PortfoliosLab logoPortfoliosLab logo
UVPIX vs. RYAIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UVPIX vs. RYAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProFunds Ultra Short Emerging Market Fund (UVPIX) and Rydex Inverse NASDAQ-100 Strategy Fund (RYAIX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, UVPIX achieves a -12.87% return, which is significantly lower than RYAIX's -9.23% return. Over the past 10 years, UVPIX has underperformed RYAIX with an annualized return of -26.32%, while RYAIX has yielded a comparatively higher -18.03% annualized return.


UVPIX

1D
-6.74%
1M
-4.59%
6M
0.81%
YTD
-12.87%
1Y
-35.55%
3Y*
-28.13%
5Y*
-20.68%
10Y*
-26.32%
ALL TIME*
-12.88%

RYAIX

1D
-3.29%
1M
5.63%
6M
-8.48%
YTD
-9.23%
1Y
-16.78%
3Y*
-14.70%
5Y*
-11.60%
10Y*
-18.03%
ALL TIME*
-14.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. 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. RYAIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UVPIX
ProFunds Ultra Short Emerging Market Fund
-12.87%-49.90%-17.67%-27.06%1.35%15.70%-57.91%-39.81%20.65%-48.37%
RYAIX
Rydex Inverse NASDAQ-100 Strategy Fund
-9.23%-15.63%-15.64%-31.71%35.92%-24.88%-40.98%-27.65%-2.63%-24.47%

Correlation

The correlation between UVPIX and RYAIX is 0.71, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.71

Correlation (3Y)
Balances recent behavior with more history.

0.65

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.66

Correlation (10Y)
Provides a long-term view across more market conditions.

0.68

Correlation (All Time)
Calculated using the full available price history since Apr 19, 2006

0.70

The correlation between UVPIX and RYAIX has been stable across timeframes, ranging from 0.65 to 0.71 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

UVPIX vs. RYAIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

UVPIX
UVPIX Risk / Return Rank: 11
Overall Rank
UVPIX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
UVPIX Sortino Ratio Rank: 11
Sortino Ratio Rank
UVPIX Omega Ratio Rank: 11
Omega Ratio Rank
UVPIX Calmar Ratio Rank: 00
Calmar Ratio Rank
UVPIX Martin Ratio Rank: 11
Martin Ratio Rank

RYAIX
RYAIX Risk / Return Rank: 11
Overall Rank
RYAIX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
RYAIX Sortino Ratio Rank: 11
Sortino Ratio Rank
RYAIX Omega Ratio Rank: 11
Omega Ratio Rank
RYAIX Calmar Ratio Rank: 11
Calmar Ratio Rank
RYAIX Martin Ratio Rank: 11
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

UVPIX vs. RYAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProFunds Ultra Short Emerging Market Fund (UVPIX) and Rydex Inverse NASDAQ-100 Strategy Fund (RYAIX). 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.


UVPIXRYAIXDifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

+0.03

Omega ratioGain probability vs. loss probability

0.89

0.89

0.00

Calmar ratioReturn relative to maximum drawdown

-0.80

-0.57

-0.23

Martin ratioReturn relative to average drawdown

-1.11

-1.12

+0.01

UVPIX vs. RYAIX - Sharpe Ratio Comparison

The current UVPIX Sharpe Ratio is -0.76, which is comparable to the RYAIX Sharpe Ratio of -0.75. The chart below compares the historical Sharpe Ratios of UVPIX and RYAIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

UVPIX vs. RYAIX - Drawdown Comparison

The maximum UVPIX drawdown since its inception was -99.86%, roughly equal to the maximum RYAIX drawdown of -98.93%. Use the drawdown chart below to compare losses from any high point for UVPIX and RYAIX.


Loading charts...

Drawdown Indicators


UVPIXRYAIXDifference

Max Drawdown

Largest peak-to-trough decline

-99.86%

-98.93%

-0.93%

Max Drawdown (1Y)

Largest decline over 1 year

-42.28%

-25.47%

-16.81%

Max Drawdown (3Y)

Largest decline over 3 years

-75.41%

-50.13%

-25.28%

Max Drawdown (5Y)

Largest decline over 5 years

-83.54%

-61.15%

-22.39%

Max Drawdown (10Y)

Largest decline over 10 years

-95.74%

-87.73%

-8.01%

Current Drawdown

Current decline from peak

-99.84%

-98.82%

-1.02%

Average Drawdown

Average peak-to-trough decline

-89.55%

-73.43%

-16.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.43%

12.97%

+17.46%

Volatility

UVPIX vs. RYAIX - Volatility Comparison

ProFunds Ultra Short Emerging Market Fund (UVPIX) has a higher volatility of 13.29% compared to Rydex Inverse NASDAQ-100 Strategy Fund (RYAIX) at 7.09%. This indicates that UVPIX's price experiences larger fluctuations and is considered to be riskier than RYAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


UVPIXRYAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.29%

7.09%

+6.20%

Volatility (6M)

Calculated over the trailing 6-month period

35.82%

16.22%

+19.60%

Volatility (1Y)

Calculated over the trailing 1-year period

44.43%

19.55%

+24.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

48.08%

23.36%

+24.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.53%

22.86%

+23.67%

UVPIX vs. RYAIX - Expense Ratio Comparison

UVPIX has a 1.78% expense ratio, which is higher than RYAIX's 1.55% expense ratio.


Dividends

UVPIX vs. RYAIX - Dividend Comparison

UVPIX's dividend yield for the trailing twelve months is around 10.32%, more than RYAIX's 2.46% yield.


PositionTTM2025202420232022202120202019
RYAIX
Rydex Inverse NASDAQ-100 Strategy Fund
2.46%2.23%5.67%4.81%0.00%0.00%0.09%0.72%
UVPIX
ProFunds Ultra Short Emerging Market Fund
10.32%8.99%0.00%7.25%0.00%0.00%0.00%0.49%

Frequently Asked Questions


UVPIX and RYAIX have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UVPIX has higher volatility (13.29%) compared to RYAIX (7.09%). In terms of maximum drawdown, UVPIX dropped -99.86% vs RYAIX's -98.93%.

RYAIX currently has the higher Sharpe Ratio (-0.75 vs -0.76), 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.

Portfolio Optimizer

Find the right allocation for UVPIX and RYAIX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer