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PFIX vs. RING
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PFIX vs. RING - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify Interest Rate Hedge ETF (PFIX) and iShares MSCI Global Gold Miners ETF (RING). 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 -3.92% return, which is significantly higher than RING's -5.54% return.


PFIX

1D
-1.32%
1M
-9.30%
YTD
-3.92%
6M
-5.54%
1Y
-12.06%
3Y*
15.02%
5Y*
17.43%
10Y*

RING

1D
3.20%
1M
-8.50%
YTD
-5.54%
6M
-4.18%
1Y
54.08%
3Y*
44.87%
5Y*
18.76%
10Y*
13.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PFIX vs. RING - Yearly Performance Comparison


2026 (YTD)20252024202320222021
PFIX
Simplify Interest Rate Hedge ETF
-3.92%0.42%35.94%5.67%92.05%-24.98%
RING
iShares MSCI Global Gold Miners ETF
-5.54%164.72%15.98%12.29%-15.40%-11.92%

Correlation

The correlation between PFIX and RING is -0.16, 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

-0.16

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

-0.15

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

-0.14

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

-0.15

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Return for Risk

PFIX vs. RING — Risk / Return Rank

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

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

RING
RING Risk / Return Rank: 3636
Overall Rank
RING Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
RING Sortino Ratio Rank: 3434
Sortino Ratio Rank
RING Omega Ratio Rank: 3939
Omega Ratio Rank
RING Calmar Ratio Rank: 3636
Calmar Ratio Rank
RING Martin Ratio Rank: 3333
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.

PFIX vs. RING - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Interest Rate Hedge ETF (PFIX) and iShares MSCI Global Gold Miners ETF (RING). 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.


PFIXRINGDifference
Sharpe ratioReturn per unit of total volatility

-1.54

Sortino ratioReturn per unit of downside risk

-1.91

Omega ratioGain probability vs. loss probability

0.97

1.23

-0.26

Calmar ratioReturn relative to maximum drawdown

-0.40

1.59

-1.99

Martin ratioReturn relative to average drawdown

-0.62

4.45

-5.07

PFIX vs. RING - Sharpe Ratio Comparison

The current PFIX Sharpe Ratio is -0.34, which is lower than the RING Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of PFIX and RING, 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. RING - Drawdown Comparison

The maximum PFIX drawdown since its inception was -36.17%, smaller than the maximum RING drawdown of -79.47%. Use the drawdown chart below to compare losses from any high point for PFIX and RING.


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Drawdown Indicators


PFIXRINGDifference

Max Drawdown

Largest peak-to-trough decline

-36.17%

-79.47%

+43.30%

Max Drawdown (1Y)

Largest decline over 1 year

-25.64%

-35.72%

+10.08%

Max Drawdown (3Y)

Largest decline over 3 years

-36.17%

-35.72%

-0.45%

Max Drawdown (5Y)

Largest decline over 5 years

-36.17%

-47.94%

+11.77%

Max Drawdown (10Y)

Largest decline over 10 years

-52.04%

Current Drawdown

Current decline from peak

-20.78%

-30.03%

+9.25%

Average Drawdown

Average peak-to-trough decline

-17.13%

-47.36%

+30.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.52%

12.74%

+3.78%

Volatility

PFIX vs. RING - Volatility Comparison

The current volatility for Simplify Interest Rate Hedge ETF (PFIX) is 8.38%, while iShares MSCI Global Gold Miners ETF (RING) has a volatility of 16.83%. This indicates that PFIX experiences smaller price fluctuations and is considered to be less risky than RING based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PFIXRINGDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.38%

16.83%

-8.45%

Volatility (6M)

Calculated over the trailing 6-month period

21.22%

39.11%

-17.89%

Volatility (1Y)

Calculated over the trailing 1-year period

30.44%

47.31%

-16.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.52%

36.81%

+1.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.29%

36.70%

+1.59%

PFIX vs. RING - Expense Ratio Comparison

PFIX has a 0.50% expense ratio, which is higher than RING's 0.39% expense ratio.


Dividends

PFIX vs. RING - Dividend Comparison

PFIX's dividend yield for the trailing twelve months is around 10.11%, more than RING's 0.89% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
RING
iShares MSCI Global Gold Miners ETF
0.89%0.84%1.43%2.01%2.29%2.38%0.83%0.83%0.70%0.42%1.41%0.96%

Frequently Asked Questions


PFIX and RING have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RING has higher volatility (16.83%) compared to PFIX (8.38%). In terms of maximum drawdown, PFIX dropped -36.17% vs RING's -79.47%.

On 5-year performance, RING leads with 18.76% vs 17.43% for PFIX. On fees, RING is cheaper at 0.39% per year. On volatility, PFIX has been the lower-risk option at 8.38%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, RING has performed better with a 18.76% return vs 17.43%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

RING is cheaper with a 0.39% expense ratio, compared with 0.50% for PFIX.

PFIX has the higher dividend yield at 10.11%, compared with 0.89% for RING.

PFIX is categorized as Hedge Fund, while RING is Gold. They also come from different issuers: Simplify and iShares. Their fees differ too: 0.50% for PFIX and 0.39% for RING.

RING currently has the higher Sharpe Ratio (1.20 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.

Portfolio Optimizer

Find the right allocation for PFIX and RING

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