VIXM vs. JWN

Last updated Apr 1, 2026

Compare and contrast key facts about ProShares VIX Mid-Term Futures ETF (VIXM) and Nordstrom, Inc. (JWN).

VIXM is a passively managed fund by ProShares that tracks the performance of the S&P 500 VIX Mid-Term Futures Index. It was launched on Jan 3, 2011.

Performance

VIXM vs. JWN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares VIX Mid-Term Futures ETF (VIXM) and Nordstrom, Inc. (JWN). The values are adjusted to include any dividend payments, if applicable.

VIXM vs. JWN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VIXM ProShares VIX Mid-Term Futures ETF	12.31%	5.60%	-13.67%	-44.83%	-0.69%	-16.70%	72.38%	-20.38%	26.43%	-50.05%
JWN Nordstrom, Inc.	0.00%	4.23%	35.73%	19.92%	-26.18%	-27.52%	-22.76%	-8.38%	1.14%	2.30%

Returns By Period

VIXM

• 1D: -2.72%
• 1M: 9.31%
• YTD: 12.31%
• 6M: 8.41%
• 1Y: 8.20%
• 3Y*: -13.85%
• 5Y*: -12.86%
• 10Y*: -10.48%

JWN

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

VIXM vs. JWN — Risk / Return Rank

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

VIXM

VIXM Risk / Return Rank: 21
VIXM Sharpe Ratio Rank: 20
VIXM Sortino Ratio Rank: 24
VIXM Omega Ratio Rank: 24
VIXM Calmar Ratio Rank: 21
VIXM Martin Ratio Rank: 16

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.

VIXM vs. JWN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares VIX Mid-Term Futures ETF (VIXM) and Nordstrom, Inc. (JWN). 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.

	VIXM	JWN	Difference
Sharpe ratio Return per unit of total volatility	0.28	—	—
Sortino ratio Return per unit of downside risk	0.64	—	—
Omega ratio Gain probability vs. loss probability	1.09	—	—
Calmar ratio Return relative to maximum drawdown	0.37	—	—
Martin ratio Return relative to average drawdown	0.54	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	VIXM	JWN	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.28	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.41	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.32	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.53	—	—

Correlation

The correlation between VIXM and JWN is -0.36. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

VIXM vs. JWN - Dividend Comparison

VIXM has not paid dividends to shareholders, while JWN's dividend yield for the trailing twelve months is around 1.01%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VIXM ProShares VIX Mid-Term Futures ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
JWN Nordstrom, Inc.	1.01%	2.03%	3.15%	4.12%	4.71%	0.00%	1.19%	3.62%	3.18%	3.12%	3.09%	12.71%

Drawdowns

Drawdown Indicators

	VIXM	JWN	Difference
Max Drawdown Largest peak-to-trough decline	-96.23%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-23.73%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-63.40%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-75.72%	—	—
Current Drawdown Current decline from peak	-95.29%	—	—
Average Drawdown Average peak-to-trough decline	-81.36%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	16.12%	—	—

Volatility

Volatility by Period

	VIXM	JWN	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.86%	—	—
Volatility (6M) Calculated over the trailing 6-month period	15.23%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	29.79%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	31.22%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.06%	—	—