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CTA vs. JPFP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CTA vs. JPFP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify Managed Futures Strategy ETF (CTA) and JPMorgan Managed Futures Plus ETF (JPFP). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CTA vs. JPFP - Yearly Performance Comparison


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

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

CTA
CTA Risk / Return Rank: 2424
Overall Rank
CTA Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
CTA Sortino Ratio Rank: 2020
Sortino Ratio Rank
CTA Omega Ratio Rank: 2222
Omega Ratio Rank
CTA Calmar Ratio Rank: 2929
Calmar Ratio Rank
CTA Martin Ratio Rank: 2626
Martin Ratio Rank

JPFP
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.

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.


CTAJPFPDifference
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

CTA vs. JPFP - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CTAJPFPDifference

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


CTAJPFPDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-7.86%

-0.76%

-7.10%

Average Drawdown

Average peak-to-trough decline

-5.67%

-0.19%

-5.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.19%

Volatility

CTA vs. JPFP - Volatility Comparison


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Volatility by Period


CTAJPFPDifference

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.


PositionTTM2025202420232022
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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