UXPIX vs. GRZZX
UXPIX (ProFunds Ultra Short International Fund) and GRZZX (Grizzly Short Fund) are both Inverse Equities funds. Over the past 10 years, UXPIX returned -21.39%/yr vs -1.42%/yr for GRZZX. A 0.76 correlation means they provide meaningful diversification when combined. UXPIX charges 1.78%/yr vs 1.61%/yr for GRZZX.
Performance
UXPIX vs. GRZZX - Performance Comparison
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Returns By Period
In the year-to-date period, UXPIX achieves a -19.40% return, which is significantly lower than GRZZX's -5.08% return. Over the past 10 years, UXPIX has underperformed GRZZX with an annualized return of -21.39%, while GRZZX has yielded a comparatively higher -1.42% annualized return.
UXPIX
- 1D
- -0.35%
- 1M
- -4.46%
- YTD
- -19.40%
- 6M
- -18.70%
- 1Y
- -34.09%
- 3Y*
- -24.71%
- 5Y*
- -16.60%
- 10Y*
- -21.39%
GRZZX
- 1D
- 0.91%
- 1M
- -0.50%
- YTD
- -5.08%
- 6M
- -3.76%
- 1Y
- -7.65%
- 3Y*
- -6.83%
- 5Y*
- -3.12%
- 10Y*
- -1.42%
UXPIX vs. GRZZX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UXPIX ProFunds Ultra Short International Fund | -19.40% | -40.68% | -0.70% | -23.81% | 19.33% | -25.44% | -36.55% | -33.25% | 29.63% | -37.30% |
GRZZX Grizzly Short Fund | -5.08% | -2.98% | -6.74% | -18.72% | 22.43% | -15.87% | -41.33% | -29.43% | 301.98% | -19.84% |
Correlation
The correlation between UXPIX and GRZZX is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Apr 19, 2006 | 0.76 |
The correlation between UXPIX and GRZZX has been stable across timeframes, ranging from 0.70 to 0.76 - a consistent structural relationship.
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Return for Risk
UXPIX vs. GRZZX — Risk / Return Rank
UXPIX
GRZZX
UXPIX vs. GRZZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProFunds Ultra Short International Fund (UXPIX) and Grizzly Short Fund (GRZZX). 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.
| UXPIX | GRZZX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.49 | ||
| Sortino ratioReturn per unit of downside risk | -0.82 | ||
| Omega ratioGain probability vs. loss probability | 0.82 | 0.91 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | -1.03 | -0.63 | -0.40 |
| Martin ratioReturn relative to average drawdown | -1.72 | -1.37 | -0.35 |
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Drawdowns
UXPIX vs. GRZZX - Drawdown Comparison
The maximum UXPIX drawdown since its inception was -99.48%, which is greater than GRZZX's maximum drawdown of -91.80%. Use the drawdown chart below to compare losses from any high point for UXPIX and GRZZX.
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Drawdown Indicators
| UXPIX | GRZZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.48% | -91.80% | -7.68% |
Max Drawdown (1Y)Largest decline over 1 year | -34.14% | -13.89% | -20.25% |
Max Drawdown (3Y)Largest decline over 3 years | -64.24% | -29.48% | -34.76% |
Max Drawdown (5Y)Largest decline over 5 years | -74.97% | -37.65% | -37.32% |
Max Drawdown (10Y)Largest decline over 10 years | -91.30% | -72.45% | -18.85% |
Current DrawdownCurrent decline from peak | -99.48% | -89.42% | -10.06% |
Average DrawdownAverage peak-to-trough decline | -82.52% | -69.39% | -13.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.41% | 6.62% | +14.79% |
Volatility
UXPIX vs. GRZZX - Volatility Comparison
ProFunds Ultra Short International Fund (UXPIX) has a higher volatility of 10.11% compared to Grizzly Short Fund (GRZZX) at 4.52%. This indicates that UXPIX's price experiences larger fluctuations and is considered to be riskier than GRZZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UXPIX | GRZZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.11% | 4.52% | +5.59% |
Volatility (6M)Calculated over the trailing 6-month period | 26.94% | 10.60% | +16.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.68% | 14.05% | +17.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.83% | 19.60% | +14.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.47% | 96.68% | -61.21% |
UXPIX vs. GRZZX - Expense Ratio Comparison
UXPIX has a 1.78% expense ratio, which is higher than GRZZX's 1.61% expense ratio.
Dividends
UXPIX vs. GRZZX - Dividend Comparison
UXPIX's dividend yield for the trailing twelve months is around 4.10%, less than GRZZX's 4.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
GRZZX Grizzly Short Fund | 4.82% | 6.00% | 10.30% | 6.61% | 0.00% | 0.00% | 0.00% | 1.14% |
UXPIX ProFunds Ultra Short International Fund | 4.10% | 3.30% | 0.00% | 3.97% | 0.00% | 0.00% | 0.00% | 0.90% |
Frequently Asked Questions
UXPIX and GRZZX have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
UXPIX has higher volatility (10.11%) compared to GRZZX (4.52%). In terms of maximum drawdown, UXPIX dropped -99.48% vs GRZZX's -91.80%.
GRZZX currently has the higher Sharpe Ratio (-0.62 vs -1.11), 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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