CTA vs. MFTFX
CTA (Simplify Managed Futures Strategy ETF) and MFTFX (Arrow Managed Futures Stragegy Fund) are both Systematic Trend funds. Over the past 3 years, CTA returned 8.35%/yr vs 1.48%/yr for MFTFX. Their 0.41 correlation means their historical movements had little consistent relationship. CTA charges 0.78%/yr vs 1.54%/yr for MFTFX.
Performance
CTA vs. MFTFX - Performance Comparison
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Returns By Period
In the year-to-date period, CTA achieves a 2.94% return, which is significantly lower than MFTFX's 8.17% return.
CTA
- 1D
- 0.41%
- 1M
- 6.16%
- 6M
- -0.31%
- YTD
- 2.94%
- 1Y
- 7.76%
- 3Y*
- 8.35%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 7.49%
MFTFX
- 1D
- -0.90%
- 1M
- -0.30%
- 6M
- 0.91%
- YTD
- 8.17%
- 1Y
- 38.20%
- 3Y*
- 1.48%
- 5Y*
- 10.93%
- 10Y*
- 4.72%
- ALL TIME*
- 2.82%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $11.61M | $12.21M | $14.75M | |
| $0.00 | $0.00 | $0.00 |
CTA vs. MFTFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
CTA Simplify Managed Futures Strategy ETF | 2.94% | 0.88% | 24.15% | -2.23% | 9.01% |
MFTFX Arrow Managed Futures Stragegy Fund | 8.17% | 9.29% | 6.87% | -13.57% | 23.96% |
Correlation
The correlation between CTA and MFTFX is 0.48, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.48 |
Correlation (3Y) Balances recent behavior with more history. | 0.41 |
Correlation (All Time) Calculated using the full available price history since Mar 8, 2022 | 0.41 |
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Return for Risk
CTA vs. MFTFX — Risk / Return Rank
CTA
MFTFX
CTA vs. MFTFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Simplify Managed Futures Strategy ETF (CTA) and Arrow Managed Futures Stragegy Fund (MFTFX). 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.
| CTA | MFTFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.29 | ||
| Sortino ratioReturn per unit of downside risk | -1.62 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.26 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 0.20 | 2.94 | -2.74 |
| Martin ratioReturn relative to average drawdown | 0.53 | 7.39 | -6.86 |
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Drawdowns
CTA vs. MFTFX - Drawdown Comparison
The maximum CTA drawdown since its inception was -20.44%, smaller than the maximum MFTFX drawdown of -35.70%. Use the drawdown chart below to compare losses from any high point for CTA and MFTFX.
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Drawdown Indicators
| CTA | MFTFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.44% | -35.70% | +15.26% |
Max Drawdown (1Y)Largest decline over 1 year | -20.44% | -9.83% | -10.61% |
Max Drawdown (3Y)Largest decline over 3 years | -20.44% | -32.57% | +12.13% |
Max Drawdown (5Y)Largest decline over 5 years | — | -32.57% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.70% | — |
Current DrawdownCurrent decline from peak | -15.54% | -7.93% | -7.61% |
Average DrawdownAverage peak-to-trough decline | -6.06% | -16.87% | +10.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.61% | 4.01% | +3.60% |
Volatility
CTA vs. MFTFX - Volatility Comparison
Simplify Managed Futures Strategy ETF (CTA) has a higher volatility of 8.38% compared to Arrow Managed Futures Stragegy Fund (MFTFX) at 5.65%. This indicates that CTA's price experiences larger fluctuations and is considered to be riskier than MFTFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CTA | MFTFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.38% | 5.65% | +2.73% |
Volatility (6M)Calculated over the trailing 6-month period | 19.10% | 12.30% | +6.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.74% | 19.54% | +2.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.92% | 21.86% | -4.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.92% | 22.08% | -5.16% |
CTA vs. MFTFX - Expense Ratio Comparison
CTA has a 0.78% expense ratio, which is lower than MFTFX's 1.54% expense ratio.
Dividends
CTA vs. MFTFX - Dividend Comparison
CTA's dividend yield for the trailing twelve months is around 5.38%, while MFTFX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CTA Simplify Managed Futures Strategy ETF | 5.38% | 3.19% | 4.80% | 7.78% | 6.58% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MFTFX Arrow Managed Futures Stragegy Fund | 0.00% | 0.00% | 0.00% | 11.75% | 41.04% | 2.30% | 0.00% | 20.00% | 7.84% | 2.12% | 9.36% | 1.21% |
Frequently Asked Questions
CTA and MFTFX have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CTA has higher volatility (8.38%) compared to MFTFX (5.65%). In terms of maximum drawdown, CTA dropped -20.44% vs MFTFX's -35.70%.
MFTFX currently has the higher Sharpe Ratio (1.48 vs 0.19), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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