JPFP vs. CTA
JPFP (JPMorgan Managed Futures Plus ETF) and CTA (Simplify Managed Futures Strategy ETF) are both Systematic Trend funds. Both are actively managed. At a 0.14 correlation, their price movements are largely independent. JPFP charges 0.59%/yr vs 0.78%/yr for CTA.
Performance
JPFP vs. CTA - Performance Comparison
Loading charts...
Returns By Period
JPFP
- 1D
- 0.60%
- 1M
- 1.00%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CTA
- 1D
- 1.17%
- 1M
- -4.34%
- 6M
- -1.08%
- YTD
- 1.50%
- 1Y
- 2.35%
- 3Y*
- 8.61%
- 5Y*
- —
- 10Y*
- —
JPFP vs. CTA - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
JPFP JPMorgan Managed Futures Plus ETF | -0.85% |
CTA Simplify Managed Futures Strategy ETF | -7.55% |
Correlation
The correlation between JPFP and CTA is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since May 28, 2026 | 0.14 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
JPFP vs. CTA — Risk / Return Rank
JPFP
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
CTA
JPFP vs. CTA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Managed Futures Plus ETF (JPFP) and Simplify Managed Futures Strategy ETF (CTA). 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.
| JPFP | CTA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.04 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 0.12 | — |
| Martin ratioReturn relative to average drawdown | — | 0.34 | — |
Loading charts...
Drawdowns
JPFP vs. CTA - Drawdown Comparison
The maximum JPFP drawdown since its inception was -6.04%, smaller than the maximum CTA drawdown of -20.44%. Use the drawdown chart below to compare losses from any high point for JPFP and CTA.
Loading charts...
Drawdown Indicators
| JPFP | CTA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.04% | -20.44% | +14.40% |
Max Drawdown (1Y)Largest decline over 1 year | — | -20.44% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -20.44% | — |
Current DrawdownCurrent decline from peak | -2.65% | -16.72% | +14.07% |
Average DrawdownAverage peak-to-trough decline | -3.16% | -5.94% | +2.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 6.84% | — |
Volatility
JPFP vs. CTA - Volatility Comparison
Loading charts...
Volatility by Period
| JPFP | CTA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 5.15% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 17.94% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 19.68% | 20.60% | -0.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.68% | 16.63% | +3.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.68% | 16.63% | +3.05% |
JPFP vs. CTA - Expense Ratio Comparison
JPFP has a 0.59% expense ratio, which is lower than CTA's 0.78% expense ratio.
Dividends
JPFP vs. CTA - Dividend Comparison
JPFP has not paid dividends to shareholders, while CTA's dividend yield for the trailing twelve months is around 4.95%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
CTA Simplify Managed Futures Strategy ETF | 4.95% | 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
JPFP and CTA 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.
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 4.95%, compared with 0.00% for JPFP.
They also come from different issuers: JPMorgan and Simplify. Their fees differ too: 0.59% for JPFP and 0.78% for CTA.
Find the right allocation for JPFP and CTA
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer