CTA vs. JPFP
CTA (Simplify Managed Futures Strategy ETF) and JPFP (JPMorgan Managed Futures Plus ETF) are both Systematic Trend funds. Both are actively managed. Their correlation of 0.80 suggests significant overlap in exposure. CTA charges 0.78%/yr vs 0.59%/yr for JPFP.
Performance
CTA vs. JPFP - Performance Comparison
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Returns By Period
CTA
- 1D
- 0.54%
- 1M
- -7.86%
- YTD
- 12.30%
- 6M
- 13.80%
- 1Y
- 15.57%
- 3Y*
- 11.79%
- 5Y*
- —
- 10Y*
- —
JPFP
- 1D
- -0.76%
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CTA vs. JPFP - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
CTA Simplify Managed Futures Strategy ETF | 2.64% |
JPFP JPMorgan Managed Futures Plus ETF | 1.07% |
Correlation
The correlation between CTA and JPFP is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since May 29, 2026 | 0.80 |
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Return for Risk
CTA vs. JPFP — Risk / Return Rank
CTA
JPFP
CTA vs. JPFP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Simplify Managed Futures Strategy ETF (CTA) and JPMorgan Managed Futures Plus ETF (JPFP). 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.
| CTA | JPFP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.15 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.42 | — | — |
| Martin ratioReturn relative to average drawdown | 3.72 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CTA | JPFP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.78 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 9.75 | -9.13 |
Drawdowns
CTA vs. JPFP - Drawdown Comparison
The maximum CTA drawdown since its inception was -18.07%, which is greater than JPFP's maximum drawdown of -0.76%. Use the drawdown chart below to compare losses from any high point for CTA and JPFP.
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Drawdown Indicators
| CTA | JPFP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.07% | -0.76% | -17.31% |
Max Drawdown (1Y)Largest decline over 1 year | -11.00% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -11.23% | — | — |
Current DrawdownCurrent decline from peak | -7.86% | -0.76% | -7.10% |
Average DrawdownAverage peak-to-trough decline | -5.67% | -0.19% | -5.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.19% | — | — |
Volatility
CTA vs. JPFP - Volatility Comparison
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Volatility by Period
| CTA | JPFP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.76% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 17.30% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 20.12% | 11.39% | +8.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.58% | 11.39% | +5.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.58% | 11.39% | +5.19% |
CTA vs. JPFP - Expense Ratio Comparison
CTA has a 0.78% expense ratio, which is higher than JPFP's 0.59% expense ratio.
Dividends
CTA vs. JPFP - Dividend Comparison
CTA's dividend yield for the trailing twelve months is around 4.85%, while JPFP has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
CTA Simplify Managed Futures Strategy ETF | 4.85% | 3.19% | 4.80% | 7.78% | 6.58% |
JPFP JPMorgan Managed Futures Plus ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CTA and JPFP have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JPFP is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JPFP is cheaper with a 0.59% expense ratio, compared with 0.78% for CTA.
CTA has the higher dividend yield at 4.85%, compared with 0.00% for JPFP.
They also come from different issuers: Simplify and JPMorgan. Their fees differ too: 0.78% for CTA and 0.59% for JPFP.
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