UVPIX vs. DRCVX
UVPIX (ProFunds Ultra Short Emerging Market Fund) and DRCVX (Comstock Capital Value Fund) are both Inverse Equities funds. Over the past 10 years, UVPIX returned -26.40%/yr vs -3.59%/yr for DRCVX. Their 0.48 correlation means their historical movements had little consistent relationship. UVPIX charges 1.78%/yr vs 0.00%/yr for DRCVX.
Performance
UVPIX vs. DRCVX - Performance Comparison
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Returns By Period
In the year-to-date period, UVPIX achieves a -16.08% return, which is significantly lower than DRCVX's 3.39% return. Over the past 10 years, UVPIX has underperformed DRCVX with an annualized return of -26.40%, while DRCVX has yielded a comparatively higher -3.59% annualized return.
UVPIX
- 1D
- -1.96%
- 1M
- -8.12%
- 6M
- -1.80%
- YTD
- -16.08%
- 1Y
- -36.67%
- 3Y*
- -30.87%
- 5Y*
- -20.84%
- 10Y*
- -26.40%
- ALL TIME*
- -13.03%
DRCVX
- 1D
- 0.22%
- 1M
- -0.22%
- 6M
- 3.16%
- YTD
- 3.39%
- 1Y
- 7.12%
- 3Y*
- 6.99%
- 5Y*
- 5.30%
- 10Y*
- -3.59%
- ALL TIME*
- -0.81%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
UVPIX vs. DRCVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UVPIX ProFunds Ultra Short Emerging Market Fund | -16.08% | -49.90% | -17.67% | -27.06% | 1.35% | 15.70% | -57.91% | -39.81% | 20.65% | -48.37% |
DRCVX Comstock Capital Value Fund | 3.39% | 11.55% | 2.02% | 6.55% | 4.13% | -2.16% | -5.36% | -25.76% | 7.76% | -20.58% |
Correlation
The correlation between UVPIX and DRCVX is -0.36, 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. | -0.36 |
Correlation (3Y) Balances recent behavior with more history. | -0.41 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.43 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.04 |
Correlation (All Time) Calculated using the full available price history since Apr 19, 2006 | 0.48 |
The correlation between UVPIX and DRCVX shifts across timeframes, from -0.43 (5 years) to 0.48 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
UVPIX vs. DRCVX — Risk / Return Rank
UVPIX
DRCVX
UVPIX vs. DRCVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProFunds Ultra Short Emerging Market Fund (UVPIX) 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.
| UVPIX | DRCVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.42 | ||
| Sortino ratioReturn per unit of downside risk | -5.28 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.60 | -0.74 |
| Calmar ratioReturn relative to maximum drawdown | -0.91 | 7.99 | -8.90 |
| Martin ratioReturn relative to average drawdown | -1.27 | 27.58 | -28.85 |
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Drawdowns
UVPIX vs. DRCVX - Drawdown Comparison
The maximum UVPIX drawdown since its inception was -99.86%, roughly equal to the maximum DRCVX drawdown of -97.47%. Use the drawdown chart below to compare losses from any high point for UVPIX and DRCVX.
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Drawdown Indicators
| UVPIX | DRCVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.86% | -97.47% | -2.39% |
Max Drawdown (1Y)Largest decline over 1 year | -41.73% | -0.89% | -40.84% |
Max Drawdown (3Y)Largest decline over 3 years | -75.41% | -3.82% | -71.59% |
Max Drawdown (5Y)Largest decline over 5 years | -83.54% | -4.08% | -79.46% |
Max Drawdown (10Y)Largest decline over 10 years | -95.73% | -49.21% | -46.52% |
Current DrawdownCurrent decline from peak | -99.85% | -96.61% | -3.24% |
Average DrawdownAverage peak-to-trough decline | -89.55% | -66.01% | -23.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 30.61% | 0.26% | +30.35% |
Volatility
UVPIX vs. DRCVX - Volatility Comparison
ProFunds Ultra Short Emerging Market Fund (UVPIX) has a higher volatility of 13.06% compared to Comstock Capital Value Fund (DRCVX) at 0.74%. This indicates that UVPIX'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
| UVPIX | DRCVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.06% | 0.74% | +12.32% |
Volatility (6M)Calculated over the trailing 6-month period | 35.45% | 1.95% | +33.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.43% | 2.80% | +41.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 48.08% | 4.59% | +43.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.55% | 9.41% | +37.14% |
UVPIX vs. DRCVX - Expense Ratio Comparison
UVPIX has a 1.78% expense ratio, which is higher than DRCVX's 0.00% expense ratio.
Dividends
UVPIX vs. DRCVX - Dividend Comparison
UVPIX's dividend yield for the trailing twelve months is around 10.71%, 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% |
UVPIX ProFunds Ultra Short Emerging Market Fund | 10.71% | 8.99% | 0.00% | 7.25% | 0.00% | 0.00% | 0.00% | 0.49% |
Frequently Asked Questions
UVPIX and DRCVX have a correlation of -0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
UVPIX has higher volatility (13.06%) compared to DRCVX (0.74%). In terms of maximum drawdown, UVPIX dropped -99.86% vs DRCVX's -97.47%.
DRCVX currently has the higher Sharpe Ratio (2.56 vs -0.86), 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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