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VIXM vs. VIXY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VIXM and VIXY is -0.74. 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.


Performance

VIXM vs. VIXY - Performance Comparison

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

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Key characteristics

Sharpe Ratio

VIXM:

0.33

VIXY:

0.13

Sortino Ratio

VIXM:

0.81

VIXY:

0.95

Omega Ratio

VIXM:

1.11

VIXY:

1.12

Calmar Ratio

VIXM:

0.14

VIXY:

0.08

Martin Ratio

VIXM:

0.62

VIXY:

0.19

Ulcer Index

VIXM:

21.07%

VIXY:

39.38%

Daily Std Dev

VIXM:

46.21%

VIXY:

97.57%

Max Drawdown

VIXM:

-96.23%

VIXY:

-100.00%

Current Drawdown

VIXM:

-95.56%

VIXY:

-99.99%

Returns By Period

In the year-to-date period, VIXM achieves a 11.96% return, which is significantly lower than VIXY's 13.93% return. Over the past 10 years, VIXM has outperformed VIXY with an annualized return of -11.47%, while VIXY has yielded a comparatively lower -45.11% annualized return.


VIXM

YTD

11.96%

1M

-14.52%

6M

12.74%

1Y

15.15%

5Y*

-16.98%

10Y*

-11.47%

VIXY

YTD

13.93%

1M

-28.81%

6M

11.82%

1Y

12.18%

5Y*

-53.76%

10Y*

-45.11%

*Annualized

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VIXM vs. VIXY - Expense Ratio Comparison

Both VIXM and VIXY have an expense ratio of 0.85%.


Risk-Adjusted Performance

VIXM vs. VIXY — Risk-Adjusted Performance Rank

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

VIXM
The Risk-Adjusted Performance Rank of VIXM is 3737
Overall Rank
The Sharpe Ratio Rank of VIXM is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of VIXM is 4848
Sortino Ratio Rank
The Omega Ratio Rank of VIXM is 4949
Omega Ratio Rank
The Calmar Ratio Rank of VIXM is 2424
Calmar Ratio Rank
The Martin Ratio Rank of VIXM is 2626
Martin Ratio Rank

VIXY
The Risk-Adjusted Performance Rank of VIXY is 3434
Overall Rank
The Sharpe Ratio Rank of VIXY is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of VIXY is 5757
Sortino Ratio Rank
The Omega Ratio Rank of VIXY is 5252
Omega Ratio Rank
The Calmar Ratio Rank of VIXY is 2020
Calmar Ratio Rank
The Martin Ratio Rank of VIXY is 1818
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VIXM vs. VIXY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares VIX Mid-Term Futures ETF (VIXM) and ProShares VIX Short-Term Futures ETF (VIXY). 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.


The current VIXM Sharpe Ratio is 0.33, which is higher than the VIXY Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of VIXM and VIXY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

VIXM vs. VIXY - Dividend Comparison

Neither VIXM nor VIXY has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

VIXM vs. VIXY - Drawdown Comparison

The maximum VIXM drawdown since its inception was -96.23%, roughly equal to the maximum VIXY drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for VIXM and VIXY. For additional features, visit the drawdowns tool.


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Volatility

VIXM vs. VIXY - Volatility Comparison

The current volatility for ProShares VIX Mid-Term Futures ETF (VIXM) is 10.04%, while ProShares VIX Short-Term Futures ETF (VIXY) has a volatility of 19.05%. This indicates that VIXM experiences smaller price fluctuations and is considered to be less risky than VIXY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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