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DSTL vs. PFIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DSTL and PFIX is 0.40, 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

DSTL vs. PFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Distillate US 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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Key characteristics

Daily Std Dev

DSTL:

12.25%

PFIX:

40.42%

Max Drawdown

DSTL:

-1.00%

PFIX:

-1.93%

Current Drawdown

DSTL:

-0.45%

PFIX:

-0.76%

Returns By Period


DSTL

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

PFIX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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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 Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DSTL
The Risk-Adjusted Performance Rank of DSTL is 3535
Overall Rank
The Sharpe Ratio Rank of DSTL is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of DSTL is 3535
Sortino Ratio Rank
The Omega Ratio Rank of DSTL is 3333
Omega Ratio Rank
The Calmar Ratio Rank of DSTL is 3838
Calmar Ratio Rank
The Martin Ratio Rank of DSTL is 3636
Martin Ratio Rank

PFIX
The Risk-Adjusted Performance Rank of PFIX is 6363
Overall Rank
The Sharpe Ratio Rank of PFIX is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of PFIX is 7171
Sortino Ratio Rank
The Omega Ratio Rank of PFIX is 5959
Omega Ratio Rank
The Calmar Ratio Rank of PFIX is 6666
Calmar Ratio Rank
The Martin Ratio Rank of PFIX is 5959
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.

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.



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Dividends

DSTL vs. PFIX - Dividend Comparison

DSTL's dividend yield for the trailing twelve months is around 1.50%, while PFIX has not paid dividends to shareholders.


TTM2024202320222021202020192018
DSTL
Distillate US Fundamental Stability & Value ETF
1.50%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PFIX
Simplify Interest Rate Hedge ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DSTL vs. PFIX - Drawdown Comparison

The maximum DSTL drawdown since its inception was -1.00%, smaller than the maximum PFIX drawdown of -1.93%. Use the drawdown chart below to compare losses from any high point for DSTL and PFIX. For additional features, visit the drawdowns tool.


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Volatility

DSTL vs. PFIX - Volatility Comparison


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