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VIXY vs. PFIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VIXY vs. PFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares VIX Short-Term Futures ETF (VIXY) and Simplify Interest Rate Hedge ETF (PFIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VIXY achieves a -17.20% return, which is significantly lower than PFIX's 0.09% return.


VIXY

1D
-1.94%
1M
-3.06%
6M
-17.07%
YTD
-17.20%
1Y
-51.71%
3Y*
-39.30%
5Y*
-46.62%
10Y*
-46.88%
ALL TIME*
-48.47%

PFIX

1D
1.37%
1M
9.04%
6M
3.57%
YTD
0.09%
1Y
-14.09%
3Y*
17.00%
5Y*
20.92%
10Y*
ALL TIME*
15.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VIXY vs. PFIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
VIXY
ProShares VIX Short-Term Futures ETF
-17.20%-43.05%-27.43%-72.74%-24.98%-51.56%
PFIX
Simplify Interest Rate Hedge ETF
0.09%0.42%35.94%5.67%92.05%-24.98%

Correlation

The correlation between VIXY and PFIX is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.18

Correlation (3Y)
Calculated over the trailing 3-year period

0.11

Correlation (5Y)
Calculated over the trailing 5-year period

0.06

Correlation (All Time)
Calculated using the full available price history since May 11, 2021

0.06

The correlation between VIXY and PFIX shifts across timeframes, from 0.06 (all time) to 0.18 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

VIXY vs. PFIX — Risk / Return Rank

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

VIXY
VIXY Risk / Return Rank: 22
Overall Rank
VIXY Sharpe Ratio Rank: 22
Sharpe Ratio Rank
VIXY Sortino Ratio Rank: 22
Sortino Ratio Rank
VIXY Omega Ratio Rank: 22
Omega Ratio Rank
VIXY Calmar Ratio Rank: 11
Calmar Ratio Rank
VIXY Martin Ratio Rank: 11
Martin Ratio Rank

PFIX
PFIX Risk / Return Rank: 55
Overall Rank
PFIX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
PFIX Sortino Ratio Rank: 66
Sortino Ratio Rank
PFIX Omega Ratio Rank: 66
Omega Ratio Rank
PFIX Calmar Ratio Rank: 55
Calmar Ratio Rank
PFIX Martin Ratio Rank: 66
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.

VIXY vs. PFIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares VIX Short-Term Futures ETF (VIXY) 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.

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.


VIXYPFIXDifference
Sharpe ratioReturn per unit of total volatility

-0.43

Sortino ratioReturn per unit of downside risk

-0.88

Omega ratioGain probability vs. loss probability

0.84

0.94

-0.10

Calmar ratioReturn relative to maximum drawdown

-0.94

-0.56

-0.38

Martin ratioReturn relative to average drawdown

-1.49

-0.84

-0.65

VIXY vs. PFIX - Sharpe Ratio Comparison

The current VIXY Sharpe Ratio is -0.91, which is lower than the PFIX Sharpe Ratio of -0.49. The chart below compares the historical Sharpe Ratios of VIXY and PFIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VIXY vs. PFIX - Drawdown Comparison

The maximum VIXY drawdown since its inception was -100.00%, which is greater than PFIX's maximum drawdown of -36.17%. Use the drawdown chart below to compare losses from any high point for VIXY and PFIX.


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Drawdown Indicators


VIXYPFIXDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-36.17%

-63.83%

Max Drawdown (1Y)

Largest decline over 1 year

-55.18%

-25.09%

-30.09%

Max Drawdown (3Y)

Largest decline over 3 years

-81.45%

-36.17%

-45.28%

Max Drawdown (5Y)

Largest decline over 5 years

-96.09%

-36.17%

-59.92%

Max Drawdown (10Y)

Largest decline over 10 years

-99.83%

Current Drawdown

Current decline from peak

-100.00%

-17.48%

-82.52%

Average Drawdown

Average peak-to-trough decline

-92.22%

-17.21%

-75.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

34.75%

17.04%

+17.71%

Volatility

VIXY vs. PFIX - Volatility Comparison

ProShares VIX Short-Term Futures ETF (VIXY) has a higher volatility of 12.30% compared to Simplify Interest Rate Hedge ETF (PFIX) at 8.63%. This indicates that VIXY's price experiences larger fluctuations and is considered to be riskier 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


VIXYPFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.30%

8.63%

+3.67%

Volatility (6M)

Calculated over the trailing 6-month period

44.49%

22.05%

+22.44%

Volatility (1Y)

Calculated over the trailing 1-year period

56.84%

29.16%

+27.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

69.94%

38.51%

+31.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

71.86%

38.14%

+33.72%

VIXY vs. PFIX - Expense Ratio Comparison

VIXY has a 0.85% expense ratio, which is higher than PFIX's 0.50% expense ratio.


Dividends

VIXY vs. PFIX - Dividend Comparison

VIXY has not paid dividends to shareholders, while PFIX's dividend yield for the trailing twelve months is around 9.68%.


PositionTTM20252024202320222021
PFIX
Simplify Interest Rate Hedge ETF
9.68%9.92%3.40%87.92%0.63%0.00%
VIXY
ProShares VIX Short-Term Futures ETF
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


VIXY and PFIX have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VIXY has higher volatility (12.30%) compared to PFIX (8.63%). In terms of maximum drawdown, VIXY dropped -100.00% vs PFIX's -36.17%.

On 5-year performance, PFIX leads with 20.92% vs -46.62% for VIXY. On fees, PFIX is cheaper at 0.50% per year. On volatility, PFIX has been the lower-risk option at 8.63%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, PFIX has performed better with a 20.92% return vs -46.62%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PFIX is cheaper with a 0.50% expense ratio, compared with 0.85% for VIXY.

PFIX has the higher dividend yield at 9.68%, compared with 0.00% for VIXY.

VIXY is categorized as Volatility, while PFIX is Hedge Fund. They also come from different issuers: ProShares and Simplify. Their fees differ too: 0.85% for VIXY and 0.50% for PFIX.

PFIX currently has the higher Sharpe Ratio (-0.49 vs -0.91), 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.

Portfolio Optimizer

Find the right allocation for VIXY and PFIX

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