PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
VIXM vs. ^VIX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between VIXM and ^VIX is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

VIXM vs. ^VIX - Performance Comparison

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

0.00%50.00%100.00%AugustSeptemberOctoberNovemberDecember2025
-0.88%
0.48%
VIXM
^VIX

Key characteristics

Sharpe Ratio

VIXM:

-0.31

^VIX:

0.17

Sortino Ratio

VIXM:

-0.22

^VIX:

1.55

Omega Ratio

VIXM:

0.97

^VIX:

1.19

Calmar Ratio

VIXM:

-0.13

^VIX:

0.29

Martin Ratio

VIXM:

-0.63

^VIX:

0.60

Ulcer Index

VIXM:

19.31%

^VIX:

41.43%

Daily Std Dev

VIXM:

39.50%

^VIX:

146.56%

Max Drawdown

VIXM:

-96.23%

^VIX:

-88.70%

Current Drawdown

VIXM:

-96.04%

^VIX:

-79.93%

Returns By Period

In the year-to-date period, VIXM achieves a -0.35% return, which is significantly higher than ^VIX's -4.32% return. Over the past 10 years, VIXM has underperformed ^VIX with an annualized return of -14.32%, while ^VIX has yielded a comparatively higher -2.22% annualized return.


VIXM

YTD

-0.35%

1M

-0.76%

6M

-0.48%

1Y

-13.04%

5Y*

-6.20%

10Y*

-14.32%

^VIX

YTD

-4.32%

1M

4.60%

6M

4.21%

1Y

12.24%

5Y*

6.30%

10Y*

-2.22%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

VIXM vs. ^VIX — 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 55
Overall Rank
The Sharpe Ratio Rank of VIXM is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of VIXM is 55
Sortino Ratio Rank
The Omega Ratio Rank of VIXM is 55
Omega Ratio Rank
The Calmar Ratio Rank of VIXM is 55
Calmar Ratio Rank
The Martin Ratio Rank of VIXM is 55
Martin Ratio Rank

^VIX
The Risk-Adjusted Performance Rank of ^VIX is 3333
Overall Rank
The Sharpe Ratio Rank of ^VIX is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of ^VIX is 5555
Sortino Ratio Rank
The Omega Ratio Rank of ^VIX is 5050
Omega Ratio Rank
The Calmar Ratio Rank of ^VIX is 2727
Calmar Ratio Rank
The Martin Ratio Rank of ^VIX is 1717
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. ^VIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares VIX Mid-Term Futures ETF (VIXM) and CBOE Volatility Index (^VIX). 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.


Sharpe ratio
The chart of Sharpe ratio for VIXM, currently valued at -0.21, compared to the broader market0.002.004.00-0.210.17
The chart of Sortino ratio for VIXM, currently valued at -0.05, compared to the broader market-2.000.002.004.006.008.0010.00-0.051.55
The chart of Omega ratio for VIXM, currently valued at 0.99, compared to the broader market0.501.001.502.002.503.000.991.19
The chart of Calmar ratio for VIXM, currently valued at -0.09, compared to the broader market0.005.0010.0015.00-0.090.29
The chart of Martin ratio for VIXM, currently valued at -0.42, compared to the broader market0.0020.0040.0060.0080.00100.00-0.420.60
VIXM
^VIX

The current VIXM Sharpe Ratio is -0.31, which is lower than the ^VIX Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of VIXM and ^VIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00AugustSeptemberOctoberNovemberDecember2025
-0.21
0.17
VIXM
^VIX

Drawdowns

VIXM vs. ^VIX - Drawdown Comparison

The maximum VIXM drawdown since its inception was -96.23%, which is greater than ^VIX's maximum drawdown of -88.70%. Use the drawdown chart below to compare losses from any high point for VIXM and ^VIX. For additional features, visit the drawdowns tool.


-100.00%-90.00%-80.00%-70.00%-60.00%-50.00%AugustSeptemberOctoberNovemberDecember2025
-96.04%
-79.93%
VIXM
^VIX

Volatility

VIXM vs. ^VIX - Volatility Comparison

The current volatility for ProShares VIX Mid-Term Futures ETF (VIXM) is 12.02%, while CBOE Volatility Index (^VIX) has a volatility of 43.88%. This indicates that VIXM experiences smaller price fluctuations and is considered to be less risky than ^VIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%20.00%40.00%60.00%80.00%AugustSeptemberOctoberNovemberDecember2025
12.02%
43.88%
VIXM
^VIX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab