RLGT vs. CTA

Last updated Jun 6, 2026

RLGT (Radiant Logistics, Inc.) is a stock, while CTA (Simplify Managed Futures Strategy ETF) is Systematic Trend fund actively managed by Simplify. Over the past 3 years, RLGT returned 9.65%/yr vs 10.84%/yr for CTA. At a correlation of -0.07, they often move in opposite directions.

Performance

RLGT vs. CTA - Performance Comparison

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

Returns By Period

In the year-to-date period, RLGT achieves a 35.39% return, which is significantly higher than CTA's 9.07% return.

RLGT

• 1D: 0.00%
• 1M: 4.13%
• YTD: 35.39%
• 6M: 34.54%
• 1Y: 44.76%
• 3Y*: 9.65%
• 5Y*: 2.84%
• 10Y*: 9.75%

CTA

• 1D: -1.49%
• 1M: -5.37%
• YTD: 9.07%
• 6M: 12.10%
• 1Y: 11.02%
• 3Y*: 10.84%
• 5Y*: —
• 10Y*: —

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

RLGT vs. CTA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
RLGT Radiant Logistics, Inc.	35.39%	-5.52%	0.90%	30.45%	-20.47%
CTA Simplify Managed Futures Strategy ETF	9.07%	0.88%	24.15%	-2.23%	9.55%

Correlation

The correlation between RLGT and CTA is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.10
Correlation (3Y) Calculated over the trailing 3-year period	-0.02
Correlation (All Time) Calculated using the full available price history since Mar 9, 2022	-0.07

The correlation between RLGT and CTA shifts across timeframes, from -0.07 (all time) to 0.10 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

RLGT vs. CTA — Risk / Return Rank

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

RLGT

RLGT Risk / Return Rank: 76
RLGT Sharpe Ratio Rank: 76
RLGT Sortino Ratio Rank: 72
RLGT Omega Ratio Rank: 73
RLGT Calmar Ratio Rank: 80
RLGT Martin Ratio Rank: 77

CTA

CTA Risk / Return Rank: 20
CTA Sharpe Ratio Rank: 18
CTA Sortino Ratio Rank: 17
CTA Omega Ratio Rank: 19
CTA Calmar Ratio Rank: 22
CTA Martin Ratio Rank: 22

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.

RLGT vs. CTA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Radiant Logistics, Inc. (RLGT) 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.

	RLGT	CTA	Difference
Sharpe ratio: Return per unit of total volatility	1.19	0.55	+0.64
Sortino ratio: Return per unit of downside risk	1.82	0.84	+0.98
Omega ratio: Gain probability vs. loss probability	1.24	1.11	+0.13
Calmar ratio: Return relative to maximum drawdown	2.58	1.01	+1.57
Martin ratio: Return relative to average drawdown	5.57	2.58	+2.99
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RLGT vs. CTA - Sharpe Ratio Comparison

The current RLGT Sharpe Ratio is 1.19, which is higher than the CTA Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of RLGT and CTA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	RLGT	CTA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.19	0.55	+0.64
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.07	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.22	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.17	0.57	-0.39

Drawdowns

RLGT vs. CTA - Drawdown Comparison

The maximum RLGT drawdown since its inception was -92.68%, which is greater than CTA's maximum drawdown of -18.07%. Use the drawdown chart below to compare losses from any high point for RLGT and CTA.

Drawdown Indicators

	RLGT	CTA	Difference
Max Drawdown Largest peak-to-trough decline	-92.68%	-18.07%	-74.61%
Max Drawdown (1Y) Largest decline over 1 year	-17.44%	-11.00%	-6.44%
Max Drawdown (3Y) Largest decline over 3 years	-36.53%	-11.23%	-25.30%
Max Drawdown (5Y) Largest decline over 5 years	-43.29%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-56.67%	—	—
Current Drawdown Current decline from peak	-1.04%	-10.51%	+9.47%
Average Drawdown Average peak-to-trough decline	-32.90%	-5.68%	-27.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.06%	4.28%	+3.78%

Volatility

RLGT vs. CTA - Volatility Comparison

Radiant Logistics, Inc. (RLGT) has a higher volatility of 12.13% compared to Simplify Managed Futures Strategy ETF (CTA) at 6.69%. This indicates that RLGT's price experiences larger fluctuations and is considered to be riskier than CTA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RLGT	CTA	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.13%	6.69%	+5.44%
Volatility (6M) Calculated over the trailing 6-month period	30.81%	17.42%	+13.39%
Volatility (1Y) Calculated over the trailing 1-year period	37.95%	20.23%	+17.72%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	38.37%	16.60%	+21.77%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	44.08%	16.60%	+27.48%

Dividends

RLGT vs. CTA - Dividend Comparison

RLGT has not paid dividends to shareholders, while CTA's dividend yield for the trailing twelve months is around 4.99%.

Position	TTM	2025	2024	2023	2022
CTA Simplify Managed Futures Strategy ETF	4.99%	3.19%	4.80%	7.78%	6.58%
RLGT Radiant Logistics, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both RLGT and CTA in my portfolio?

RLGT and CTA have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RLGT or CTA?

RLGT has higher volatility (12.13%) compared to CTA (6.69%). In terms of maximum drawdown, RLGT dropped -92.68% vs CTA's -18.07%.

Which has better risk-adjusted returns?

RLGT currently has the higher Sharpe Ratio (1.19 vs 0.55), 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.