CTA vs. VTI

Last updated Jun 19, 2026

CTA (Simplify Managed Futures Strategy ETF) and VTI (Vanguard Total Stock Market ETF) are both exchange-traded funds - CTA is a Systematic Trend fund actively managed by Simplify, while VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index. CTA is actively managed, while VTI is passively managed. Over the past 3 years, CTA returned 8.43%/yr vs 20.67%/yr for VTI. At a correlation of -0.13, they often move in opposite directions. CTA charges 0.78%/yr vs 0.03%/yr for VTI.

Performance

CTA vs. VTI - Performance Comparison

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

Returns By Period

In the year-to-date period, CTA achieves a 2.16% return, which is significantly lower than VTI's 10.70% return.

CTA

• 1D: 0.07%
• 1M: -15.48%
• YTD: 2.16%
• 6M: 2.65%
• 1Y: 3.05%
• 3Y*: 8.43%
• 5Y*: —
• 10Y*: —

VTI

• 1D: 1.16%
• 1M: 2.76%
• YTD: 10.70%
• 6M: 11.69%
• 1Y: 27.29%
• 3Y*: 20.67%
• 5Y*: 12.86%
• 10Y*: 15.07%

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

CTA vs. VTI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
CTA Simplify Managed Futures Strategy ETF	2.16%	0.88%	24.15%	-2.23%	9.01%
VTI Vanguard Total Stock Market ETF	10.70%	17.10%	23.81%	26.05%	-8.02%

Correlation

The correlation between CTA and VTI is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.14
Correlation (3Y) Calculated over the trailing 3-year period	-0.10
Correlation (All Time) Calculated using the full available price history since Mar 8, 2022	-0.13

Return for Risk

CTA vs. VTI — Risk / Return Rank

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

CTA

CTA Risk / Return Rank: 10
CTA Sharpe Ratio Rank: 10
CTA Sortino Ratio Rank: 10
CTA Omega Ratio Rank: 10
CTA Calmar Ratio Rank: 10
CTA Martin Ratio Rank: 11

VTI

VTI Risk / Return Rank: 71
VTI Sharpe Ratio Rank: 73
VTI Sortino Ratio Rank: 69
VTI Omega Ratio Rank: 71
VTI Calmar Ratio Rank: 66
VTI Martin Ratio Rank: 77

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. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Managed Futures Strategy ETF (CTA) and Vanguard Total Stock Market ETF (VTI). 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	VTI	Difference
Sharpe ratio: Return per unit of total volatility	0.15	2.15	-2.00
Sortino ratio: Return per unit of downside risk	0.33	2.91	-2.58
Omega ratio: Gain probability vs. loss probability	1.04	1.39	-0.34
Calmar ratio: Return relative to maximum drawdown	0.19	3.07	-2.88
Martin ratio: Return relative to average drawdown	0.62	13.75	-13.13

CTA vs. VTI - Sharpe Ratio Comparison

The current CTA Sharpe Ratio is 0.15, which is lower than the VTI Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of CTA and VTI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CTA vs. VTI - Drawdown Comparison

The maximum CTA drawdown since its inception was -18.07%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for CTA and VTI.

Drawdown Indicators

	CTA	VTI	Difference
Max Drawdown Largest peak-to-trough decline	-18.07%	-55.45%	+37.38%
Max Drawdown (1Y) Largest decline over 1 year	-16.24%	-8.92%	-7.32%
Max Drawdown (3Y) Largest decline over 3 years	-16.24%	-19.30%	+3.06%
Max Drawdown (5Y) Largest decline over 5 years	—	-25.36%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.00%	—
Current Drawdown Current decline from peak	-16.18%	-1.17%	-15.01%
Average Drawdown Average peak-to-trough decline	-5.75%	-8.01%	+2.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.91%	1.99%	+2.92%

Volatility

CTA vs. VTI - Volatility Comparison

Simplify Managed Futures Strategy ETF (CTA) has a higher volatility of 5.84% compared to Vanguard Total Stock Market ETF (VTI) at 4.84%. This indicates that CTA's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CTA	VTI	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.84%	4.84%	+1.00%
Volatility (6M) Calculated over the trailing 6-month period	17.72%	10.03%	+7.69%
Volatility (1Y) Calculated over the trailing 1-year period	20.36%	12.74%	+7.62%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.62%	17.50%	-0.88%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.62%	18.35%	-1.73%

CTA vs. VTI - Expense Ratio Comparison

CTA has a 0.78% expense ratio, which is higher than VTI's 0.03% expense ratio.

Dividends

CTA vs. VTI - Dividend Comparison

CTA's dividend yield for the trailing twelve months is around 5.33%, more than VTI's 1.02% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CTA Simplify Managed Futures Strategy ETF	5.33%	3.19%	4.80%	7.78%	6.58%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VTI Vanguard Total Stock Market ETF	1.02%	1.12%	1.27%	1.44%	1.66%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%

Frequently Asked Questions

Can I hold both CTA and VTI in my portfolio?

CTA and VTI have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CTA or VTI?

CTA has higher volatility (5.84%) compared to VTI (4.84%). In terms of maximum drawdown, CTA dropped -18.07% vs VTI's -55.45%.

Which ETF is better, CTA or VTI?

On 3-year performance, VTI leads with 20.67% vs 8.43% for CTA. On fees, VTI is cheaper at 0.03% per year. On volatility, VTI has been the lower-risk option at 4.84%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, CTA or VTI?

Over the 3-year period, VTI has performed better with a 20.67% return vs 8.43%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, CTA or VTI?

VTI is cheaper with a 0.03% expense ratio, compared with 0.78% for CTA.

Which ETF pays a higher dividend yield, CTA or VTI?

CTA has the higher dividend yield at 5.33%, compared with 1.02% for VTI.

What is the main difference between CTA and VTI?

CTA is categorized as Systematic Trend, while VTI is Large Cap Blend Equities. They also come from different issuers: Simplify and Vanguard. Their fees differ too: 0.78% for CTA and 0.03% for VTI.

Which has better risk-adjusted returns?

VTI currently has the higher Sharpe Ratio (2.15 vs 0.15), 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.