Head to head · real data
CTA vs VTI
Simplify Managed Futures Strategy ETF vs Vanguard Total Stock Market ETF
Over their shared history (2022-04 to 2026-10, about 5 years), CTA returned 11.18% a year versus 13.08% for VTI, with worst peak-to-trough falls of -19.01% and -20.52% respectively (dividends reinvested). Past performance doesn't predict future results.
CTA VTIBoth re-based to 100 at 2022-04, the start of their shared window
| Metric · shared window 2022-04 to 2026-10 | CTA | VTI |
|---|---|---|
| CAGR (annualized return) | 11.18% | 13.08% |
| Volatility (annualized) | 16.71% | 15.88% |
| Worst drawdown | -19.01% | -20.52% |
| Sharpe ratio | 0.47 | 0.59 |
| Each fund on its own, up to 15 years: windows differ, not directly comparable | ||
| CAGR (own history, up to 15 years) | 11.19% | 15.17% |
| Worst drawdown (own history, up to 15 years) | -19.01% | -24.81% |
| Data window | 2022-04 to 2026-10 | 2011-10 to 2026-10 |
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Educational use only, not investment advice. Results are hypothetical.Read full disclaimer
This tool is for educational and informational purposes only and does not provide financial, investment, tax, legal, or accounting advice. Results are hypothetical and based on historical data and assumptions that may be inaccurate. Past performance does not guarantee future results. Consult a licensed professional before making investment decisions.