BAFE vs CTA
Comparison between BROWN ADVISORY FLEXIBLE EQUITY ETF (BAFE, ETF) and SIMPLIFY MANAGED FUTURES STRATEGY ETF (CTA, ETF).
BAFE vs CTA - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
BAFE
$1.60B
CTA
$1.60B
Expense Ratio
Winner
BAFE
0.54%
CTA
0.75%
Max Drawdown
Winner
BAFE
18.37%
CTA
22.46%
Sharpe Ratio
Winner
BAFE
0.69
CTA
-0.00
5Y Beta
BAFE
0.95
Winner
CTA
-0.07
P/E Ratio
BAFE
25.88
CTA
N/A
Forward P/E
BAFE
21.06
CTA
N/A
PEG Ratio
BAFE
0.78
CTA
N/A
5Y EPS CAGR
BAFE
23.15%
CTA
N/A
P/S Ratio
BAFE
2.30
CTA
N/A
P/B Ratio
BAFE
4.56
CTA
N/A
BAFE vs CTA - Historical Returns
Returns include dividend reinvestment.
1M
Winner
BAFE
+0.22%
CTA
-12.62%
3M
Winner
BAFE
+11.34%
CTA
-6.12%
6M
Winner
BAFE
+3.47%
CTA
-0.17%
1Y
Winner
BAFE
+11.98%
CTA
+2.63%
5Y(CAGR)
BAFE
N/A
CTA
+7.13%
Max(CAGR)
Winner
BAFE
+8.40%
CTA
+7.13%
BAFE vs CTA - Annual Returns (2022 - 2026)
Returns include dividend reinvestment.
| Year | BAFE | CTA |
|---|---|---|
| 2026 | +3.87% | +0.61% |
| 2025 | +9.82% | +0.56% |
| 2024 | -0.51% | +22.54% |
| 2023 | N/A | -2.92% |
| 2022 | N/A | +9.54% |
BAFE vs CTA Drawdown Comparison
The maximum drawdown for BAFE was -18.37%, occurring on Apr 8, 2025. Recovery took 106 trading sessions.
The maximum drawdown for CTA was -18.09%, occurring on Apr 3, 2023. Recovery took 372 trading sessions.
The current BAFE drawdown is -2.70%. The current CTA drawdown is -17.74%.
| Rank | BAFE | CTA |
|---|---|---|
| #1 | -18.37% Jan 30, 2025 - Jul 3, 2025 | -18.09% Oct 14, 2022 - Apr 10, 2024 |
| #2 | -12.73% Jan 9, 2026 - Apr 27, 2026 | -17.74% May 4, 2026 - Jun 23, 2026 |
| #3 | -6.15% Oct 27, 2025 - Dec 11, 2025 | -11.23% Feb 19, 2025 - Feb 18, 2026 |
| #4 | -4.39% Dec 4, 2024 - Jan 23, 2025 | -8.34% May 20, 2024 - Nov 21, 2024 |
| #5 | -3.88% Sep 19, 2025 - Oct 27, 2025 | -8.33% Apr 6, 2026 - Apr 28, 2026 |
| #6 | -3.77% Jul 25, 2025 - Aug 28, 2025 | -6.39% Mar 18, 2026 - Apr 2, 2026 |
| #7 | -3.01% Jun 4, 2026 - Jun 10, 2026 | -5.28% Mar 8, 2022 - Apr 18, 2022 |
| #8 | -2.38% Dec 11, 2025 - Dec 24, 2025 | -4.17% May 12, 2022 - Jun 30, 2022 |
| #9 | -1.72% Jul 3, 2025 - Jul 24, 2025 | -4.00% Sep 26, 2022 - Oct 14, 2022 |
| #10 | -1.69% May 6, 2026 - May 27, 2026 | -3.69% Jul 25, 2022 - Aug 31, 2022 |
| #11 | -1.11% Aug 28, 2025 - Sep 4, 2025 | -3.03% Nov 22, 2024 - Dec 13, 2024 |
| #12 | -0.99% Dec 26, 2025 - Jan 5, 2026 | -2.97% Sep 1, 2022 - Sep 14, 2022 |
| #13 | -0.62% Jan 6, 2026 - Jan 9, 2026 | -2.63% Dec 18, 2024 - Jan 10, 2025 |
| #14 | -0.56% Apr 27, 2026 - Apr 30, 2026 | -2.42% Jul 6, 2022 - Jul 14, 2022 |
| #15 | -0.55% Sep 9, 2025 - Sep 11, 2025 | -2.35% Apr 26, 2024 - May 13, 2024 |
Correlation
Correlation between BAFE and CTA is 0.30 which considered as a very weak or no correlation - the stocks move independently of each other.
0.30
-101
Dividend Comparison (2022 - 2026)
BAFE vs CTA dividend yield comparison.
| Year | BAFE | CTA |
|---|---|---|
| 2026 | 0.00% | 2.62% |
| 2025 | 0.30% | 3.19% |
| 2024 | 0.06% | 4.80% |
| 2023 | 0.00% | 7.78% |
| 2022 | 0.00% | 6.58% |
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