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PFE vs. PFIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PFE vs. PFIX - Performance Comparison

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

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Returns By Period

In the year-to-date period, PFE achieves a 8.79% return, which is significantly higher than PFIX's -3.92% return.


PFE

1D
0.15%
1M
3.47%
YTD
8.79%
6M
4.79%
1Y
14.27%
3Y*
-7.78%
5Y*
-3.35%
10Y*
2.11%

PFIX

1D
-1.32%
1M
-9.30%
YTD
-3.92%
6M
-5.54%
1Y
-12.06%
3Y*
15.02%
5Y*
17.43%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PFE vs. PFIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
PFE
Pfizer Inc.
8.79%0.65%-2.22%-41.26%-10.41%50.80%
PFIX
Simplify Interest Rate Hedge ETF
-3.92%0.42%35.94%5.67%92.05%-24.98%

Correlation

The correlation between PFE and PFIX is -0.11, 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

-0.11

Correlation (3Y)
Calculated over the trailing 3-year period

-0.13

Correlation (5Y)
Calculated over the trailing 5-year period

-0.11

Correlation (All Time)
Calculated using the full available price history since May 11, 2021

-0.11

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Return for Risk

PFE vs. PFIX — Risk / Return Rank

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

PFE
PFE Risk / Return Rank: 6060
Overall Rank
PFE Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
PFE Sortino Ratio Rank: 5656
Sortino Ratio Rank
PFE Omega Ratio Rank: 5454
Omega Ratio Rank
PFE Calmar Ratio Rank: 6666
Calmar Ratio Rank
PFE Martin Ratio Rank: 6464
Martin Ratio Rank

PFIX
PFIX Risk / Return Rank: 66
Overall Rank
PFIX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
PFIX Sortino Ratio Rank: 77
Sortino Ratio Rank
PFIX Omega Ratio Rank: 77
Omega Ratio Rank
PFIX Calmar Ratio Rank: 66
Calmar Ratio Rank
PFIX Martin Ratio Rank: 77
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.

PFE vs. PFIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pfizer Inc. (PFE) 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.


PFEPFIXDifference
Sharpe ratioReturn per unit of total volatility

+0.88

Sortino ratioReturn per unit of downside risk

+1.28

Omega ratioGain probability vs. loss probability

1.12

0.97

+0.15

Calmar ratioReturn relative to maximum drawdown

1.13

-0.40

+1.53

Martin ratioReturn relative to average drawdown

2.27

-0.62

+2.89

PFE vs. PFIX - Sharpe Ratio Comparison

The current PFE Sharpe Ratio is 0.54, which is higher than the PFIX Sharpe Ratio of -0.34. The chart below compares the historical Sharpe Ratios of PFE 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.


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Drawdowns

PFE vs. PFIX - Drawdown Comparison

The maximum PFE drawdown since its inception was -69.24%, which is greater than PFIX's maximum drawdown of -36.17%. Use the drawdown chart below to compare losses from any high point for PFE and PFIX.


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Drawdown Indicators


PFEPFIXDifference

Max Drawdown

Largest peak-to-trough decline

-69.24%

-36.17%

-33.07%

Max Drawdown (1Y)

Largest decline over 1 year

-11.47%

-25.64%

+14.17%

Max Drawdown (3Y)

Largest decline over 3 years

-40.43%

-36.17%

-4.26%

Max Drawdown (5Y)

Largest decline over 5 years

-58.96%

-36.17%

-22.79%

Max Drawdown (10Y)

Largest decline over 10 years

-58.96%

Current Drawdown

Current decline from peak

-45.68%

-20.78%

-24.90%

Average Drawdown

Average peak-to-trough decline

-22.90%

-17.13%

-5.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.70%

16.52%

-10.82%

Volatility

PFE vs. PFIX - Volatility Comparison

The current volatility for Pfizer Inc. (PFE) is 5.07%, while Simplify Interest Rate Hedge ETF (PFIX) has a volatility of 8.38%. This indicates that PFE 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.


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Volatility by Period


PFEPFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.07%

8.38%

-3.31%

Volatility (6M)

Calculated over the trailing 6-month period

14.62%

21.22%

-6.60%

Volatility (1Y)

Calculated over the trailing 1-year period

23.84%

30.44%

-6.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.48%

38.52%

-13.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.89%

38.29%

-14.40%

Dividends

PFE vs. PFIX - Dividend Comparison

PFE's dividend yield for the trailing twelve months is around 6.56%, less than PFIX's 10.11% yield.


PositionTTM20252024202320222021202020192018201720162015
PFE
Pfizer Inc.
6.56%6.91%6.33%5.70%3.12%2.64%3.92%3.68%3.12%3.53%3.69%3.47%
PFIX
Simplify Interest Rate Hedge ETF
10.11%9.92%3.40%87.92%0.63%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


PFE and PFIX have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PFIX has higher volatility (8.38%) compared to PFE (5.07%). In terms of maximum drawdown, PFE dropped -69.24% vs PFIX's -36.17%.

PFE currently has the higher Sharpe Ratio (0.54 vs -0.34), 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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