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FTBD vs. PFIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FTBD vs. PFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Tactical Bond ETF (FTBD) 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, FTBD achieves a 0.53% return, which is significantly lower than PFIX's 7.38% return.


FTBD

1D
0.18%
1M
-1.22%
6M
0.01%
YTD
0.53%
1Y
3.96%
3Y*
4.75%
5Y*
10Y*
ALL TIME*
4.04%

PFIX

1D
2.32%
1M
17.13%
6M
10.24%
YTD
7.38%
1Y
-2.54%
3Y*
17.55%
5Y*
22.46%
10Y*
ALL TIME*
16.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$232.55K$230.39K$183.28K
$5.18M$5.68M$17.00M

FTBD vs. PFIX - Yearly Performance Comparison


2026 (YTD)202520242023
FTBD
Fidelity Tactical Bond ETF
0.53%8.35%1.77%3.65%
PFIX
Simplify Interest Rate Hedge ETF
7.38%0.42%35.94%25.30%

Correlation

The correlation between FTBD and PFIX is -0.64, 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.

-0.64

Correlation (3Y)
Balances recent behavior with more history.

-0.79

Correlation (All Time)
Calculated using the full available price history since Jan 26, 2023

-0.76

The correlation between FTBD and PFIX shifts across timeframes, from -0.79 (3 years) to -0.64 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

FTBD vs. PFIX — Risk / Return Rank

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

FTBD
FTBD Risk / Return Rank: 3838
Overall Rank
FTBD Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
FTBD Sortino Ratio Rank: 3737
Sortino Ratio Rank
FTBD Omega Ratio Rank: 3535
Omega Ratio Rank
FTBD Calmar Ratio Rank: 3939
Calmar Ratio Rank
FTBD Martin Ratio Rank: 4040
Martin Ratio Rank

PFIX
PFIX Risk / Return Rank: 1010
Overall Rank
PFIX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
PFIX Sortino Ratio Rank: 1010
Sortino Ratio Rank
PFIX Omega Ratio Rank: 1010
Omega Ratio Rank
PFIX Calmar Ratio Rank: 1010
Calmar Ratio Rank
PFIX Martin Ratio Rank: 1010
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.

FTBD vs. PFIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Tactical Bond ETF (FTBD) 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.


FTBDPFIXDifference
Sharpe ratioReturn per unit of total volatility

+1.02

Sortino ratioReturn per unit of downside risk

+1.27

Omega ratioGain probability vs. loss probability

1.16

1.01

+0.15

Calmar ratioReturn relative to maximum drawdown

1.33

-0.11

+1.44

Martin ratioReturn relative to average drawdown

4.16

-0.17

+4.32

FTBD vs. PFIX - Sharpe Ratio Comparison

The current FTBD Sharpe Ratio is 0.93, which is higher than the PFIX Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of FTBD 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

FTBD vs. PFIX - Drawdown Comparison

The maximum FTBD drawdown since its inception was -6.98%, smaller than the maximum PFIX drawdown of -36.17%. Use the drawdown chart below to compare losses from any high point for FTBD and PFIX.


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Drawdown Indicators


FTBDPFIXDifference

Max Drawdown

Largest peak-to-trough decline

-6.98%

-36.17%

+29.19%

Max Drawdown (1Y)

Largest decline over 1 year

-2.98%

-23.71%

+20.73%

Max Drawdown (3Y)

Largest decline over 3 years

-5.34%

-36.17%

+30.83%

Max Drawdown (5Y)

Largest decline over 5 years

-36.17%

Current Drawdown

Current decline from peak

-1.60%

-11.47%

+9.87%

Average Drawdown

Average peak-to-trough decline

-1.55%

-17.20%

+15.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

15.44%

-14.49%

Volatility

FTBD vs. PFIX - Volatility Comparison

The current volatility for Fidelity Tactical Bond ETF (FTBD) is 1.38%, while Simplify Interest Rate Hedge ETF (PFIX) has a volatility of 7.53%. This indicates that FTBD 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


FTBDPFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.38%

7.53%

-6.15%

Volatility (6M)

Calculated over the trailing 6-month period

3.44%

21.75%

-18.31%

Volatility (1Y)

Calculated over the trailing 1-year period

4.28%

29.15%

-24.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.81%

38.60%

-32.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.81%

38.12%

-32.31%

FTBD vs. PFIX - Expense Ratio Comparison

FTBD has a 0.55% expense ratio, which is higher than PFIX's 0.50% expense ratio.


Dividends

FTBD vs. PFIX - Dividend Comparison

FTBD's dividend yield for the trailing twelve months is around 5.07%, less than PFIX's 8.06% yield.


PositionTTM20252024202320222021
FTBD
Fidelity Tactical Bond ETF
5.07%5.04%4.76%4.69%0.00%0.00%
PFIX
Simplify Interest Rate Hedge ETF
8.06%9.92%3.40%87.92%0.63%0.00%

Frequently Asked Questions


FTBD and PFIX have a correlation of -0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PFIX has higher volatility (7.53%) compared to FTBD (1.38%). In terms of maximum drawdown, FTBD dropped -6.98% vs PFIX's -36.17%.

On 3-year performance, PFIX leads with 17.55% vs 4.75% for FTBD. On fees, PFIX is cheaper at 0.50% per year. On volatility, FTBD has been the lower-risk option at 1.38%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, PFIX has performed better with a 17.55% return vs 4.75%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PFIX is cheaper with a 0.50% expense ratio, compared with 0.55% for FTBD.

PFIX has the higher dividend yield at 8.06%, compared with 5.07% for FTBD.

FTBD is categorized as Nontraditional Bonds, while PFIX is Inverse Bonds. They also come from different issuers: Fidelity and Simplify. Their fees differ too: 0.55% for FTBD and 0.50% for PFIX.

FTBD currently has the higher Sharpe Ratio (0.93 vs -0.09), 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

Find the right allocation for FTBD and PFIX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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