CMLIX vs. PFIX
CMLIX (Congress Large Cap Growth Fund) and PFIX (Simplify Interest Rate Hedge ETF) are both funds - CMLIX is a Large Cap Growth Equities fund managed by Congress, while PFIX is a Inverse Bonds fund actively managed by Simplify. Over the past 5 years, CMLIX returned 9.79%/yr vs 23.20%/yr for PFIX. Their -0.10 correlation means they have often moved in opposite directions in the past. CMLIX charges 0.68%/yr vs 0.50%/yr for PFIX.
Performance
CMLIX vs. PFIX - Performance Comparison
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Returns By Period
In the year-to-date period, CMLIX achieves a 3.05% return, which is significantly lower than PFIX's 10.66% return.
CMLIX
- 1D
- 2.30%
- 1M
- -1.59%
- 6M
- 3.24%
- YTD
- 3.05%
- 1Y
- 9.23%
- 3Y*
- 16.47%
- 5Y*
- 9.79%
- 10Y*
- 15.83%
- ALL TIME*
- 10.88%
PFIX
- 1D
- 3.06%
- 1M
- 17.72%
- 6M
- 11.49%
- YTD
- 10.66%
- 1Y
- 7.25%
- 3Y*
- 17.57%
- 5Y*
- 23.20%
- 10Y*
- —
- ALL TIME*
- 17.29%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $6.29M | $5.62M | $16.95M |
CMLIX vs. PFIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
CMLIX Congress Large Cap Growth Fund | 3.05% | 12.70% | 27.69% | 32.36% | -24.47% | 17.65% |
PFIX Simplify Interest Rate Hedge ETF | 10.66% | 0.42% | 35.94% | 5.67% | 92.05% | -24.98% |
Correlation
The correlation between CMLIX and PFIX is -0.25, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.25 |
Correlation (3Y) Balances recent behavior with more history. | -0.13 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.10 |
Correlation (All Time) Calculated using the full available price history since May 11, 2021 | -0.10 |
The correlation between CMLIX and PFIX shifts across timeframes, from -0.25 (1 year) to -0.10 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
CMLIX vs. PFIX — Risk / Return Rank
CMLIX
PFIX
CMLIX vs. PFIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Congress Large Cap Growth Fund (CMLIX) and Simplify Interest Rate Hedge ETF (PFIX). 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.
| CMLIX | PFIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.40 | ||
| Sortino ratioReturn per unit of downside risk | +0.43 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.04 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 0.54 | 0.10 | +0.44 |
| Martin ratioReturn relative to average drawdown | 1.90 | 0.15 | +1.75 |
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Drawdowns
CMLIX vs. PFIX - Drawdown Comparison
The maximum CMLIX drawdown since its inception was -30.32%, smaller than the maximum PFIX drawdown of -36.17%. Use the drawdown chart below to compare losses from any high point for CMLIX and PFIX.
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Drawdown Indicators
| CMLIX | PFIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.32% | -36.17% | +5.85% |
Max Drawdown (1Y)Largest decline over 1 year | -13.29% | -23.71% | +10.42% |
Max Drawdown (3Y)Largest decline over 3 years | -20.51% | -36.17% | +15.66% |
Max Drawdown (5Y)Largest decline over 5 years | -30.32% | -36.17% | +5.85% |
Max Drawdown (10Y)Largest decline over 10 years | -30.32% | — | — |
Current DrawdownCurrent decline from peak | -3.81% | -8.76% | +4.95% |
Average DrawdownAverage peak-to-trough decline | -7.26% | -17.19% | +9.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.74% | 15.42% | -11.68% |
Volatility
CMLIX vs. PFIX - Volatility Comparison
The current volatility for Congress Large Cap Growth Fund (CMLIX) is 4.44%, while Simplify Interest Rate Hedge ETF (PFIX) has a volatility of 7.75%. This indicates that CMLIX experiences smaller price fluctuations and is considered to be less risky than PFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CMLIX | PFIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.44% | 7.75% | -3.31% |
Volatility (6M)Calculated over the trailing 6-month period | 11.98% | 21.92% | -9.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.87% | 29.31% | -14.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.20% | 38.61% | -19.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.25% | 38.13% | -17.88% |
CMLIX vs. PFIX - Expense Ratio Comparison
CMLIX has a 0.68% expense ratio, which is higher than PFIX's 0.50% expense ratio.
Dividends
CMLIX vs. PFIX - Dividend Comparison
CMLIX's dividend yield for the trailing twelve months is around 7.06%, less than PFIX's 7.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CMLIX Congress Large Cap Growth Fund | 7.06% | 7.28% | 11.88% | 3.55% | 4.70% | 10.27% | 8.46% | 14.97% | 6.31% | 1.89% | 1.22% | 3.17% |
PFIX Simplify Interest Rate Hedge ETF | 7.82% | 9.92% | 3.40% | 87.92% | 0.63% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CMLIX and PFIX have a correlation of -0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PFIX has higher volatility (7.75%) compared to CMLIX (4.44%). In terms of maximum drawdown, CMLIX dropped -30.32% vs PFIX's -36.17%.
CMLIX currently has the higher Sharpe Ratio (0.48 vs 0.08), 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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