GFI vs. PFIX
GFI (Gold Fields Limited) is a stock, while PFIX (Simplify Interest Rate Hedge ETF) is Hedge Fund fund actively managed by Simplify. Over the past 5 years, GFI returned 32.03%/yr vs 17.43%/yr for PFIX. At a correlation of -0.18, they often move in opposite directions.
Performance
GFI vs. PFIX - Performance Comparison
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Returns By Period
In the year-to-date period, GFI achieves a -13.96% return, which is significantly lower than PFIX's -3.92% return.
GFI
- 1D
- 1.67%
- 1M
- -9.36%
- YTD
- -13.96%
- 6M
- -13.63%
- 1Y
- 47.65%
- 3Y*
- 39.19%
- 5Y*
- 32.03%
- 10Y*
- 27.45%
PFIX
- 1D
- -1.32%
- 1M
- -9.30%
- YTD
- -3.92%
- 6M
- -5.54%
- 1Y
- -12.06%
- 3Y*
- 15.02%
- 5Y*
- 17.43%
- 10Y*
- —
GFI vs. PFIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
GFI Gold Fields Limited | -13.96% | 240.42% | -6.27% | 44.90% | -2.61% | 7.77% |
PFIX Simplify Interest Rate Hedge ETF | -3.92% | 0.42% | 35.94% | 5.67% | 92.05% | -24.98% |
Correlation
The correlation between GFI and PFIX is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.18 |
Correlation (All Time) Calculated using the full available price history since May 11, 2021 | -0.18 |
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Return for Risk
GFI vs. PFIX — Risk / Return Rank
GFI
PFIX
GFI vs. PFIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Gold Fields Limited (GFI) 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.
| GFI | PFIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.18 | ||
| Sortino ratioReturn per unit of downside risk | +1.70 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 0.97 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 1.15 | -0.40 | +1.55 |
| Martin ratioReturn relative to average drawdown | 3.06 | -0.62 | +3.68 |
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Drawdowns
GFI vs. PFIX - Drawdown Comparison
The maximum GFI drawdown since its inception was -88.05%, which is greater than PFIX's maximum drawdown of -36.17%. Use the drawdown chart below to compare losses from any high point for GFI and PFIX.
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Drawdown Indicators
| GFI | PFIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.05% | -36.17% | -51.88% |
Max Drawdown (1Y)Largest decline over 1 year | -43.90% | -25.64% | -18.26% |
Max Drawdown (3Y)Largest decline over 3 years | -43.90% | -36.17% | -7.73% |
Max Drawdown (5Y)Largest decline over 5 years | -56.22% | -36.17% | -20.05% |
Max Drawdown (10Y)Largest decline over 10 years | -63.09% | — | — |
Current DrawdownCurrent decline from peak | -38.93% | -20.78% | -18.15% |
Average DrawdownAverage peak-to-trough decline | -44.25% | -17.13% | -27.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.51% | 16.52% | -0.01% |
Volatility
GFI vs. PFIX - Volatility Comparison
Gold Fields Limited (GFI) has a higher volatility of 17.70% compared to Simplify Interest Rate Hedge ETF (PFIX) at 8.38%. This indicates that GFI's price experiences larger fluctuations and is considered to be riskier 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
| GFI | PFIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.70% | 8.38% | +9.32% |
Volatility (6M)Calculated over the trailing 6-month period | 46.40% | 21.22% | +25.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 59.94% | 30.44% | +29.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 52.37% | 38.52% | +13.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 54.90% | 38.29% | +16.61% |
Dividends
GFI vs. PFIX - Dividend Comparison
GFI's dividend yield for the trailing twelve months is around 5.04%, less than PFIX's 10.11% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GFI Gold Fields Limited | 5.04% | 1.77% | 2.94% | 2.87% | 3.40% | 3.24% | 1.72% | 0.81% | 1.61% | 1.41% | 1.35% | 0.60% |
PFIX Simplify Interest Rate Hedge ETF | 10.11% | 9.92% | 3.40% | 87.92% | 0.63% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
GFI and PFIX have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GFI has higher volatility (17.70%) compared to PFIX (8.38%). In terms of maximum drawdown, GFI dropped -88.05% vs PFIX's -36.17%.
GFI currently has the higher Sharpe Ratio (0.85 vs -0.34), 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.
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