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PFIX vs. DBMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PFIX vs. DBMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify Interest Rate Hedge ETF (PFIX) and iMGP DBi Managed Futures Strategy ETF (DBMF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PFIX achieves a 7.38% return, which is significantly lower than DBMF's 10.90% return.


PFIX

1D
2.32%
1M
17.13%
6M
10.24%
YTD
7.38%
1Y
-2.54%
3Y*
17.55%
5Y*
22.46%
10Y*
ALL TIME*
16.63%

DBMF

1D
-0.61%
1M
0.75%
6M
3.08%
YTD
10.90%
1Y
27.12%
3Y*
9.24%
5Y*
8.28%
10Y*
ALL TIME*
9.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$54.82M$50.25M$49.72M
$5.18M$5.68M$17.00M

PFIX vs. DBMF - Yearly Performance Comparison


2026 (YTD)20252024202320222021
PFIX
Simplify Interest Rate Hedge ETF
7.38%0.42%35.94%5.67%92.05%-24.98%
DBMF
iMGP DBi Managed Futures Strategy ETF
10.90%13.85%7.24%-8.94%21.61%-0.12%

Correlation

The correlation between PFIX and DBMF is -0.02, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.02

Correlation (3Y)
Balances recent behavior with more history.

0.19

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.26

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

0.25

The correlation between PFIX and DBMF shifts across timeframes, from -0.02 (1 year) to 0.26 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

PFIX vs. DBMF — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PFIX
PFIX Risk / Return Rank: 1010
Overall Rank
PFIX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
PFIX Sortino Ratio Rank: 1010
Sortino Ratio Rank
PFIX Omega Ratio Rank: 1010
Omega Ratio Rank
PFIX Calmar Ratio Rank: 1010
Calmar Ratio Rank
PFIX Martin Ratio Rank: 1010
Martin Ratio Rank

DBMF
DBMF Risk / Return Rank: 9191
Overall Rank
DBMF Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
DBMF Sortino Ratio Rank: 8787
Sortino Ratio Rank
DBMF Omega Ratio Rank: 9292
Omega Ratio Rank
DBMF Calmar Ratio Rank: 9393
Calmar Ratio Rank
DBMF Martin Ratio Rank: 9292
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PFIX vs. DBMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Interest Rate Hedge ETF (PFIX) and iMGP DBi Managed Futures Strategy ETF (DBMF). 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.


PFIXDBMFDifference
Sharpe ratioReturn per unit of total volatility

-2.24

Sortino ratioReturn per unit of downside risk

-2.75

Omega ratioGain probability vs. loss probability

1.01

1.44

-0.43

Calmar ratioReturn relative to maximum drawdown

-0.11

4.46

-4.57

Martin ratioReturn relative to average drawdown

-0.17

15.20

-15.37

PFIX vs. DBMF - Sharpe Ratio Comparison

The current PFIX Sharpe Ratio is -0.09, which is lower than the DBMF Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of PFIX and DBMF, 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

PFIX vs. DBMF - Drawdown Comparison

The maximum PFIX drawdown since its inception was -36.17%, which is greater than DBMF's maximum drawdown of -20.39%. Use the drawdown chart below to compare losses from any high point for PFIX and DBMF.


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Drawdown Indicators


PFIXDBMFDifference

Max Drawdown

Largest peak-to-trough decline

-36.17%

-20.39%

-15.78%

Max Drawdown (1Y)

Largest decline over 1 year

-23.71%

-6.10%

-17.61%

Max Drawdown (3Y)

Largest decline over 3 years

-36.17%

-15.60%

-20.57%

Max Drawdown (5Y)

Largest decline over 5 years

-36.17%

-20.39%

-15.78%

Current Drawdown

Current decline from peak

-11.47%

-2.06%

-9.41%

Average Drawdown

Average peak-to-trough decline

-17.20%

-6.48%

-10.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.44%

1.79%

+13.65%

Volatility

PFIX vs. DBMF - Volatility Comparison

Simplify Interest Rate Hedge ETF (PFIX) has a higher volatility of 7.53% compared to iMGP DBi Managed Futures Strategy ETF (DBMF) at 2.33%. This indicates that PFIX's price experiences larger fluctuations and is considered to be riskier than DBMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PFIXDBMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.53%

2.33%

+5.20%

Volatility (6M)

Calculated over the trailing 6-month period

21.75%

9.81%

+11.94%

Volatility (1Y)

Calculated over the trailing 1-year period

29.15%

12.70%

+16.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.60%

12.44%

+26.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.12%

12.36%

+25.76%

PFIX vs. DBMF - Expense Ratio Comparison

PFIX has a 0.50% expense ratio, which is lower than DBMF's 0.85% expense ratio.


Dividends

PFIX vs. DBMF - Dividend Comparison

PFIX's dividend yield for the trailing twelve months is around 8.06%, more than DBMF's 5.13% yield.


PositionTTM2025202420232022202120202019
DBMF
iMGP DBi Managed Futures Strategy ETF
5.13%5.91%5.75%2.91%7.72%10.38%0.86%9.35%
PFIX
Simplify Interest Rate Hedge ETF
8.06%9.92%3.40%87.92%0.63%0.00%0.00%0.00%

Frequently Asked Questions


PFIX and DBMF have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PFIX has higher volatility (7.53%) compared to DBMF (2.33%). In terms of maximum drawdown, PFIX dropped -36.17% vs DBMF's -20.39%.

On 5-year performance, PFIX leads with 22.46% vs 8.28% for DBMF. On fees, PFIX is cheaper at 0.50% per year. On volatility, DBMF has been the lower-risk option at 2.33%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, PFIX has performed better with a 22.46% return vs 8.28%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PFIX is cheaper with a 0.50% expense ratio, compared with 0.85% for DBMF.

PFIX has the higher dividend yield at 8.06%, compared with 5.13% for DBMF.

PFIX is categorized as Inverse Bonds, while DBMF is Systematic Trend. They also come from different issuers: Simplify and iMGP. Their fees differ too: 0.50% for PFIX and 0.85% for DBMF.

DBMF currently has the higher Sharpe Ratio (2.15 vs -0.09), 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.

Portfolio Optimizer

Find the right allocation for PFIX and DBMF

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