comparison

UUPIX has a 1.92% expense ratio, which is higher than UJPIX's 1.78% expense ratio.


Return for Risk

UUPIX vs. UJPIX — Risk / Return Rank

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

UUPIX
UUPIX Risk / Return Rank: 2929
Overall Rank
UUPIX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
UUPIX Sortino Ratio Rank: 3434
Sortino Ratio Rank
UUPIX Omega Ratio Rank: 3030
Omega Ratio Rank
UUPIX Calmar Ratio Rank: 2929
Calmar Ratio Rank
UUPIX Martin Ratio Rank: 2525
Martin Ratio Rank

UJPIX
UJPIX Risk / Return Rank: 8787
Overall Rank
UJPIX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
UJPIX Sortino Ratio Rank: 8787
Sortino Ratio Rank
UJPIX Omega Ratio Rank: 8080
Omega Ratio Rank
UJPIX Calmar Ratio Rank: 9393
Calmar Ratio Rank
UJPIX Martin Ratio Rank: 8888
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.

UUPIX vs. UJPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProFunds UltraEmerging Markets Fund (UUPIX) and ProFunds UltraJapan Fund (UJPIX). 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.


UUPIXUJPIXDifference

Sharpe ratio

Return per unit of total volatility

0.67

1.73

-1.06

Sortino ratio

Return per unit of downside risk

1.16

2.34

-1.18

Omega ratio

Gain probability vs. loss probability

1.16

1.31

-0.15

Calmar ratio

Return relative to maximum drawdown

0.85

2.91

-2.07

Martin ratio

Return relative to average drawdown

2.68

9.56

-6.88

UUPIX vs. UJPIX - Sharpe Ratio Comparison

The current UUPIX Sharpe Ratio is 0.67, which is lower than the UJPIX Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of UUPIX and UJPIX, 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


UUPIXUJPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

1.73

-1.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.09

0.52

-0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

0.52

-0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

0.07

-0.03

Correlation

The correlation between UUPIX and UJPIX is 0.62, 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

UUPIX vs. UJPIX - Dividend Comparison

UUPIX's dividend yield for the trailing twelve months is around 2.91%, less than UJPIX's 39.34% yield.


TTM202520242023202220212020201920182017
UUPIX
ProFunds UltraEmerging Markets Fund
2.91%2.54%1.65%1.77%1.05%0.00%0.00%0.00%0.64%0.16%
UJPIX
ProFunds UltraJapan Fund
39.34%39.71%0.00%0.00%0.00%14.19%0.00%0.00%2.64%0.00%

Drawdowns

UUPIX vs. UJPIX - Drawdown Comparison

The maximum UUPIX drawdown since its inception was -93.82%, roughly equal to the maximum UJPIX drawdown of -89.83%. Use the drawdown chart below to compare losses from any high point for UUPIX and UJPIX.


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Drawdown Indicators


UUPIXUJPIXDifference

Max Drawdown

Largest peak-to-trough decline

-93.82%

-89.83%

-3.99%

Max Drawdown (1Y)

Largest decline over 1 year

-29.91%

-27.11%

-2.80%

Max Drawdown (5Y)

Largest decline over 5 years

-71.52%

-43.92%

-27.60%

Max Drawdown (10Y)

Largest decline over 10 years

-78.32%

-56.99%

-21.33%

Current Drawdown

Current decline from peak

-78.26%

-27.11%

-51.15%

Average Drawdown

Average peak-to-trough decline

-75.97%

-50.24%

-25.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.42%

8.26%

+1.16%

Volatility

UUPIX vs. UJPIX - Volatility Comparison

The current volatility for ProFunds UltraEmerging Markets Fund (UUPIX) is 16.54%, while ProFunds UltraJapan Fund (UJPIX) has a volatility of 18.79%. This indicates that UUPIX experiences smaller price fluctuations and is considered to be less risky than UJPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UUPIXUJPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.54%

18.79%

-2.25%

Volatility (6M)

Calculated over the trailing 6-month period

31.98%

37.30%

-5.32%

Volatility (1Y)

Calculated over the trailing 1-year period

45.18%

51.82%

-6.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.72%

41.11%

+6.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.22%

41.55%

+4.67%