GOLF vs. PFIX
GOLF (Acushnet Holdings Corp.) is a stock, while PFIX (Simplify Interest Rate Hedge ETF) is Hedge Fund fund actively managed by Simplify. Over the past 5 years, GOLF returned 18.61%/yr vs 20.64%/yr for PFIX. At a correlation of -0.11, they often move in opposite directions.
Performance
GOLF vs. PFIX - Performance Comparison
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Returns By Period
In the year-to-date period, GOLF achieves a 37.49% return, which is significantly higher than PFIX's -0.95% return.
GOLF
- 1D
- -1.40%
- 1M
- 11.19%
- 6M
- 24.71%
- YTD
- 37.49%
- 1Y
- 41.94%
- 3Y*
- 26.52%
- 5Y*
- 18.61%
- 10Y*
- —
PFIX
- 1D
- 0.47%
- 1M
- 3.10%
- 6M
- 0.73%
- YTD
- -0.95%
- 1Y
- -9.65%
- 3Y*
- 16.45%
- 5Y*
- 20.64%
- 10Y*
- —
GOLF vs. PFIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
GOLF Acushnet Holdings Corp. | 37.49% | 14.09% | 13.96% | 51.02% | -18.69% | 3.53% |
PFIX Simplify Interest Rate Hedge ETF | -0.95% | 0.42% | 35.94% | 5.67% | 92.05% | -24.98% |
Correlation
The correlation between GOLF and PFIX is -0.19, 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 | -0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.12 |
Correlation (All Time) Calculated using the full available price history since May 11, 2021 | -0.11 |
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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 | +1.78 | ||
| Sortino ratioReturn per unit of downside risk | +2.42 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 0.97 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 2.35 | -0.38 | +2.73 |
| Martin ratioReturn relative to average drawdown | 5.91 | -0.56 | +6.46 |
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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% | -25.64% | +7.71% |
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 | -7.92% | -18.33% | +10.41% |
Average DrawdownAverage peak-to-trough decline | -9.32% | -17.21% | +7.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.12% | 17.30% | -10.18% |
Volatility
GOLF vs. PFIX - Volatility Comparison
Acushnet Holdings Corp. (GOLF) has a higher volatility of 11.96% compared to Simplify Interest Rate Hedge ETF (PFIX) at 9.44%. This indicates that GOLF'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
| GOLF | PFIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.96% | 9.44% | +2.52% |
Volatility (6M)Calculated over the trailing 6-month period | 22.61% | 22.16% | +0.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.16% | 29.34% | -0.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.63% | 38.55% | -6.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.51% | 38.20% | -6.69% |
Dividends
GOLF vs. PFIX - Dividend Comparison
GOLF's dividend yield for the trailing twelve months is around 1.13%, less than PFIX's 9.78% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
GOLF Acushnet Holdings Corp. | 1.13% | 1.49% | 1.21% | 1.23% | 1.70% | 1.24% | 1.53% | 1.72% | 2.47% | 2.28% |
PFIX Simplify Interest Rate Hedge ETF | 9.78% | 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 -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GOLF has higher volatility (11.96%) compared to PFIX (9.44%). In terms of maximum drawdown, GOLF dropped -35.46% vs PFIX's -36.17%.
GOLF currently has the higher Sharpe Ratio (1.45 vs -0.33), 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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