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SDMF vs. PFIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SDMF vs. PFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify DBi CTA Managed Futures Index ETF (SDMF) and Simplify Interest Rate Hedge ETF (PFIX). The values are adjusted to include any dividend payments, if applicable.

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SDMF vs. PFIX - Yearly Performance Comparison


Returns By Period


SDMF

1D
1.07%
1M
-2.92%
YTD
6M
1Y
3Y*
5Y*
10Y*

PFIX

1D
-3.95%
1M
11.53%
YTD
-2.90%
6M
2.03%
1Y
4.58%
3Y*
17.99%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SDMF vs. PFIX - Expense Ratio Comparison

SDMF has a 0.35% expense ratio, which is lower than PFIX's 0.50% expense ratio.


Return for Risk

SDMF vs. PFIX — Risk / Return Rank

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

SDMF

PFIX
PFIX Risk / Return Rank: 1616
Overall Rank
PFIX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
PFIX Sortino Ratio Rank: 1919
Sortino Ratio Rank
PFIX Omega Ratio Rank: 1717
Omega Ratio Rank
PFIX Calmar Ratio Rank: 1414
Calmar Ratio Rank
PFIX Martin Ratio Rank: 1414
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.

SDMF vs. PFIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify DBi CTA Managed Futures Index ETF (SDMF) and Simplify Interest Rate Hedge ETF (PFIX). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

SDMF vs. PFIX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SDMFPFIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

0.40

-0.35

Correlation

The correlation between SDMF and PFIX is -0.16. 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.


Dividends

SDMF vs. PFIX - Dividend Comparison

SDMF has not paid dividends to shareholders, while PFIX's dividend yield for the trailing twelve months is around 10.17%.


TTM20252024202320222021
SDMF
Simplify DBi CTA Managed Futures Index ETF
0.00%0.00%0.00%0.00%0.00%0.00%
PFIX
Simplify Interest Rate Hedge ETF
10.17%9.92%3.40%87.92%0.63%0.00%

Drawdowns

SDMF vs. PFIX - Drawdown Comparison

The maximum SDMF drawdown since its inception was -6.23%, smaller than the maximum PFIX drawdown of -36.17%. Use the drawdown chart below to compare losses from any high point for SDMF and PFIX.


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Drawdown Indicators


SDMFPFIXDifference

Max Drawdown

Largest peak-to-trough decline

-6.23%

-36.17%

+29.94%

Max Drawdown (1Y)

Largest decline over 1 year

-28.22%

Current Drawdown

Current decline from peak

-2.92%

-19.94%

+17.02%

Average Drawdown

Average peak-to-trough decline

-2.66%

-17.07%

+14.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.44%

Volatility

SDMF vs. PFIX - Volatility Comparison


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Volatility by Period


SDMFPFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.71%

Volatility (6M)

Calculated over the trailing 6-month period

20.26%

Volatility (1Y)

Calculated over the trailing 1-year period

18.56%

35.00%

-16.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.56%

38.75%

-20.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.56%

38.75%

-20.19%