PFIX vs. DSTL
Compare and contrast key facts about Simplify Interest Rate Hedge ETF (PFIX) and Distillate US Fundamental Stability & Value ETF (DSTL).
PFIX and DSTL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PFIX is an actively managed fund by Simplify Asset Management Inc.. It was launched on May 10, 2021. DSTL is a passively managed fund by Distillate Capital that tracks the performance of the Distillate U.S. Fundamental Stability & Value Index. It was launched on Oct 24, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PFIX or DSTL.
Performance
PFIX vs. DSTL - Performance Comparison
Returns By Period
In the year-to-date period, PFIX achieves a 30.57% return, which is significantly higher than DSTL's 15.59% return.
PFIX
30.57%
9.67%
7.43%
-0.44%
N/A
N/A
DSTL
15.59%
-1.58%
8.10%
25.10%
15.05%
N/A
Key characteristics
| PFIX | DSTL | |
|---|---|---|
| Sharpe Ratio | -0.04 | 2.24 |
| Sortino Ratio | 0.25 | 3.25 |
| Omega Ratio | 1.03 | 1.39 |
| Calmar Ratio | -0.04 | 4.22 |
| Martin Ratio | -0.10 | 10.05 |
| Ulcer Index | 15.70% | 2.49% |
| Daily Std Dev | 40.94% | 11.20% |
| Max Drawdown | -39.52% | -33.10% |
| Current Drawdown | -18.01% | -3.05% |
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PFIX vs. DSTL - Expense Ratio Comparison
PFIX has a 0.50% expense ratio, which is higher than DSTL's 0.39% expense ratio.
Correlation
The correlation between PFIX and DSTL is -0.10. 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.
Risk-Adjusted Performance
PFIX vs. DSTL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Simplify Interest Rate Hedge ETF (PFIX) and Distillate US Fundamental Stability & Value ETF (DSTL). 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.
Dividends
PFIX vs. DSTL - Dividend Comparison
PFIX's dividend yield for the trailing twelve months is around 65.31%, more than DSTL's 1.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
PFIX Simplify Interest Rate Hedge ETF | 65.31% | 80.99% | 0.63% | 0.00% | 0.00% | 0.00% | 0.00% |
DSTL Distillate US Fundamental Stability & Value ETF | 1.28% | 1.30% | 1.35% | 1.02% | 0.83% | 0.97% | 0.45% |
Drawdowns
PFIX vs. DSTL - Drawdown Comparison
The maximum PFIX drawdown since its inception was -39.52%, which is greater than DSTL's maximum drawdown of -33.10%. Use the drawdown chart below to compare losses from any high point for PFIX and DSTL. For additional features, visit the drawdowns tool.
Volatility
PFIX vs. DSTL - Volatility Comparison
Simplify Interest Rate Hedge ETF (PFIX) has a higher volatility of 13.23% compared to Distillate US Fundamental Stability & Value ETF (DSTL) at 3.63%. This indicates that PFIX's price experiences larger fluctuations and is considered to be riskier than DSTL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.