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

Correlation

The correlation between AGGH and MTBA is 0.15, 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. MTBA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify Aggregate Bond ETF (AGGH) and Simplify MBS ETF (MTBA). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

AGGH:

0.36

MTBA:

1.08

Sortino Ratio

AGGH:

0.65

MTBA:

1.69

Omega Ratio

AGGH:

1.08

MTBA:

1.21

Calmar Ratio

AGGH:

0.60

MTBA:

1.29

Martin Ratio

AGGH:

1.33

MTBA:

3.24

Ulcer Index

AGGH:

3.00%

MTBA:

1.39%

Daily Std Dev

AGGH:

9.72%

MTBA:

3.81%

Max Drawdown

AGGH:

-13.26%

MTBA:

-3.48%

Current Drawdown

AGGH:

-4.84%

MTBA:

-0.89%

Returns By Period

In the year-to-date period, AGGH achieves a 0.05% return, which is significantly lower than MTBA's 2.08% return.


AGGH

YTD

0.05%

1M

0.39%

6M

0.88%

1Y

3.51%

5Y*

N/A

10Y*

N/A

MTBA

YTD

2.08%

1M

0.20%

6M

2.30%

1Y

4.32%

5Y*

N/A

10Y*

N/A

*Annualized

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AGGH vs. MTBA - Expense Ratio Comparison

AGGH has a 0.33% expense ratio, which is higher than MTBA's 0.15% expense ratio.


Risk-Adjusted Performance

AGGH vs. MTBA — 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

MTBA
The Risk-Adjusted Performance Rank of MTBA is 8282
Overall Rank
The Sharpe Ratio Rank of MTBA is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of MTBA is 8585
Sortino Ratio Rank
The Omega Ratio Rank of MTBA is 8080
Omega Ratio Rank
The Calmar Ratio Rank of MTBA is 8686
Calmar Ratio Rank
The Martin Ratio Rank of MTBA is 7373
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. MTBA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Aggregate Bond ETF (AGGH) and Simplify MBS ETF (MTBA). 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 MTBA Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of AGGH and MTBA, 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. MTBA - Dividend Comparison

AGGH's dividend yield for the trailing twelve months is around 8.10%, more than MTBA's 6.03% yield.


TTM202420232022
AGGH
Simplify Aggregate Bond ETF
8.10%8.97%9.51%2.11%
MTBA
Simplify MBS ETF
6.03%6.03%0.48%0.00%

Drawdowns

AGGH vs. MTBA - Drawdown Comparison

The maximum AGGH drawdown since its inception was -13.26%, which is greater than MTBA's maximum drawdown of -3.48%. Use the drawdown chart below to compare losses from any high point for AGGH and MTBA. For additional features, visit the drawdowns tool.


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Volatility

AGGH vs. MTBA - Volatility Comparison

Simplify Aggregate Bond ETF (AGGH) has a higher volatility of 3.32% compared to Simplify MBS ETF (MTBA) at 1.23%. This indicates that AGGH's price experiences larger fluctuations and is considered to be riskier than MTBA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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