RISR vs. AGGH
Compare and contrast key facts about FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR) and Simplify Aggregate Bond ETF (AGGH).
RISR and AGGH are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RISR is an actively managed fund by FolioBeyond. It was launched on Sep 30, 2021. AGGH is an actively managed fund by Simplify. It was launched on Feb 14, 2022.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RISR or AGGH.
Key characteristics
| RISR | AGGH | |
|---|---|---|
| YTD Return | 19.91% | 1.82% |
| 1Y Return | 12.88% | 7.84% |
| Sharpe Ratio | 1.24 | 0.82 |
| Sortino Ratio | 1.93 | 1.22 |
| Omega Ratio | 1.23 | 1.15 |
| Calmar Ratio | 1.66 | 0.94 |
| Martin Ratio | 6.28 | 3.38 |
| Ulcer Index | 2.13% | 2.22% |
| Daily Std Dev | 10.82% | 9.17% |
| Max Drawdown | -14.31% | -13.26% |
| Current Drawdown | -0.41% | -4.41% |
Correlation
The correlation between RISR and AGGH 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
RISR vs. AGGH - Performance Comparison
In the year-to-date period, RISR achieves a 19.91% return, which is significantly higher than AGGH's 1.82% 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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RISR vs. AGGH - Expense Ratio Comparison
RISR has a 1.13% expense ratio, which is higher than AGGH's 0.33% expense ratio.
Risk-Adjusted Performance
RISR vs. AGGH - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR) and Simplify Aggregate Bond ETF (AGGH). 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
RISR vs. AGGH - Dividend Comparison
RISR's dividend yield for the trailing twelve months is around 7.04%, less than AGGH's 9.70% yield.
| TTM | 2023 | 2022 | 2021 | |
|---|---|---|---|---|
RISR FolioBeyond Alternative Income and Interest Rate Hedge ETF | 7.04% | 7.96% | 4.26% | 0.30% |
AGGH Simplify Aggregate Bond ETF | 9.70% | 9.51% | 2.11% | 0.00% |
Drawdowns
RISR vs. AGGH - Drawdown Comparison
The maximum RISR drawdown since its inception was -14.31%, which is greater than AGGH's maximum drawdown of -13.26%. Use the drawdown chart below to compare losses from any high point for RISR and AGGH. For additional features, visit the drawdowns tool.
Volatility
RISR vs. AGGH - Volatility Comparison
FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR) has a higher volatility of 2.35% compared to Simplify Aggregate Bond ETF (AGGH) at 2.16%. This indicates that RISR's price experiences larger fluctuations and is considered to be riskier than AGGH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.