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WAVLX vs. PFIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WAVLX vs. PFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wavelength Interest Rate Neutral Fund (WAVLX) and Simplify Interest Rate Hedge ETF (PFIX). The values are adjusted to include any dividend payments, if applicable.

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WAVLX vs. PFIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
WAVLX
Wavelength Interest Rate Neutral Fund
-0.56%9.86%5.21%7.02%-11.34%2.09%
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, WAVLX achieves a -0.56% return, which is significantly higher than PFIX's -2.90% return.


WAVLX

1D
0.20%
1M
-2.72%
YTD
-0.56%
6M
0.71%
1Y
7.46%
3Y*
6.19%
5Y*
2.42%
10Y*
3.96%

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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WAVLX vs. PFIX - Expense Ratio Comparison

WAVLX has a 0.99% expense ratio, which is higher than PFIX's 0.50% expense ratio.


Return for Risk

WAVLX vs. PFIX — Risk / Return Rank

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

WAVLX
WAVLX Risk / Return Rank: 7575
Overall Rank
WAVLX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
WAVLX Sortino Ratio Rank: 7474
Sortino Ratio Rank
WAVLX Omega Ratio Rank: 7474
Omega Ratio Rank
WAVLX Calmar Ratio Rank: 7171
Calmar Ratio Rank
WAVLX Martin Ratio Rank: 8282
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.

WAVLX vs. PFIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wavelength Interest Rate Neutral Fund (WAVLX) 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.


WAVLXPFIXDifference

Sharpe ratio

Return per unit of total volatility

1.29

0.13

+1.15

Sortino ratio

Return per unit of downside risk

1.85

0.46

+1.38

Omega ratio

Gain probability vs. loss probability

1.28

1.05

+0.23

Calmar ratio

Return relative to maximum drawdown

1.64

0.10

+1.54

Martin ratio

Return relative to average drawdown

8.20

0.17

+8.04

WAVLX vs. PFIX - Sharpe Ratio Comparison

The current WAVLX Sharpe Ratio is 1.29, which is higher than the PFIX Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of WAVLX 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


WAVLXPFIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

0.13

+1.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.40

+0.20

Correlation

The correlation between WAVLX and PFIX is -0.55. 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

WAVLX vs. PFIX - Dividend Comparison

WAVLX's dividend yield for the trailing twelve months is around 3.65%, less than PFIX's 10.17% yield.


TTM20252024202320222021202020192018201720162015
WAVLX
Wavelength Interest Rate Neutral Fund
3.65%3.67%4.41%4.83%3.63%2.83%2.21%4.96%2.65%2.09%2.13%2.18%
PFIX
Simplify Interest Rate Hedge ETF
10.17%9.92%3.40%87.92%0.63%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

WAVLX vs. PFIX - Drawdown Comparison

The maximum WAVLX drawdown since its inception was -14.39%, smaller than the maximum PFIX drawdown of -36.17%. Use the drawdown chart below to compare losses from any high point for WAVLX and PFIX.


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Drawdown Indicators


WAVLXPFIXDifference

Max Drawdown

Largest peak-to-trough decline

-14.39%

-36.17%

+21.78%

Max Drawdown (1Y)

Largest decline over 1 year

-4.54%

-28.22%

+23.68%

Max Drawdown (5Y)

Largest decline over 5 years

-14.39%

Max Drawdown (10Y)

Largest decline over 10 years

-14.39%

Current Drawdown

Current decline from peak

-2.83%

-19.94%

+17.11%

Average Drawdown

Average peak-to-trough decline

-3.02%

-17.07%

+14.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.91%

17.44%

-16.53%

Volatility

WAVLX vs. PFIX - Volatility Comparison

The current volatility for Wavelength Interest Rate Neutral Fund (WAVLX) is 1.99%, while Simplify Interest Rate Hedge ETF (PFIX) has a volatility of 13.71%. This indicates that WAVLX 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


WAVLXPFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.99%

13.71%

-11.72%

Volatility (6M)

Calculated over the trailing 6-month period

3.00%

20.26%

-17.26%

Volatility (1Y)

Calculated over the trailing 1-year period

5.83%

35.00%

-29.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.55%

38.75%

-33.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.28%

38.75%

-33.47%