RINF vs. TYA
RINF (ProShares Inflation Expectations ETF) and TYA (Simplify Intermediate Term Treasury Futures Strategy ETF) are both exchange-traded funds - RINF is a Inflation-Protected Bonds fund tracking the FTSE 30-Year TIPS (Treasury Rate-Hedged) Index, while TYA is a Government Bonds fund actively managed by Simplify. RINF is passively managed, while TYA is actively managed. Over the past 3 years, RINF returned 4.03%/yr vs -1.95%/yr for TYA. At a correlation of -0.44, they often move in opposite directions. RINF charges 0.30%/yr vs 0.15%/yr for TYA.
Performance
RINF vs. TYA - Performance Comparison
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Returns By Period
In the year-to-date period, RINF achieves a 1.38% return, which is significantly higher than TYA's -5.59% return.
RINF
- 1D
- -0.18%
- 1M
- -1.13%
- YTD
- 1.38%
- 6M
- 1.92%
- 1Y
- 1.44%
- 3Y*
- 4.03%
- 5Y*
- 5.19%
- 10Y*
- 4.68%
TYA
- 1D
- -0.89%
- 1M
- 0.43%
- YTD
- -5.59%
- 6M
- -5.80%
- 1Y
- -0.30%
- 3Y*
- -1.95%
- 5Y*
- —
- 10Y*
- —
RINF vs. TYA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
RINF ProShares Inflation Expectations ETF | 1.38% | 1.64% | 9.79% | 0.21% | 8.77% | 4.93% |
TYA Simplify Intermediate Term Treasury Futures Strategy ETF | -5.59% | 14.38% | -9.63% | -2.23% | -37.62% | -0.80% |
Correlation
The correlation between RINF and TYA is -0.47, 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 | -0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.52 |
Correlation (All Time) Calculated using the full available price history since Sep 28, 2021 | -0.44 |
The correlation between RINF and TYA has been stable across timeframes, ranging from -0.52 to -0.44 - a consistent structural relationship.
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Return for Risk
RINF vs. TYA — Risk / Return Rank
RINF
TYA
RINF vs. TYA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Inflation Expectations ETF (RINF) and Simplify Intermediate Term Treasury Futures Strategy ETF (TYA). 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.
| RINF | TYA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.35 | ||
| Sortino ratioReturn per unit of downside risk | +0.44 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.01 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 0.55 | -0.03 | +0.58 |
| Martin ratioReturn relative to average drawdown | 1.05 | -0.07 | +1.11 |
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Drawdowns
RINF vs. TYA - Drawdown Comparison
The maximum RINF drawdown since its inception was -43.51%, smaller than the maximum TYA drawdown of -51.15%. Use the drawdown chart below to compare losses from any high point for RINF and TYA.
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Drawdown Indicators
| RINF | TYA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.51% | -51.15% | +7.64% |
Max Drawdown (1Y)Largest decline over 1 year | -2.60% | -11.80% | +9.20% |
Max Drawdown (3Y)Largest decline over 3 years | -9.62% | -21.36% | +11.74% |
Max Drawdown (5Y)Largest decline over 5 years | -13.58% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -29.18% | — | — |
Current DrawdownCurrent decline from peak | -1.63% | -41.80% | +40.17% |
Average DrawdownAverage peak-to-trough decline | -16.40% | -35.88% | +19.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.38% | 4.63% | -3.25% |
Volatility
RINF vs. TYA - Volatility Comparison
The current volatility for ProShares Inflation Expectations ETF (RINF) is 1.04%, while Simplify Intermediate Term Treasury Futures Strategy ETF (TYA) has a volatility of 3.57%. This indicates that RINF experiences smaller price fluctuations and is considered to be less risky than TYA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RINF | TYA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.04% | 3.57% | -2.53% |
Volatility (6M)Calculated over the trailing 6-month period | 2.89% | 9.17% | -6.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.40% | 12.64% | -8.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.74% | 20.51% | -7.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.55% | 20.51% | -7.96% |
RINF vs. TYA - Expense Ratio Comparison
RINF has a 0.30% expense ratio, which is higher than TYA's 0.15% expense ratio.
Dividends
RINF vs. TYA - Dividend Comparison
RINF's dividend yield for the trailing twelve months is around 3.74%, less than TYA's 3.89% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RINF ProShares Inflation Expectations ETF | 3.74% | 3.89% | 4.68% | 5.07% | 1.15% | 2.76% | 0.82% | 1.90% | 2.47% | 2.99% | 1.09% | 1.83% |
TYA Simplify Intermediate Term Treasury Futures Strategy ETF | 3.89% | 3.85% | 4.84% | 4.28% | 2.23% | 0.11% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
RINF and TYA have a correlation of -0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TYA has higher volatility (3.57%) compared to RINF (1.04%). In terms of maximum drawdown, RINF dropped -43.51% vs TYA's -51.15%.
On 3-year performance, RINF leads with 4.03% vs -1.95% for TYA. On fees, TYA is cheaper at 0.15% per year. On volatility, RINF has been the lower-risk option at 1.04%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, RINF has performed better with a 4.03% return vs -1.95%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
TYA is cheaper with a 0.15% expense ratio, compared with 0.30% for RINF.
TYA has the higher dividend yield at 3.89%, compared with 3.74% for RINF.
RINF is categorized as Inflation-Protected Bonds, while TYA is Government Bonds. They also come from different issuers: ProShares and Simplify. Their fees differ too: 0.30% for RINF and 0.15% for TYA.
RINF currently has the higher Sharpe Ratio (0.33 vs -0.02), 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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