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AGGH vs. GPIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AGGH and GPIX is -0.80. 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

AGGH vs. GPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify Aggregate Bond ETF (AGGH) and Goldman Sachs S&P 500 Core Premium Income ETF (GPIX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

AGGH:

12.19%

GPIX:

18.02%

Max Drawdown

AGGH:

-1.18%

GPIX:

-17.50%

Current Drawdown

AGGH:

-0.98%

GPIX:

-6.86%

Returns By Period


AGGH

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

GPIX

YTD

-2.98%

1M

5.25%

6M

-3.77%

1Y

9.46%

5Y*

N/A

10Y*

N/A

*Annualized

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AGGH vs. GPIX - Expense Ratio Comparison

AGGH has a 0.33% expense ratio, which is higher than GPIX's 0.29% expense ratio.


Risk-Adjusted Performance

AGGH vs. GPIX — Risk-Adjusted Performance Rank

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

AGGH
The Risk-Adjusted Performance Rank of AGGH is 5858
Overall Rank
The Sharpe Ratio Rank of AGGH is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of AGGH is 5656
Sortino Ratio Rank
The Omega Ratio Rank of AGGH is 5050
Omega Ratio Rank
The Calmar Ratio Rank of AGGH is 7676
Calmar Ratio Rank
The Martin Ratio Rank of AGGH is 5555
Martin Ratio Rank

GPIX
The Risk-Adjusted Performance Rank of GPIX is 7070
Overall Rank
The Sharpe Ratio Rank of GPIX is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of GPIX is 6868
Sortino Ratio Rank
The Omega Ratio Rank of GPIX is 7373
Omega Ratio Rank
The Calmar Ratio Rank of GPIX is 7474
Calmar Ratio Rank
The Martin Ratio Rank of GPIX is 7272
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.

AGGH vs. GPIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Aggregate Bond ETF (AGGH) and Goldman Sachs S&P 500 Core Premium Income ETF (GPIX). 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.



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Dividends

AGGH vs. GPIX - Dividend Comparison

AGGH has not paid dividends to shareholders, while GPIX's dividend yield for the trailing twelve months is around 8.84%.


TTM20242023
AGGH
Simplify Aggregate Bond ETF
0.00%0.00%0.00%
GPIX
Goldman Sachs S&P 500 Core Premium Income ETF
8.84%7.46%1.40%

Drawdowns

AGGH vs. GPIX - Drawdown Comparison

The maximum AGGH drawdown since its inception was -1.18%, smaller than the maximum GPIX drawdown of -17.50%. Use the drawdown chart below to compare losses from any high point for AGGH and GPIX. For additional features, visit the drawdowns tool.


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Volatility

AGGH vs. GPIX - Volatility Comparison


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