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TBF vs. PFIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TBF vs. PFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Short 20+ Year Treasury (TBF) and Simplify Interest Rate Hedge ETF (PFIX). The values are adjusted to include any dividend payments, if applicable.

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TBF vs. PFIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
TBF
ProShares Short 20+ Year Treasury
0.84%1.27%16.33%2.43%42.37%-10.42%
PFIX
Simplify Interest Rate Hedge ETF
-2.90%0.42%35.94%5.67%92.05%-24.95%

Returns By Period

In the year-to-date period, TBF achieves a 0.84% return, which is significantly higher than PFIX's -2.90% return.


TBF

1D
0.00%
1M
4.48%
YTD
0.84%
6M
3.47%
1Y
5.68%
3Y*
8.96%
5Y*
9.16%
10Y*
2.34%

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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TBF vs. PFIX - Expense Ratio Comparison

TBF has a 0.94% expense ratio, which is higher than PFIX's 0.50% expense ratio.


Return for Risk

TBF vs. PFIX — Risk / Return Rank

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

TBF
TBF Risk / Return Rank: 2727
Overall Rank
TBF Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
TBF Sortino Ratio Rank: 3030
Sortino Ratio Rank
TBF Omega Ratio Rank: 2525
Omega Ratio Rank
TBF Calmar Ratio Rank: 2727
Calmar Ratio Rank
TBF Martin Ratio Rank: 2121
Martin Ratio Rank

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.

TBF vs. PFIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Short 20+ Year Treasury (TBF) 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.


TBFPFIXDifference

Sharpe ratio

Return per unit of total volatility

0.52

0.13

+0.39

Sortino ratio

Return per unit of downside risk

0.84

0.46

+0.38

Omega ratio

Gain probability vs. loss probability

1.10

1.05

+0.04

Calmar ratio

Return relative to maximum drawdown

0.59

0.10

+0.48

Martin ratio

Return relative to average drawdown

1.18

0.17

+1.01

TBF vs. PFIX - Sharpe Ratio Comparison

The current TBF Sharpe Ratio is 0.52, which is higher than the PFIX Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of TBF and PFIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TBFPFIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.52

0.13

+0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.22

0.40

-0.62

Correlation

The correlation between TBF and PFIX is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

TBF vs. PFIX - Dividend Comparison

TBF's dividend yield for the trailing twelve months is around 2.88%, less than PFIX's 10.17% yield.


TTM20252024202320222021202020192018
TBF
ProShares Short 20+ Year Treasury
2.88%3.39%4.06%4.99%0.36%0.00%0.22%1.68%0.88%
PFIX
Simplify Interest Rate Hedge ETF
10.17%9.92%3.40%87.92%0.63%0.00%0.00%0.00%0.00%

Drawdowns

TBF vs. PFIX - Drawdown Comparison

The maximum TBF drawdown since its inception was -70.40%, which is greater than PFIX's maximum drawdown of -36.17%. Use the drawdown chart below to compare losses from any high point for TBF and PFIX.


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Drawdown Indicators


TBFPFIXDifference

Max Drawdown

Largest peak-to-trough decline

-70.40%

-36.17%

-34.23%

Max Drawdown (1Y)

Largest decline over 1 year

-8.11%

-28.22%

+20.11%

Max Drawdown (5Y)

Largest decline over 5 years

-17.79%

Max Drawdown (10Y)

Largest decline over 10 years

-38.39%

Current Drawdown

Current decline from peak

-44.25%

-19.94%

-24.31%

Average Drawdown

Average peak-to-trough decline

-47.47%

-17.07%

-30.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.04%

17.44%

-13.40%

Volatility

TBF vs. PFIX - Volatility Comparison

The current volatility for ProShares Short 20+ Year Treasury (TBF) is 3.61%, while Simplify Interest Rate Hedge ETF (PFIX) has a volatility of 13.71%. This indicates that TBF experiences smaller price fluctuations and is considered to be less risky than PFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TBFPFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.61%

13.71%

-10.10%

Volatility (6M)

Calculated over the trailing 6-month period

6.47%

20.26%

-13.79%

Volatility (1Y)

Calculated over the trailing 1-year period

11.07%

35.00%

-23.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.75%

38.75%

-23.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.54%

38.75%

-24.21%