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DSTL vs. PFIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DSTL vs. PFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Distillate U.S. Fundamental Stability & Value ETF (DSTL) and Simplify Interest Rate Hedge ETF (PFIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DSTL achieves a 12.17% return, which is significantly higher than PFIX's 11.17% return.


DSTL

1D
0.71%
1M
5.80%
6M
9.62%
YTD
12.17%
1Y
22.14%
3Y*
13.93%
5Y*
10.62%
10Y*
ALL TIME*
14.56%

PFIX

1D
0.46%
1M
18.26%
6M
11.37%
YTD
11.17%
1Y
7.75%
3Y*
14.25%
5Y*
23.80%
10Y*
ALL TIME*
17.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$4.24M$3.68M$4.46M
$8.65M$6.17M$16.90M

DSTL vs. PFIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
DSTL
Distillate U.S. Fundamental Stability & Value ETF
12.17%8.71%12.78%22.71%-10.64%11.63%
PFIX
Simplify Interest Rate Hedge ETF
11.17%0.42%35.94%5.67%92.05%-24.98%

Correlation

The correlation between DSTL 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.

-0.20

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.13

Correlation (All Time)
Calculated using the full available price history since May 11, 2021

-0.12

The correlation between DSTL and PFIX shifts across timeframes, from -0.25 (1 year) to -0.12 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

DSTL vs. PFIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DSTL
DSTL Risk / Return Rank: 7171
Overall Rank
DSTL Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
DSTL Sortino Ratio Rank: 7777
Sortino Ratio Rank
DSTL Omega Ratio Rank: 6969
Omega Ratio Rank
DSTL Calmar Ratio Rank: 7474
Calmar Ratio Rank
DSTL Martin Ratio Rank: 6262
Martin Ratio Rank

PFIX
PFIX Risk / Return Rank: 1717
Overall Rank
PFIX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
PFIX Sortino Ratio Rank: 1919
Sortino Ratio Rank
PFIX Omega Ratio Rank: 1717
Omega Ratio Rank
PFIX Calmar Ratio Rank: 1717
Calmar Ratio Rank
PFIX Martin Ratio Rank: 1414
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DSTL vs. PFIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Distillate U.S. 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.

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.


DSTLPFIXDifference
Sharpe ratioReturn per unit of total volatility

+1.41

Sortino ratioReturn per unit of downside risk

+1.94

Omega ratioGain probability vs. loss probability

1.30

1.07

+0.23

Calmar ratioReturn relative to maximum drawdown

2.68

0.33

+2.35

Martin ratioReturn relative to average drawdown

7.71

0.50

+7.20

DSTL vs. PFIX - Sharpe Ratio Comparison

The current DSTL Sharpe Ratio is 1.68, which is higher than the PFIX Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of DSTL and PFIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DSTL vs. PFIX - Drawdown Comparison

The maximum DSTL drawdown since its inception was -33.09%, smaller than the maximum PFIX drawdown of -36.17%. Use the drawdown chart below to compare losses from any high point for DSTL and PFIX.


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Drawdown Indicators


DSTLPFIXDifference

Max Drawdown

Largest peak-to-trough decline

-33.09%

-36.17%

+3.08%

Max Drawdown (1Y)

Largest decline over 1 year

-8.30%

-23.71%

+15.41%

Max Drawdown (3Y)

Largest decline over 3 years

-16.92%

-36.17%

+19.25%

Max Drawdown (5Y)

Largest decline over 5 years

-20.10%

-36.17%

+16.07%

Current Drawdown

Current decline from peak

-1.81%

-8.34%

+6.53%

Average Drawdown

Average peak-to-trough decline

-4.11%

-17.19%

+13.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

15.40%

-12.52%

Volatility

DSTL vs. PFIX - Volatility Comparison

The current volatility for Distillate U.S. Fundamental Stability & Value ETF (DSTL) is 6.13%, while Simplify Interest Rate Hedge ETF (PFIX) has a volatility of 7.75%. 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.


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Volatility by Period


DSTLPFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.13%

7.75%

-1.62%

Volatility (6M)

Calculated over the trailing 6-month period

10.61%

21.85%

-11.24%

Volatility (1Y)

Calculated over the trailing 1-year period

13.26%

28.94%

-15.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.00%

38.62%

-22.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.39%

38.12%

-18.73%

DSTL vs. PFIX - Expense Ratio Comparison

DSTL has a 0.39% expense ratio, which is lower than PFIX's 0.50% expense ratio.


Dividends

DSTL vs. PFIX - Dividend Comparison

DSTL's dividend yield for the trailing twelve months is around 1.13%, less than PFIX's 7.78% yield.


PositionTTM2025202420232022202120202019
DSTL
Distillate U.S. Fundamental Stability & Value ETF
1.13%1.31%1.34%1.30%1.35%1.01%0.83%0.97%
PFIX
Simplify Interest Rate Hedge ETF
7.78%9.92%3.40%87.92%0.63%0.00%0.00%0.00%

Frequently Asked Questions


DSTL 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 DSTL (6.13%). In terms of maximum drawdown, DSTL dropped -33.09% vs PFIX's -36.17%.

On 5-year performance, PFIX leads with 23.80% vs 10.62% for DSTL. On fees, DSTL is cheaper at 0.39% per year. On volatility, DSTL has been the lower-risk option at 6.13%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, PFIX has performed better with a 23.80% return vs 10.62%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DSTL is cheaper with a 0.39% expense ratio, compared with 0.50% for PFIX.

PFIX has the higher dividend yield at 7.78%, compared with 1.13% for DSTL.

DSTL is categorized as Large Cap Value Equities, while PFIX is Inverse Bonds. They also come from different issuers: Distillate and Simplify. Their fees differ too: 0.39% for DSTL and 0.50% for PFIX.

DSTL currently has the higher Sharpe Ratio (1.68 vs 0.27), 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.

Portfolio Optimizer

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