XXV vs. PFIX
XXV (Simplify Ancorato Target 25 Distribution ETF) and PFIX (Simplify Interest Rate Hedge ETF) are both exchange-traded funds - XXV is a Derivative Income fund actively managed by Simplify, while PFIX is a Inverse Bonds fund actively managed by Simplify. Both are actively managed. Their -0.18 correlation means they have often moved in opposite directions in the past. XXV charges 0.85%/yr vs 0.50%/yr for PFIX.
Performance
XXV vs. PFIX - Performance Comparison
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Returns By Period
In the year-to-date period, XXV achieves a 2.53% return, which is significantly lower than PFIX's 11.17% return.
XXV
- 1D
- 1.71%
- 1M
- -3.34%
- 6M
- 2.10%
- YTD
- 2.53%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
PFIX
- 1D
- 0.46%
- 1M
- 18.26%
- 6M
- 11.37%
- YTD
- 11.17%
- 1Y
- 7.75%
- 3Y*
- 14.25%
- 5Y*
- 23.80%
- 10Y*
- —
- ALL TIME*
- 17.37%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $8.65M | $6.17M | $16.90M | |
| $756.83K | $525.15K | $774.67K |
XXV vs. PFIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
XXV Simplify Ancorato Target 25 Distribution ETF | 2.53% | 4.06% |
PFIX Simplify Interest Rate Hedge ETF | 11.17% | 4.13% |
Correlation
The correlation between XXV and PFIX is -0.18, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 18, 2025 | -0.18 |
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Return for Risk
XXV vs. PFIX — Risk / Return Rank
XXV
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
PFIX
XXV vs. PFIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Simplify Ancorato Target 25 Distribution ETF (XXV) 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.
| XXV | PFIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.07 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 0.33 | — |
| Martin ratioReturn relative to average drawdown | — | 0.50 | — |
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Drawdowns
XXV vs. PFIX - Drawdown Comparison
The maximum XXV drawdown since its inception was -8.90%, smaller than the maximum PFIX drawdown of -36.17%. Use the drawdown chart below to compare losses from any high point for XXV and PFIX.
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Drawdown Indicators
| XXV | PFIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.90% | -36.17% | +27.27% |
Max Drawdown (1Y)Largest decline over 1 year | — | -23.71% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -36.17% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -36.17% | — |
Current DrawdownCurrent decline from peak | -3.68% | -8.34% | +4.66% |
Average DrawdownAverage peak-to-trough decline | -2.22% | -17.19% | +14.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 15.40% | — |
Volatility
XXV vs. PFIX - Volatility Comparison
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Volatility by Period
| XXV | PFIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 7.75% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 21.85% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 13.91% | 28.94% | -15.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.91% | 38.62% | -24.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.91% | 38.12% | -24.21% |
XXV vs. PFIX - Expense Ratio Comparison
XXV has a 0.85% expense ratio, which is higher than PFIX's 0.50% expense ratio.
Dividends
XXV vs. PFIX - Dividend Comparison
XXV's dividend yield for the trailing twelve months is around 17.86%, more than PFIX's 7.78% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
PFIX Simplify Interest Rate Hedge ETF | 7.78% | 9.92% | 3.40% | 87.92% | 0.63% | 0.00% |
XXV Simplify Ancorato Target 25 Distribution ETF | 17.86% | 2.36% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XXV 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.
On fees, PFIX is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PFIX is cheaper with a 0.50% expense ratio, compared with 0.85% for XXV.
XXV has the higher dividend yield at 17.86%, compared with 7.78% for PFIX.
XXV is categorized as Derivative Income, while PFIX is Inverse Bonds. Their fees differ too: 0.85% for XXV and 0.50% for PFIX.
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