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PFIX vs. WTMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

PFIX vs. WTMF

Last updated Jun 4, 2026

PFIX (Simplify Interest Rate Hedge ETF) and WTMF (WisdomTree Managed Futures Strategy Fund) are both Hedge Fund funds. PFIX is actively managed, while WTMF is passively managed. Over the past 5 years, PFIX returned 16.86%/yr vs 6.17%/yr for WTMF. At a correlation of -0.03, they often move in opposite directions. PFIX charges 0.50%/yr vs 0.65%/yr for WTMF.

Performance

PFIX vs. WTMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify Interest Rate Hedge ETF (PFIX) and WisdomTree Managed Futures Strategy Fund (WTMF). 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 -2.55% return, which is significantly lower than WTMF's 8.50% return.

PFIX

1D
0.36%
1M
-3.76%
YTD
-2.55%
6M
1.53%
1Y
-15.57%
3Y*
14.54%
5Y*
16.86%
10Y*
—

WTMF

1D
-0.02%
1M
1.05%
YTD
8.50%
6M
8.44%
1Y
22.55%
3Y*
9.77%
5Y*
6.17%
10Y*
3.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PFIX vs. WTMF - Yearly Performance Comparison

2026 (YTD)20252024202320222021
PFIX
Simplify Interest Rate Hedge ETF		-2.55%0.42%35.94%5.67%92.05%-24.95%
WTMF
WisdomTree Managed Futures Strategy Fund		8.50%12.17%3.20%16.72%-6.52%-2.60%

Correlation

The correlation between PFIX and WTMF is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.03

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

-0.07

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

-0.03

Correlation (All Time)
Calculated using the full available price history since May 12, 2021

-0.03

PFIX vs. WTMF - Sectors Allocation Comparison

Sectors
PFIX
WTMF

Financial Services

32.2%
15.8%

Basic Materials

-

4.8%

Communication Services

-

2.4%

Consumer Cyclical

-

8.4%

Consumer Defensive

-

2.4%

Energy

-

6.1%

Healthcare

-

16.5%

Industrials

-

17.7%

Real Estate

-

6.1%

Technology

-

17.0%

Utilities

-

2.9%

Financial Services

PFIX
32.2%
WTMF
15.8%

Basic Materials

PFIX

-

WTMF
4.8%

Communication Services

PFIX

-

WTMF
2.4%

Consumer Cyclical

PFIX

-

WTMF
8.4%

Consumer Defensive

PFIX

-

WTMF
2.4%

Energy

PFIX

-

WTMF
6.1%

Healthcare

PFIX

-

WTMF
16.5%

Industrials

PFIX

-

WTMF
17.7%

Real Estate

PFIX

-

WTMF
6.1%

Technology

PFIX

-

WTMF
17.0%

Utilities

PFIX

-

WTMF
2.9%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Simplify Interest Rate Hedge ETF

WisdomTree Managed Futures Strategy Fund

Often compared with PFIX:
PFIX vs. TBTPFIX vs. RFIXPFIX vs. DBMFPFIX vs. YCSPFIX vs. SPYPFIX vs. SGOVPFIX vs. TTT
Often compared with WTMF:
WTMF vs. DBMFWTMF vs. CTAWTMF vs. KMLMWTMF vs. SPYWTMF vs. VOOWTMF vs. FMFWTMF vs. OILK

Return for Risk

PFIX vs. WTMF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
PFIX
PFIX Risk / Return Rank: 44
Overall Rank
PFIX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
PFIX Sortino Ratio Rank: 44
Sortino Ratio Rank
PFIX Omega Ratio Rank: 44
Omega Ratio Rank
PFIX Calmar Ratio Rank: 44
Calmar Ratio Rank
PFIX Martin Ratio Rank: 44
Martin Ratio Rank
WTMF
WTMF Risk / Return Rank: 8585
Overall Rank
WTMF Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
WTMF Sortino Ratio Rank: 7979
Sortino Ratio Rank
WTMF Omega Ratio Rank: 8383
Omega Ratio Rank
WTMF Calmar Ratio Rank: 9090
Calmar Ratio Rank
WTMF Martin Ratio Rank: 9393
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. WTMF - Risk-Adjusted Trends Comparison

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

PFIXWTMFDifference
Sharpe ratioReturn per unit of total volatility
-0.52
2.62

-3.14

Sortino ratioReturn per unit of downside risk
-0.58
3.60

-4.19

Omega ratioGain probability vs. loss probability

0.93

1.51

-0.58

Calmar ratioReturn relative to maximum drawdown

-0.61

5.61

-6.22

Martin ratioReturn relative to average drawdown

-0.96

25.08

-26.03

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PFIX vs. WTMF - Sharpe Ratio Comparison

The current PFIX Sharpe Ratio is -0.52, which is lower than the WTMF Sharpe Ratio of 2.62. The chart below compares the historical Sharpe Ratios of PFIX and WTMF, 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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Sharpe Ratios by Period

PFIXWTMFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.52

2.62

-3.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.66

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.41

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.15

+0.24

Drawdowns

PFIX vs. WTMF - Drawdown Comparison

The maximum PFIX drawdown since its inception was -36.17%, which is greater than WTMF's maximum drawdown of -30.79%. Use the drawdown chart below to compare losses from any high point for PFIX and WTMF.

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Drawdown Indicators

PFIXWTMFDifference

Max Drawdown

Largest peak-to-trough decline

-36.17%

-30.79%

-5.38%

Max Drawdown (1Y)

Largest decline over 1 year

-25.64%

-4.04%

-21.60%

Max Drawdown (3Y)

Largest decline over 3 years

-36.17%

-9.93%

-26.24%

Max Drawdown (5Y)

Largest decline over 5 years

-36.17%

-13.21%

-22.96%

Max Drawdown (10Y)

Largest decline over 10 years

—

-15.99%

—

Current Drawdown

Current decline from peak

-19.65%

-0.13%

-19.52%

Average Drawdown

Average peak-to-trough decline

-17.13%

-17.71%

+0.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.35%

0.90%

+15.45%

Volatility

PFIX vs. WTMF - Volatility Comparison

Simplify Interest Rate Hedge ETF (PFIX) has a higher volatility of 7.51% compared to WisdomTree Managed Futures Strategy Fund (WTMF) at 1.61%. This indicates that PFIX's price experiences larger fluctuations and is considered to be riskier than WTMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

PFIXWTMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.51%

1.61%

+5.90%

Volatility (6M)

Calculated over the trailing 6-month period

20.89%

6.84%

+14.05%

Volatility (1Y)

Calculated over the trailing 1-year period

30.32%

8.63%

+21.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.50%

9.46%

+29.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.35%

8.07%

+30.28%

PFIX vs. WTMF - Expense Ratio Comparison

PFIX has a 0.50% expense ratio, which is lower than WTMF's 0.65% expense ratio.

Dividends

PFIX vs. WTMF - Dividend Comparison

PFIX's dividend yield for the trailing twelve months is around 9.96%, more than WTMF's 2.80% yield.

PositionTTM20252024202320222021202020192018
PFIX
Simplify Interest Rate Hedge ETF		9.96%9.92%3.40%87.92%0.63%0.00%0.00%0.00%0.00%
WTMF
WisdomTree Managed Futures Strategy Fund		2.80%3.04%3.57%4.74%5.29%14.71%0.47%1.63%3.59%

Frequently Asked Questions

PFIX and WTMF have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PFIX has higher volatility (7.51%) compared to WTMF (1.61%). In terms of maximum drawdown, PFIX dropped -36.17% vs WTMF's -30.79%.

On 5-year performance, PFIX leads with 16.86% vs 6.17% for WTMF. On fees, PFIX is cheaper at 0.50% per year. On volatility, WTMF has been the lower-risk option at 1.61%. 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 16.86% return vs 6.17%. 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 0.65% for WTMF.

PFIX has the higher dividend yield at 9.96%, compared with 2.80% for WTMF.

They also come from different issuers: Simplify and WisdomTree. Their fees differ too: 0.50% for PFIX and 0.65% for WTMF.

WTMF currently has the higher Sharpe Ratio (2.62 vs -0.52), 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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