DSTL vs. PFIX
Compare and contrast key facts about Distillate US Fundamental Stability & Value ETF (DSTL) and Simplify Interest Rate Hedge ETF (PFIX).
DSTL and PFIX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DSTL is a passively managed fund by Distillate Capital that tracks the performance of the Distillate U.S. Fundamental Stability & Value Index. It was launched on Oct 24, 2018. PFIX is an actively managed fund by Simplify Asset Management Inc.. It was launched on May 10, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DSTL or PFIX.
Key characteristics
| DSTL | PFIX | |
|---|---|---|
| YTD Return | 19.22% | 22.93% |
| 1Y Return | 31.96% | -10.78% |
| 3Y Return (Ann) | 10.85% | 29.59% |
| Sharpe Ratio | 3.00 | -0.27 |
| Sortino Ratio | 4.34 | -0.12 |
| Omega Ratio | 1.53 | 0.99 |
| Calmar Ratio | 5.71 | -0.27 |
| Martin Ratio | 13.64 | -0.63 |
| Ulcer Index | 2.48% | 17.13% |
| Daily Std Dev | 11.22% | 40.99% |
| Max Drawdown | -33.10% | -39.52% |
| Current Drawdown | 0.00% | -22.80% |
Correlation
The correlation between DSTL and PFIX is -0.09. 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
DSTL vs. PFIX - Performance Comparison
In the year-to-date period, DSTL achieves a 19.22% return, which is significantly lower than PFIX's 22.93% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DSTL vs. PFIX - Expense Ratio Comparison
DSTL has a 0.39% expense ratio, which is lower than PFIX's 0.50% expense ratio.
Risk-Adjusted Performance
DSTL vs. PFIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Distillate US Fundamental Stability & Value ETF (DSTL) 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.
Dividends
DSTL vs. PFIX - Dividend Comparison
DSTL's dividend yield for the trailing twelve months is around 1.24%, less than PFIX's 69.37% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
DSTL Distillate US Fundamental Stability & Value ETF | 1.24% | 1.30% | 1.35% | 1.02% | 0.83% | 0.97% | 0.45% |
PFIX Simplify Interest Rate Hedge ETF | 69.37% | 80.99% | 0.63% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DSTL vs. PFIX - Drawdown Comparison
The maximum DSTL drawdown since its inception was -33.10%, smaller than the maximum PFIX drawdown of -39.52%. Use the drawdown chart below to compare losses from any high point for DSTL and PFIX. For additional features, visit the drawdowns tool.
Volatility
DSTL vs. PFIX - Volatility Comparison
The current volatility for Distillate US Fundamental Stability & Value ETF (DSTL) is 3.42%, while Simplify Interest Rate Hedge ETF (PFIX) has a volatility of 13.67%. This indicates that DSTL 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.