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FIXP vs. AGGH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIXP vs. AGGH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FolioBeyond Enhanced Fixed Income Premium ETF (FIXP) and Simplify Aggregate Bond ETF (AGGH). The values are adjusted to include any dividend payments, if applicable.

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FIXP vs. AGGH - Yearly Performance Comparison


Returns By Period

In the year-to-date period, FIXP achieves a -0.32% return, which is significantly lower than AGGH's 0.08% return.


FIXP

1D
0.67%
1M
-0.85%
YTD
-0.32%
6M
2.03%
1Y
4.17%
3Y*
5Y*
10Y*

AGGH

1D
0.17%
1M
-1.96%
YTD
0.08%
6M
1.93%
1Y
3.71%
3Y*
5.07%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FIXP vs. AGGH - Expense Ratio Comparison

FIXP has a 1.01% expense ratio, which is higher than AGGH's 0.33% expense ratio.


Return for Risk

FIXP vs. AGGH — Risk / Return Rank

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

FIXP
FIXP Risk / Return Rank: 6060
Overall Rank
FIXP Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
FIXP Sortino Ratio Rank: 5757
Sortino Ratio Rank
FIXP Omega Ratio Rank: 6060
Omega Ratio Rank
FIXP Calmar Ratio Rank: 6262
Calmar Ratio Rank
FIXP Martin Ratio Rank: 6464
Martin Ratio Rank

AGGH
AGGH Risk / Return Rank: 2626
Overall Rank
AGGH Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
AGGH Sortino Ratio Rank: 2424
Sortino Ratio Rank
AGGH Omega Ratio Rank: 2424
Omega Ratio Rank
AGGH Calmar Ratio Rank: 2828
Calmar Ratio Rank
AGGH Martin Ratio Rank: 2525
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FIXP vs. AGGH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FolioBeyond Enhanced Fixed Income Premium ETF (FIXP) and Simplify Aggregate Bond ETF (AGGH). 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.


FIXPAGGHDifference

Sharpe ratio

Return per unit of total volatility

1.07

0.43

+0.63

Sortino ratio

Return per unit of downside risk

1.53

0.66

+0.87

Omega ratio

Gain probability vs. loss probability

1.23

1.09

+0.14

Calmar ratio

Return relative to maximum drawdown

1.62

0.63

+0.99

Martin ratio

Return relative to average drawdown

6.56

1.71

+4.85

FIXP vs. AGGH - Sharpe Ratio Comparison

The current FIXP Sharpe Ratio is 1.07, which is higher than the AGGH Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of FIXP and AGGH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FIXPAGGHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

0.43

+0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.97

0.27

+0.71

Correlation

The correlation between FIXP and AGGH is 0.23, 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.


Dividends

FIXP vs. AGGH - Dividend Comparison

FIXP's dividend yield for the trailing twelve months is around 5.53%, less than AGGH's 7.57% yield.


TTM2025202420232022
FIXP
FolioBeyond Enhanced Fixed Income Premium ETF
5.53%5.27%0.00%0.00%0.00%
AGGH
Simplify Aggregate Bond ETF
7.57%7.54%8.97%9.51%2.11%

Drawdowns

FIXP vs. AGGH - Drawdown Comparison

The maximum FIXP drawdown since its inception was -3.42%, smaller than the maximum AGGH drawdown of -13.26%. Use the drawdown chart below to compare losses from any high point for FIXP and AGGH.


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Drawdown Indicators


FIXPAGGHDifference

Max Drawdown

Largest peak-to-trough decline

-3.42%

-13.26%

+9.84%

Max Drawdown (1Y)

Largest decline over 1 year

-2.57%

-6.50%

+3.93%

Current Drawdown

Current decline from peak

-1.19%

-1.96%

+0.77%

Average Drawdown

Average peak-to-trough decline

-0.56%

-4.57%

+4.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.67%

2.40%

-1.73%

Volatility

FIXP vs. AGGH - Volatility Comparison

The current volatility for FolioBeyond Enhanced Fixed Income Premium ETF (FIXP) is 1.59%, while Simplify Aggregate Bond ETF (AGGH) has a volatility of 1.87%. This indicates that FIXP experiences smaller price fluctuations and is considered to be less risky than AGGH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIXPAGGHDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.59%

1.87%

-0.28%

Volatility (6M)

Calculated over the trailing 6-month period

2.20%

3.49%

-1.29%

Volatility (1Y)

Calculated over the trailing 1-year period

3.93%

8.57%

-4.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.82%

8.58%

-4.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.82%

8.58%

-4.76%