TYA vs. AGGH
TYA (Simplify Intermediate Term Treasury Futures Strategy ETF) and AGGH (Simplify Aggregate Bond ETF) are both exchange-traded funds - TYA is a Government Bonds fund actively managed by Simplify, while AGGH is a Intermediate Core Bond fund actively managed by Simplify. Both are actively managed. Over the past 3 years, TYA returned -1.00%/yr vs 4.58%/yr for AGGH. Their 0.75 correlation means they have sometimes moved together and sometimes differently. TYA charges 0.15%/yr vs 0.33%/yr for AGGH.
Performance
TYA vs. AGGH - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, TYA achieves a -7.44% return, which is significantly lower than AGGH's -0.13% return.
TYA
- 1D
- 0.46%
- 1M
- -3.02%
- 6M
- -6.00%
- YTD
- -7.44%
- 1Y
- -6.08%
- 3Y*
- -1.00%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -10.67%
AGGH
- 1D
- 0.30%
- 1M
- -1.14%
- 6M
- -0.51%
- YTD
- -0.13%
- 1Y
- 3.75%
- 3Y*
- 4.58%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 1.96%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.96M | $2.87M | $3.88M | |
| $293.95K | $302.74K | $683.37K |
TYA vs. AGGH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
TYA Simplify Intermediate Term Treasury Futures Strategy ETF | -7.44% | 14.38% | -9.63% | -2.23% | -30.03% |
AGGH Simplify Aggregate Bond ETF | -0.13% | 8.23% | 1.97% | 8.47% | -8.77% |
Correlation
The correlation between TYA and AGGH is 0.79, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.79 |
Correlation (3Y) Balances recent behavior with more history. | 0.74 |
Correlation (All Time) Calculated using the full available price history since Feb 15, 2022 | 0.75 |
The correlation between TYA and AGGH has been stable across timeframes, ranging from 0.74 to 0.79 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
TYA vs. AGGH — Risk / Return Rank
TYA
AGGH
TYA vs. AGGH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Simplify Intermediate Term Treasury Futures Strategy ETF (TYA) 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.
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.
| TYA | AGGH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.22 | ||
| Sortino ratioReturn per unit of downside risk | -1.70 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.13 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | -0.50 | 1.33 | -1.83 |
| Martin ratioReturn relative to average drawdown | -1.07 | 3.28 | -4.36 |
Loading charts...
Drawdowns
TYA vs. AGGH - Drawdown Comparison
The maximum TYA drawdown since its inception was -51.15%, which is greater than AGGH's maximum drawdown of -13.26%. Use the drawdown chart below to compare losses from any high point for TYA and AGGH.
Loading charts...
Drawdown Indicators
| TYA | AGGH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.15% | -13.26% | -37.89% |
Max Drawdown (1Y)Largest decline over 1 year | -12.24% | -2.83% | -9.41% |
Max Drawdown (3Y)Largest decline over 3 years | -19.13% | -6.68% | -12.45% |
Current DrawdownCurrent decline from peak | -42.95% | -2.17% | -40.78% |
Average DrawdownAverage peak-to-trough decline | -36.02% | -4.34% | -31.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.68% | 1.14% | +4.54% |
Volatility
TYA vs. AGGH - Volatility Comparison
Simplify Intermediate Term Treasury Futures Strategy ETF (TYA) has a higher volatility of 3.30% compared to Simplify Aggregate Bond ETF (AGGH) at 1.21%. This indicates that TYA'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.
Loading charts...
Volatility by Period
| TYA | AGGH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.30% | 1.21% | +2.09% |
Volatility (6M)Calculated over the trailing 6-month period | 9.64% | 3.52% | +6.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.99% | 5.28% | +6.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.35% | 8.35% | +12.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.35% | 8.35% | +12.00% |
TYA vs. AGGH - Expense Ratio Comparison
TYA has a 0.15% expense ratio, which is lower than AGGH's 0.33% expense ratio.
Dividends
TYA vs. AGGH - Dividend Comparison
TYA's dividend yield for the trailing twelve months is around 3.74%, less than AGGH's 7.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
AGGH Simplify Aggregate Bond ETF | 7.56% | 7.54% | 8.97% | 9.51% | 2.11% | 0.00% |
TYA Simplify Intermediate Term Treasury Futures Strategy ETF | 3.74% | 3.85% | 4.84% | 4.28% | 2.23% | 0.11% |
Frequently Asked Questions
TYA and AGGH have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TYA has higher volatility (3.30%) compared to AGGH (1.21%). In terms of maximum drawdown, TYA dropped -51.15% vs AGGH's -13.26%.
On 3-year performance, AGGH leads with 4.58% vs -1.00% for TYA. On fees, TYA is cheaper at 0.15% per year. On volatility, AGGH has been the lower-risk option at 1.21%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, AGGH has performed better with a 4.58% return vs -1.00%. 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 0.33% for AGGH.
AGGH has the higher dividend yield at 7.56%, compared with 3.74% for TYA.
TYA is categorized as Government Bonds, while AGGH is Intermediate Core Bond. Their fees differ too: 0.15% for TYA and 0.33% for AGGH.
AGGH currently has the higher Sharpe Ratio (0.71 vs -0.51), 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.
Find the right allocation for TYA and AGGH
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer