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

Correlation

The correlation between AGGH and HYGV is 0.09, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

AGGH vs. HYGV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify Aggregate Bond ETF (AGGH) and FlexShares High Yield Value-Scored US Bond Index Fund (HYGV). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

AGGH:

0.36

HYGV:

1.23

Sortino Ratio

AGGH:

0.65

HYGV:

1.80

Omega Ratio

AGGH:

1.08

HYGV:

1.29

Calmar Ratio

AGGH:

0.60

HYGV:

1.43

Martin Ratio

AGGH:

1.33

HYGV:

6.88

Ulcer Index

AGGH:

3.00%

HYGV:

1.16%

Daily Std Dev

AGGH:

9.72%

HYGV:

6.26%

Max Drawdown

AGGH:

-13.26%

HYGV:

-23.47%

Current Drawdown

AGGH:

-4.84%

HYGV:

-0.01%

Returns By Period

In the year-to-date period, AGGH achieves a 0.05% return, which is significantly lower than HYGV's 1.98% return.


AGGH

YTD

0.05%

1M

0.39%

6M

0.88%

1Y

3.51%

5Y*

N/A

10Y*

N/A

HYGV

YTD

1.98%

1M

3.17%

6M

2.27%

1Y

7.61%

5Y*

6.46%

10Y*

N/A

*Annualized

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AGGH vs. HYGV - Expense Ratio Comparison

AGGH has a 0.33% expense ratio, which is lower than HYGV's 0.37% expense ratio.


Risk-Adjusted Performance

AGGH vs. HYGV — 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 4141
Overall Rank
The Sharpe Ratio Rank of AGGH is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of AGGH is 3636
Sortino Ratio Rank
The Omega Ratio Rank of AGGH is 3232
Omega Ratio Rank
The Calmar Ratio Rank of AGGH is 6060
Calmar Ratio Rank
The Martin Ratio Rank of AGGH is 4040
Martin Ratio Rank

HYGV
The Risk-Adjusted Performance Rank of HYGV is 8888
Overall Rank
The Sharpe Ratio Rank of HYGV is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of HYGV is 8787
Sortino Ratio Rank
The Omega Ratio Rank of HYGV is 8989
Omega Ratio Rank
The Calmar Ratio Rank of HYGV is 8888
Calmar Ratio Rank
The Martin Ratio Rank of HYGV is 8989
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. HYGV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Aggregate Bond ETF (AGGH) and FlexShares High Yield Value-Scored US Bond Index Fund (HYGV). 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 AGGH Sharpe Ratio is 0.36, which is lower than the HYGV Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of AGGH and HYGV, 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

AGGH vs. HYGV - Dividend Comparison

AGGH's dividend yield for the trailing twelve months is around 8.10%, more than HYGV's 7.88% yield.


TTM2024202320222021202020192018
AGGH
Simplify Aggregate Bond ETF
8.10%8.97%9.51%2.11%0.00%0.00%0.00%0.00%
HYGV
FlexShares High Yield Value-Scored US Bond Index Fund
7.88%8.20%8.77%7.64%6.07%6.18%7.95%5.63%

Drawdowns

AGGH vs. HYGV - Drawdown Comparison

The maximum AGGH drawdown since its inception was -13.26%, smaller than the maximum HYGV drawdown of -23.47%. Use the drawdown chart below to compare losses from any high point for AGGH and HYGV. For additional features, visit the drawdowns tool.


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Volatility

AGGH vs. HYGV - Volatility Comparison

Simplify Aggregate Bond ETF (AGGH) has a higher volatility of 3.32% compared to FlexShares High Yield Value-Scored US Bond Index Fund (HYGV) at 2.28%. This indicates that AGGH's price experiences larger fluctuations and is considered to be riskier than HYGV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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