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HFGM vs. FOXY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HFGM vs. FOXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Unlimited HFGM Global Macro ETF (HFGM) and Simplify Currency Strategy ETF (FOXY). The values are adjusted to include any dividend payments, if applicable.

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HFGM vs. FOXY - Yearly Performance Comparison


2026 (YTD)2025
HFGM
Unlimited HFGM Global Macro ETF
12.76%26.63%
FOXY
Simplify Currency Strategy ETF
12.37%18.71%

Returns By Period

The year-to-date returns for both stocks are quite close, with HFGM having a 12.76% return and FOXY slightly lower at 12.37%.


HFGM

1D
1.43%
1M
-4.15%
YTD
12.76%
6M
12.50%
1Y
3Y*
5Y*
10Y*

FOXY

1D
2.29%
1M
1.31%
YTD
12.37%
6M
12.98%
1Y
17.47%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HFGM vs. FOXY - Expense Ratio Comparison

HFGM has a 0.95% expense ratio, which is higher than FOXY's 0.81% expense ratio.


Return for Risk

HFGM vs. FOXY — Risk / Return Rank

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

HFGM

FOXY
FOXY Risk / Return Rank: 5454
Overall Rank
FOXY Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
FOXY Sortino Ratio Rank: 5252
Sortino Ratio Rank
FOXY Omega Ratio Rank: 6363
Omega Ratio Rank
FOXY Calmar Ratio Rank: 5050
Calmar Ratio Rank
FOXY Martin Ratio Rank: 4949
Martin Ratio Rank
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.

HFGM vs. FOXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Unlimited HFGM Global Macro ETF (HFGM) and Simplify Currency Strategy ETF (FOXY). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

HFGM vs. FOXY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


HFGMFOXYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

Sharpe Ratio (All Time)

Calculated using the full available price history

1.96

1.58

+0.39

Correlation

The correlation between HFGM and FOXY is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

HFGM vs. FOXY - Dividend Comparison

HFGM's dividend yield for the trailing twelve months is around 9.96%, more than FOXY's 6.49% yield.


Drawdowns

HFGM vs. FOXY - Drawdown Comparison

The maximum HFGM drawdown since its inception was -10.66%, smaller than the maximum FOXY drawdown of -13.09%. Use the drawdown chart below to compare losses from any high point for HFGM and FOXY.


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Drawdown Indicators


HFGMFOXYDifference

Max Drawdown

Largest peak-to-trough decline

-10.66%

-13.09%

+2.43%

Max Drawdown (1Y)

Largest decline over 1 year

-12.56%

Current Drawdown

Current decline from peak

-7.09%

-0.59%

-6.50%

Average Drawdown

Average peak-to-trough decline

-2.34%

-2.07%

-0.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.59%

Volatility

HFGM vs. FOXY - Volatility Comparison


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Volatility by Period


HFGMFOXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.42%

Volatility (6M)

Calculated over the trailing 6-month period

7.41%

Volatility (1Y)

Calculated over the trailing 1-year period

23.05%

16.07%

+6.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.05%

15.71%

+7.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.05%

15.71%

+7.34%