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YLD vs. AGGH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

YLD vs. AGGH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal Active High Yield ETF (YLD) and Simplify Aggregate Bond ETF (AGGH). The values are adjusted to include any dividend payments, if applicable.

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YLD vs. AGGH - Yearly Performance Comparison


2026 (YTD)2025202420232022
YLD
Principal Active High Yield ETF
0.88%6.55%9.19%12.93%-5.36%
AGGH
Simplify Aggregate Bond ETF
0.04%8.23%1.97%8.47%-8.47%

Returns By Period

In the year-to-date period, YLD achieves a 0.88% return, which is significantly higher than AGGH's 0.04% return.


YLD

1D
-0.07%
1M
-0.60%
YTD
0.88%
6M
1.03%
1Y
6.77%
3Y*
8.51%
5Y*
4.93%
10Y*
5.97%

AGGH

1D
-0.05%
1M
-1.44%
YTD
0.04%
6M
1.83%
1Y
3.61%
3Y*
5.05%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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YLD vs. AGGH - Expense Ratio Comparison

YLD has a 0.39% expense ratio, which is higher than AGGH's 0.33% expense ratio.


Return for Risk

YLD vs. AGGH — Risk / Return Rank

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

YLD
YLD Risk / Return Rank: 6262
Overall Rank
YLD Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
YLD Sortino Ratio Rank: 5858
Sortino Ratio Rank
YLD Omega Ratio Rank: 6464
Omega Ratio Rank
YLD Calmar Ratio Rank: 5858
Calmar Ratio Rank
YLD Martin Ratio Rank: 7474
Martin Ratio Rank

AGGH
AGGH Risk / Return Rank: 2323
Overall Rank
AGGH Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
AGGH Sortino Ratio Rank: 2222
Sortino Ratio Rank
AGGH Omega Ratio Rank: 2121
Omega Ratio Rank
AGGH Calmar Ratio Rank: 2424
Calmar Ratio Rank
AGGH Martin Ratio Rank: 2222
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.

YLD vs. AGGH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Active High Yield ETF (YLD) 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.


YLDAGGHDifference

Sharpe ratio

Return per unit of total volatility

1.05

0.42

+0.62

Sortino ratio

Return per unit of downside risk

1.55

0.64

+0.91

Omega ratio

Gain probability vs. loss probability

1.25

1.08

+0.16

Calmar ratio

Return relative to maximum drawdown

1.56

0.56

+1.00

Martin ratio

Return relative to average drawdown

8.23

1.52

+6.71

YLD vs. AGGH - Sharpe Ratio Comparison

The current YLD Sharpe Ratio is 1.05, which is higher than the AGGH Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of YLD and AGGH, 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


YLDAGGHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

0.42

+0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.26

+0.37

Correlation

The correlation between YLD and AGGH is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

YLD vs. AGGH - Dividend Comparison

YLD's dividend yield for the trailing twelve months is around 7.38%, less than AGGH's 7.57% yield.


TTM20252024202320222021202020192018201720162015
YLD
Principal Active High Yield ETF
7.38%7.33%7.12%6.46%6.51%3.92%4.40%4.81%5.42%6.28%4.47%2.56%
AGGH
Simplify Aggregate Bond ETF
7.57%7.54%8.97%9.51%2.11%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

YLD vs. AGGH - Drawdown Comparison

The maximum YLD drawdown since its inception was -28.34%, which is greater than AGGH's maximum drawdown of -13.26%. Use the drawdown chart below to compare losses from any high point for YLD and AGGH.


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Drawdown Indicators


YLDAGGHDifference

Max Drawdown

Largest peak-to-trough decline

-28.34%

-13.26%

-15.08%

Max Drawdown (1Y)

Largest decline over 1 year

-4.42%

-6.50%

+2.08%

Max Drawdown (5Y)

Largest decline over 5 years

-13.89%

Max Drawdown (10Y)

Largest decline over 10 years

-28.34%

Current Drawdown

Current decline from peak

-0.85%

-2.01%

+1.16%

Average Drawdown

Average peak-to-trough decline

-2.74%

-4.57%

+1.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.84%

2.40%

-1.56%

Volatility

YLD vs. AGGH - Volatility Comparison

Principal Active High Yield ETF (YLD) has a higher volatility of 2.34% compared to Simplify Aggregate Bond ETF (AGGH) at 1.87%. This indicates that YLD'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.


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Volatility by Period


YLDAGGHDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.34%

1.87%

+0.47%

Volatility (6M)

Calculated over the trailing 6-month period

3.40%

3.49%

-0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

6.50%

8.56%

-2.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.38%

8.57%

-2.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.26%

8.57%

-0.31%