ARDC vs. SVOL
ARDC (Ares Dynamic Credit Allocation Fund, Inc.) is a stock, while SVOL (Simplify Volatility Premium ETF) is Volatility fund actively managed by Simplify. Over the past 5 years, ARDC returned 4.88%/yr vs 6.94%/yr for SVOL. Their 0.32 correlation means their historical movements had little consistent relationship.
Performance
ARDC vs. SVOL - Performance Comparison
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Returns By Period
In the year-to-date period, ARDC achieves a -0.97% return, which is significantly lower than SVOL's 1.82% return.
ARDC
- 1D
- 0.32%
- 1M
- -2.17%
- 6M
- -2.88%
- YTD
- -0.97%
- 1Y
- -4.12%
- 3Y*
- 9.45%
- 5Y*
- 4.88%
- 10Y*
- 7.88%
- ALL TIME*
- 5.60%
SVOL
- 1D
- 1.15%
- 1M
- 0.58%
- 6M
- 0.98%
- YTD
- 1.82%
- 1Y
- 18.14%
- 3Y*
- 5.94%
- 5Y*
- 6.94%
- 10Y*
- —
- ALL TIME*
- 7.96%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.13M | $1.55M | $1.50M | |
| $4.50M | $3.83M | $4.52M |
ARDC vs. SVOL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ARDC Ares Dynamic Credit Allocation Fund, Inc. | -0.97% | -3.10% | 21.05% | 32.35% | -22.21% | 11.09% |
SVOL Simplify Volatility Premium ETF | 1.82% | 2.41% | 6.77% | 22.88% | -3.30% | 12.70% |
Correlation
The correlation between ARDC and SVOL is 0.27, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.27 |
Correlation (3Y) Balances recent behavior with more history. | 0.29 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.33 |
Correlation (All Time) Calculated using the full available price history since May 13, 2021 | 0.32 |
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Return for Risk
ARDC vs. SVOL — Risk / Return Rank
ARDC
SVOL
ARDC vs. SVOL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ares Dynamic Credit Allocation Fund, Inc. (ARDC) and Simplify Volatility Premium ETF (SVOL). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ARDC | SVOL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.40 | ||
| Sortino ratioReturn per unit of downside risk | -2.00 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.18 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | -0.30 | 1.37 | -1.67 |
| Martin ratioReturn relative to average drawdown | -0.58 | 4.00 | -4.58 |
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Drawdowns
ARDC vs. SVOL - Drawdown Comparison
The maximum ARDC drawdown since its inception was -45.40%, which is greater than SVOL's maximum drawdown of -33.50%. Use the drawdown chart below to compare losses from any high point for ARDC and SVOL.
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Drawdown Indicators
| ARDC | SVOL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.40% | -33.50% | -11.90% |
Max Drawdown (1Y)Largest decline over 1 year | -15.57% | -11.42% | -4.15% |
Max Drawdown (3Y)Largest decline over 3 years | -19.78% | -33.50% | +13.72% |
Max Drawdown (5Y)Largest decline over 5 years | -26.48% | -33.50% | +7.02% |
Max Drawdown (10Y)Largest decline over 10 years | -45.40% | — | — |
Current DrawdownCurrent decline from peak | -8.50% | -1.33% | -7.17% |
Average DrawdownAverage peak-to-trough decline | -6.65% | -4.68% | -1.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.01% | 3.92% | +4.09% |
Volatility
ARDC vs. SVOL - Volatility Comparison
The current volatility for Ares Dynamic Credit Allocation Fund, Inc. (ARDC) is 2.49%, while Simplify Volatility Premium ETF (SVOL) has a volatility of 4.16%. This indicates that ARDC experiences smaller price fluctuations and is considered to be less risky than SVOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ARDC | SVOL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.49% | 4.16% | -1.67% |
Volatility (6M)Calculated over the trailing 6-month period | 7.50% | 9.66% | -2.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.61% | 17.23% | -7.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.78% | 21.96% | -8.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.86% | 21.74% | -4.88% |
ARDC vs. SVOL - Expense Ratio Comparison
ARDC has a 0.00% expense ratio, which is lower than SVOL's 0.50% expense ratio.
Dividends
ARDC vs. SVOL - Dividend Comparison
ARDC's dividend yield for the trailing twelve months is around 10.90%, less than SVOL's 22.14% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARDC Ares Dynamic Credit Allocation Fund, Inc. | 10.90% | 10.19% | 9.33% | 9.85% | 10.31% | 7.16% | 8.40% | 8.40% | 9.35% | 7.58% | 8.45% | 10.51% |
SVOL Simplify Volatility Premium ETF | 22.14% | 19.82% | 16.79% | 16.36% | 18.32% | 4.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ARDC and SVOL have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SVOL has higher volatility (4.16%) compared to ARDC (2.49%). In terms of maximum drawdown, ARDC dropped -45.40% vs SVOL's -33.50%.
SVOL currently has the higher Sharpe Ratio (0.91 vs -0.49), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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