GOLF vs. PFIX
GOLF (Acushnet Holdings Corp.) is a stock, while PFIX (Simplify Interest Rate Hedge ETF) is Inverse Bonds fund actively managed by Simplify. Over the past 5 years, GOLF returned 16.26%/yr vs 23.20%/yr for PFIX. Their -0.11 correlation means they have often moved in opposite directions in the past.
Performance
GOLF vs. PFIX - Performance Comparison
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Returns By Period
In the year-to-date period, GOLF achieves a 27.57% return, which is significantly higher than PFIX's 10.66% return.
GOLF
- 1D
- 0.88%
- 1M
- -13.86%
- 6M
- 5.04%
- YTD
- 27.57%
- 1Y
- 32.78%
- 3Y*
- 21.05%
- 5Y*
- 16.26%
- 10Y*
- —
- ALL TIME*
- 22.15%
PFIX
- 1D
- 3.06%
- 1M
- 17.72%
- 6M
- 11.49%
- YTD
- 10.66%
- 1Y
- 7.25%
- 3Y*
- 17.57%
- 5Y*
- 23.20%
- 10Y*
- —
- ALL TIME*
- 17.29%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $28.41M | $30.75M | $35.80M | |
| $6.29M | $5.62M | $16.95M |
GOLF vs. PFIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
GOLF Acushnet Holdings Corp. | 27.57% | 14.09% | 13.96% | 51.02% | -18.69% | 3.53% |
PFIX Simplify Interest Rate Hedge ETF | 10.66% | 0.42% | 35.94% | 5.67% | 92.05% | -24.98% |
Correlation
The correlation between GOLF and PFIX is -0.22, 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. | -0.22 |
Correlation (3Y) Balances recent behavior with more history. | -0.17 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.12 |
Correlation (All Time) Calculated using the full available price history since May 11, 2021 | -0.11 |
The correlation between GOLF and PFIX shifts across timeframes, from -0.22 (1 year) to -0.11 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
GOLF vs. PFIX — Risk / Return Rank
GOLF
PFIX
GOLF vs. PFIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Acushnet Holdings Corp. (GOLF) 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.
| GOLF | PFIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.91 | ||
| Sortino ratioReturn per unit of downside risk | +1.23 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.04 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.63 | 0.10 | +1.53 |
| Martin ratioReturn relative to average drawdown | 4.39 | 0.15 | +4.24 |
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Drawdowns
GOLF vs. PFIX - Drawdown Comparison
The maximum GOLF drawdown since its inception was -35.46%, roughly equal to the maximum PFIX drawdown of -36.17%. Use the drawdown chart below to compare losses from any high point for GOLF and PFIX.
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Drawdown Indicators
| GOLF | PFIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.46% | -36.17% | +0.71% |
Max Drawdown (1Y)Largest decline over 1 year | -17.93% | -23.71% | +5.78% |
Max Drawdown (3Y)Largest decline over 3 years | -25.49% | -36.17% | +10.68% |
Max Drawdown (5Y)Largest decline over 5 years | -33.37% | -36.17% | +2.80% |
Current DrawdownCurrent decline from peak | -14.56% | -8.76% | -5.80% |
Average DrawdownAverage peak-to-trough decline | -9.32% | -17.19% | +7.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.63% | 15.42% | -8.79% |
Volatility
GOLF vs. PFIX - Volatility Comparison
Acushnet Holdings Corp. (GOLF) and Simplify Interest Rate Hedge ETF (PFIX) have volatilities of 7.88% and 7.75%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GOLF | PFIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.88% | 7.75% | +0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 22.89% | 21.92% | +0.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.39% | 29.31% | +0.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.68% | 38.61% | -6.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.50% | 38.13% | -6.63% |
Dividends
GOLF vs. PFIX - Dividend Comparison
GOLF's dividend yield for the trailing twelve months is around 1.21%, less than PFIX's 7.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
GOLF Acushnet Holdings Corp. | 1.21% | 1.49% | 1.21% | 1.23% | 1.70% | 1.24% | 1.53% | 1.72% | 2.47% | 2.28% |
PFIX Simplify Interest Rate Hedge ETF | 7.82% | 9.92% | 3.40% | 87.92% | 0.63% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
GOLF and PFIX have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GOLF has higher volatility (7.88%) compared to PFIX (7.75%). In terms of maximum drawdown, GOLF dropped -35.46% vs PFIX's -36.17%.
GOLF currently has the higher Sharpe Ratio (0.99 vs 0.08), 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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