GOLF vs. PFIX

Last updated Jun 4, 2026

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 12.78%/yr vs 16.86%/yr for PFIX. At a correlation of -0.11, they often move in opposite directions.

Performance

GOLF vs. PFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Acushnet Holdings Corp. (GOLF) and Simplify Interest Rate Hedge ETF (PFIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GOLF achieves a 10.26% return, which is significantly higher than PFIX's -2.55% return.

GOLF

• 1D: -0.82%
• 1M: -6.06%
• YTD: 10.26%
• 6M: 5.34%
• 1Y: 28.07%
• 3Y*: 24.38%
• 5Y*: 12.78%
• 10Y*: —

PFIX

• 1D: 0.36%
• 1M: -3.76%
• YTD: -2.55%
• 6M: 1.53%
• 1Y: -15.57%
• 3Y*: 14.54%
• 5Y*: 16.86%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

GOLF vs. PFIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
GOLF Acushnet Holdings Corp.	10.26%	14.09%	13.96%	51.02%	-18.69%	5.21%
PFIX Simplify Interest Rate Hedge ETF	-2.55%	0.42%	35.94%	5.67%	92.05%	-24.95%

Correlation

The correlation between GOLF and PFIX is -0.16, 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	-0.16
Correlation (3Y) Calculated over the trailing 3-year period	-0.16
Correlation (5Y) Calculated over the trailing 5-year period	-0.11
Correlation (All Time) Calculated using the full available price history since May 12, 2021	-0.11

Return for Risk

GOLF vs. PFIX — Risk / Return Rank

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

GOLF

GOLF Risk / Return Rank: 68
GOLF Sharpe Ratio Rank: 72
GOLF Sortino Ratio Rank: 66
GOLF Omega Ratio Rank: 63
GOLF Calmar Ratio Rank: 69
GOLF Martin Ratio Rank: 71

PFIX

PFIX Risk / Return Rank: 4
PFIX Sharpe Ratio Rank: 4
PFIX Sortino Ratio Rank: 4
PFIX Omega Ratio Rank: 4
PFIX Calmar Ratio Rank: 4
PFIX Martin Ratio Rank: 4

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.

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.

	GOLF	PFIX	Difference
Sharpe ratio: Return per unit of total volatility	1.03	-0.52	+1.55
Sortino ratio: Return per unit of downside risk	1.55	-0.58	+2.14
Omega ratio: Gain probability vs. loss probability	1.19	0.93	+0.25
Calmar ratio: Return relative to maximum drawdown	1.57	-0.61	+2.18
Martin ratio: Return relative to average drawdown	4.08	-0.96	+5.04
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GOLF vs. PFIX - Sharpe Ratio Comparison

The current GOLF Sharpe Ratio is 1.03, which is higher than the PFIX Sharpe Ratio of -0.52. The chart below compares the historical Sharpe Ratios of GOLF 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.

Sharpe Ratios by Period

	GOLF	PFIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.03	-0.52	+1.55
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.41	0.44	-0.03
Sharpe Ratio (All Time) Calculated using the full available price history	0.64	0.39	+0.25

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.

Drawdown Indicators

	GOLF	PFIX	Difference
Max Drawdown Largest 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 Drawdown Current decline from peak	-14.79%	-19.65%	+4.86%
Average Drawdown Average peak-to-trough decline	-9.38%	-17.13%	+7.75%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.89%	16.35%	-9.46%

Volatility

GOLF vs. PFIX - Volatility Comparison

Acushnet Holdings Corp. (GOLF) has a higher volatility of 12.28% compared to Simplify Interest Rate Hedge ETF (PFIX) at 7.51%. 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.

Volatility by Period

	GOLF	PFIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.28%	7.51%	+4.77%
Volatility (6M) Calculated over the trailing 6-month period	19.94%	20.89%	-0.95%
Volatility (1Y) Calculated over the trailing 1-year period	27.44%	30.32%	-2.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	31.16%	38.50%	-7.34%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	31.36%	38.35%	-6.99%

Dividends

GOLF vs. PFIX - Dividend Comparison

GOLF's dividend yield for the trailing twelve months is around 1.38%, less than PFIX's 9.96% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
GOLF Acushnet Holdings Corp.	1.38%	1.49%	1.21%	1.23%	1.70%	1.24%	1.53%	1.72%	2.47%	2.28%
PFIX Simplify Interest Rate Hedge ETF	9.96%	9.92%	3.40%	87.92%	0.63%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both GOLF and PFIX in my portfolio?

GOLF and PFIX have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GOLF or PFIX?

GOLF has higher volatility (12.28%) compared to PFIX (7.51%). In terms of maximum drawdown, GOLF dropped -35.46% vs PFIX's -36.17%.

Which has better risk-adjusted returns?

GOLF currently has the higher Sharpe Ratio (1.03 vs -0.52), 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.