TYA vs. RINF
TYA (Simplify Intermediate Term Treasury Futures Strategy ETF) and RINF (ProShares Inflation Expectations ETF) are both exchange-traded funds - TYA is a Government Bonds fund actively managed by Simplify, while RINF is a Inflation-Protected Bonds fund tracking the FTSE 30-Year TIPS (Treasury Rate-Hedged) Index. TYA is actively managed, while RINF is passively managed. Over the past 3 years, TYA returned -1.87%/yr vs 3.95%/yr for RINF. At a correlation of -0.44, they often move in opposite directions. TYA charges 0.15%/yr vs 0.30%/yr for RINF.
Performance
TYA vs. RINF - Performance Comparison
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Returns By Period
In the year-to-date period, TYA achieves a -5.34% return, which is significantly lower than RINF's 1.15% return.
TYA
- 1D
- 0.27%
- 1M
- 0.70%
- YTD
- -5.34%
- 6M
- -5.34%
- 1Y
- -0.95%
- 3Y*
- -1.87%
- 5Y*
- —
- 10Y*
- —
RINF
- 1D
- -0.23%
- 1M
- -1.35%
- YTD
- 1.15%
- 6M
- 1.46%
- 1Y
- 1.86%
- 3Y*
- 3.95%
- 5Y*
- 5.32%
- 10Y*
- 4.66%
TYA vs. RINF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
TYA Simplify Intermediate Term Treasury Futures Strategy ETF | -5.34% | 14.38% | -9.63% | -2.23% | -37.62% | -0.80% |
RINF ProShares Inflation Expectations ETF | 1.15% | 1.64% | 9.79% | 0.21% | 8.77% | 4.93% |
Correlation
The correlation between TYA and RINF is -0.46, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.52 |
Correlation (All Time) Calculated using the full available price history since Sep 28, 2021 | -0.44 |
The correlation between TYA and RINF has been stable across timeframes, ranging from -0.52 to -0.44 - a consistent structural relationship.
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Return for Risk
TYA vs. RINF — Risk / Return Rank
TYA
RINF
TYA vs. RINF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Simplify Intermediate Term Treasury Futures Strategy ETF (TYA) and ProShares Inflation Expectations ETF (RINF). 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 | RINF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.50 | ||
| Sortino ratioReturn per unit of downside risk | -0.66 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.07 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | -0.08 | 0.72 | -0.80 |
| Martin ratioReturn relative to average drawdown | -0.20 | 1.35 | -1.56 |
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Drawdowns
TYA vs. RINF - Drawdown Comparison
The maximum TYA drawdown since its inception was -51.15%, which is greater than RINF's maximum drawdown of -43.51%. Use the drawdown chart below to compare losses from any high point for TYA and RINF.
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Drawdown Indicators
| TYA | RINF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.15% | -43.51% | -7.64% |
Max Drawdown (1Y)Largest decline over 1 year | -11.80% | -2.60% | -9.20% |
Max Drawdown (3Y)Largest decline over 3 years | -21.36% | -9.62% | -11.74% |
Max Drawdown (5Y)Largest decline over 5 years | — | -13.58% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -29.18% | — |
Current DrawdownCurrent decline from peak | -41.65% | -1.85% | -39.80% |
Average DrawdownAverage peak-to-trough decline | -35.88% | -16.40% | -19.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.67% | 1.38% | +3.29% |
Volatility
TYA vs. RINF - Volatility Comparison
Simplify Intermediate Term Treasury Futures Strategy ETF (TYA) has a higher volatility of 3.58% compared to ProShares Inflation Expectations ETF (RINF) at 1.04%. This indicates that TYA's price experiences larger fluctuations and is considered to be riskier than RINF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TYA | RINF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.58% | 1.04% | +2.54% |
Volatility (6M)Calculated over the trailing 6-month period | 9.14% | 2.89% | +6.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.62% | 4.40% | +8.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.50% | 12.74% | +7.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.50% | 12.55% | +7.95% |
TYA vs. RINF - Expense Ratio Comparison
TYA has a 0.15% expense ratio, which is lower than RINF's 0.30% expense ratio.
Dividends
TYA vs. RINF - Dividend Comparison
TYA's dividend yield for the trailing twelve months is around 3.88%, more than RINF's 3.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RINF ProShares Inflation Expectations ETF | 3.75% | 3.89% | 4.68% | 5.07% | 1.15% | 2.76% | 0.82% | 1.90% | 2.47% | 2.99% | 1.09% | 1.83% |
TYA Simplify Intermediate Term Treasury Futures Strategy ETF | 3.88% | 3.85% | 4.84% | 4.28% | 2.23% | 0.11% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TYA and RINF have a correlation of -0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TYA has higher volatility (3.58%) compared to RINF (1.04%). In terms of maximum drawdown, TYA dropped -51.15% vs RINF's -43.51%.
On 3-year performance, RINF leads with 3.95% vs -1.87% for TYA. On fees, TYA is cheaper at 0.15% per year. On volatility, RINF has been the lower-risk option at 1.04%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, RINF has performed better with a 3.95% return vs -1.87%. 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 0.30% for RINF.
TYA has the higher dividend yield at 3.88%, compared with 3.75% for RINF.
TYA is categorized as Government Bonds, while RINF is Inflation-Protected Bonds. They also come from different issuers: Simplify and ProShares. Their fees differ too: 0.15% for TYA and 0.30% for RINF.
RINF currently has the higher Sharpe Ratio (0.43 vs -0.08), 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.
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