UXPIX vs. RYAIX
UXPIX (ProFunds Ultra Short International Fund) and RYAIX (Rydex Inverse NASDAQ-100 Strategy Fund) are both Inverse Equities funds. Over the past 10 years, UXPIX returned -21.39%/yr vs -19.63%/yr for RYAIX. A 0.71 correlation means they provide meaningful diversification when combined. UXPIX charges 1.78%/yr vs 1.55%/yr for RYAIX.
Performance
UXPIX vs. RYAIX - 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 RYAIX's -16.95% return. Over the past 10 years, UXPIX has underperformed RYAIX with an annualized return of -21.39%, while RYAIX has yielded a comparatively higher -19.63% 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%
RYAIX
- 1D
- 0.21%
- 1M
- -3.12%
- YTD
- -16.95%
- 6M
- -15.72%
- 1Y
- -26.31%
- 3Y*
- -18.55%
- 5Y*
- -14.02%
- 10Y*
- -19.63%
UXPIX vs. RYAIX - 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% |
RYAIX Rydex Inverse NASDAQ-100 Strategy Fund | -16.95% | -15.63% | -15.64% | -31.71% | 35.92% | -24.88% | -40.98% | -27.65% | -2.63% | -24.47% |
Correlation
The correlation between UXPIX and RYAIX is 0.67, 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 | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Apr 19, 2006 | 0.71 |
The correlation between UXPIX and RYAIX has been stable across timeframes, ranging from 0.62 to 0.71 - a consistent structural relationship.
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Return for Risk
UXPIX vs. RYAIX — Risk / Return Rank
UXPIX
RYAIX
UXPIX vs. RYAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProFunds Ultra Short International Fund (UXPIX) 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.
| UXPIX | RYAIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.42 | ||
| Sortino ratioReturn per unit of downside risk | +0.67 | ||
| Omega ratioGain probability vs. loss probability | 0.82 | 0.75 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | -1.03 | -1.01 | -0.02 |
| Martin ratioReturn relative to average drawdown | -1.72 | -2.10 | +0.39 |
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Drawdowns
UXPIX vs. RYAIX - Drawdown Comparison
The maximum UXPIX drawdown since its inception was -99.48%, roughly equal to the maximum RYAIX drawdown of -98.93%. Use the drawdown chart below to compare losses from any high point for UXPIX and RYAIX.
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Drawdown Indicators
| UXPIX | RYAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.48% | -98.93% | -0.55% |
Max Drawdown (1Y)Largest decline over 1 year | -34.14% | -25.69% | -8.45% |
Max Drawdown (3Y)Largest decline over 3 years | -64.24% | -50.13% | -14.11% |
Max Drawdown (5Y)Largest decline over 5 years | -74.97% | -61.15% | -13.82% |
Max Drawdown (10Y)Largest decline over 10 years | -91.30% | -89.04% | -2.26% |
Current DrawdownCurrent decline from peak | -99.48% | -98.92% | -0.56% |
Average DrawdownAverage peak-to-trough decline | -82.52% | -73.33% | -9.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.41% | 13.68% | +7.73% |
Volatility
UXPIX vs. RYAIX - Volatility Comparison
ProFunds Ultra Short International Fund (UXPIX) has a higher volatility of 10.11% compared to Rydex Inverse NASDAQ-100 Strategy Fund (RYAIX) at 8.29%. This indicates that UXPIX'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.
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Volatility by Period
| UXPIX | RYAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.11% | 8.29% | +1.82% |
Volatility (6M)Calculated over the trailing 6-month period | 26.94% | 14.30% | +12.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.68% | 17.81% | +13.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.83% | 23.10% | +10.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.47% | 22.79% | +12.68% |
UXPIX vs. RYAIX - Expense Ratio Comparison
UXPIX has a 1.78% expense ratio, which is higher than RYAIX's 1.55% expense ratio.
Dividends
UXPIX vs. RYAIX - Dividend Comparison
UXPIX's dividend yield for the trailing twelve months is around 4.10%, more than RYAIX's 2.68% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
RYAIX Rydex Inverse NASDAQ-100 Strategy Fund | 2.68% | 2.23% | 5.67% | 4.81% | 0.00% | 0.00% | 0.09% | 0.72% |
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 RYAIX have a correlation of 0.67, 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 RYAIX (8.29%). In terms of maximum drawdown, UXPIX dropped -99.48% vs RYAIX's -98.93%.
UXPIX currently has the higher Sharpe Ratio (-1.11 vs -1.53), 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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