RINF vs. TYA
Compare and contrast key facts about ProShares Inflation Expectations ETF (RINF) and Simplify Intermediate Term Treasury Futures Strategy ETF (TYA).
RINF and TYA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RINF is a passively managed fund by ProShares that tracks the performance of the FTSE 30-Year TIPS (Treasury Rate-Hedged) Index. It was launched on Jan 10, 2012. TYA is an actively managed fund by Simplify. It was launched on Sep 27, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RINF or TYA.
Key characteristics
| RINF | TYA | |
|---|---|---|
| YTD Return | 9.52% | -5.78% |
| 1Y Return | 0.60% | 8.26% |
| 3Y Return (Ann) | 6.04% | -17.29% |
| Sharpe Ratio | 0.11 | 0.30 |
| Sortino Ratio | 0.20 | 0.55 |
| Omega Ratio | 1.02 | 1.06 |
| Calmar Ratio | 0.09 | 0.11 |
| Martin Ratio | 0.20 | 0.77 |
| Ulcer Index | 4.11% | 7.11% |
| Daily Std Dev | 7.91% | 18.21% |
| Max Drawdown | -43.45% | -51.15% |
| Current Drawdown | -0.96% | -43.82% |
Correlation
The correlation between RINF and TYA is -0.43. 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.
Performance
RINF vs. TYA - Performance Comparison
In the year-to-date period, RINF achieves a 9.52% return, which is significantly higher than TYA's -5.78% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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RINF vs. TYA - Expense Ratio Comparison
RINF has a 0.30% expense ratio, which is higher than TYA's 0.17% expense ratio.
Risk-Adjusted Performance
RINF vs. TYA - Risk-Adjusted Performance 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.
Dividends
RINF vs. TYA - Dividend Comparison
RINF's dividend yield for the trailing twelve months is around 4.94%, more than TYA's 4.87% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RINF ProShares Inflation Expectations ETF | 4.94% | 5.07% | 1.15% | 2.76% | 0.83% | 1.91% | 2.47% | 2.99% | 1.09% | 1.83% | 1.42% | 0.94% |
TYA Simplify Intermediate Term Treasury Futures Strategy ETF | 4.87% | 4.29% | 2.24% | 0.11% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
RINF vs. TYA - Drawdown Comparison
The maximum RINF drawdown since its inception was -43.45%, 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. For additional features, visit the drawdowns tool.
Volatility
RINF vs. TYA - Volatility Comparison
The current volatility for ProShares Inflation Expectations ETF (RINF) is 2.86%, while Simplify Intermediate Term Treasury Futures Strategy ETF (TYA) has a volatility of 5.08%. 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.