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MJUS vs. PFIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MJUS and PFIX is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.0

Performance

MJUS vs. PFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETFMG U.S. Alternative Harvest ETF (MJUS) and Simplify Interest Rate Hedge ETF (PFIX). The values are adjusted to include any dividend payments, if applicable.

-100.00%-50.00%0.00%50.00%100.00%NovemberDecember2025FebruaryMarchApril
-91.92%
68.62%
MJUS
PFIX

Key characteristics

Returns By Period


MJUS

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

PFIX

YTD

-12.81%

1M

-6.33%

6M

4.97%

1Y

-3.99%

5Y*

N/A

10Y*

N/A

*Annualized

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MJUS vs. PFIX - Expense Ratio Comparison

MJUS has a 0.75% expense ratio, which is higher than PFIX's 0.50% expense ratio.


MJUS
ETFMG U.S. Alternative Harvest ETF
Expense ratio chart for MJUS: current value is 0.75%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
MJUS: 0.75%
Expense ratio chart for PFIX: current value is 0.50%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PFIX: 0.50%

Risk-Adjusted Performance

MJUS vs. PFIX — Risk-Adjusted Performance Rank

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

MJUS
The Risk-Adjusted Performance Rank of MJUS is 11
Overall Rank
The Sharpe Ratio Rank of MJUS is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of MJUS is 00
Sortino Ratio Rank
The Omega Ratio Rank of MJUS is 00
Omega Ratio Rank
The Calmar Ratio Rank of MJUS is 11
Calmar Ratio Rank
The Martin Ratio Rank of MJUS is 00
Martin Ratio Rank

PFIX
The Risk-Adjusted Performance Rank of PFIX is 4747
Overall Rank
The Sharpe Ratio Rank of PFIX is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of PFIX is 5555
Sortino Ratio Rank
The Omega Ratio Rank of PFIX is 5151
Omega Ratio Rank
The Calmar Ratio Rank of PFIX is 4343
Calmar Ratio Rank
The Martin Ratio Rank of PFIX is 4545
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MJUS vs. PFIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ETFMG U.S. Alternative Harvest ETF (MJUS) 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.


Sharpe ratio
The chart of Sharpe ratio for MJUS, currently valued at -1.00, compared to the broader market-1.000.001.002.003.004.005.00
MJUS: -1.00
PFIX: -0.06
The chart of Sortino ratio for MJUS, currently valued at -1.69, compared to the broader market-2.000.002.004.006.008.0010.00
MJUS: -1.69
PFIX: 0.21
The chart of Omega ratio for MJUS, currently valued at 0.75, compared to the broader market0.501.001.502.002.50
MJUS: 0.75
PFIX: 1.02
The chart of Calmar ratio for MJUS, currently valued at -0.71, compared to the broader market0.005.0010.0015.00
MJUS: -0.71
PFIX: -0.06
The chart of Martin ratio for MJUS, currently valued at -1.38, compared to the broader market0.0020.0040.0060.0080.00
MJUS: -1.38
PFIX: -0.15


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-1.00
-0.06
MJUS
PFIX

Dividends

MJUS vs. PFIX - Dividend Comparison

MJUS has not paid dividends to shareholders, while PFIX's dividend yield for the trailing twelve months is around 4.10%.


TTM2024202320222021
MJUS
ETFMG U.S. Alternative Harvest ETF
4.03%8.85%0.00%0.00%0.00%
PFIX
Simplify Interest Rate Hedge ETF
4.10%3.40%80.99%0.63%0.00%

Drawdowns

MJUS vs. PFIX - Drawdown Comparison


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-92.38%
-25.57%
MJUS
PFIX

Volatility

MJUS vs. PFIX - Volatility Comparison

The current volatility for ETFMG U.S. Alternative Harvest ETF (MJUS) is 0.00%, while Simplify Interest Rate Hedge ETF (PFIX) has a volatility of 10.96%. This indicates that MJUS experiences smaller price fluctuations and is considered to be less risky than PFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril0
10.96%
MJUS
PFIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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