CTA vs FALN
Comparison between SIMPLIFY MANAGED FUTURES STRATEGY ETF (CTA, ETF) and ISHARES FALLEN ANGELS USD BOND ETF (FALN, ETF).
CTA vs FALN - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
CTA
$1.50B
Winner
FALN
$1.60B
Expense Ratio
CTA
0.75%
Winner
FALN
0.25%
Max Drawdown
Winner
CTA
22.46%
FALN
29.96%
Sharpe Ratio
CTA
-0.03
Winner
FALN
0.57
5Y Beta
Winner
CTA
-0.10
FALN
0.27
5Y Dividends CAGR
CTA
N/A
FALN
5.09%
CTA vs FALN - Historical Returns
Returns include dividend reinvestment.
1M
CTA
-0.12%
Winner
FALN
-0.04%
3M
CTA
-14.86%
Winner
FALN
+1.44%
6M
CTA
-5.92%
Winner
FALN
+1.58%
1Y
CTA
-0.48%
Winner
FALN
+6.58%
5Y(CAGR)
Winner
CTA
+6.41%
FALN
+3.60%
10Y(CAGR)
CTA
N/A
FALN
+6.06%
Max(CAGR)
CTA
+6.41%
Winner
FALN
+6.59%
CTA vs FALN - Annual Returns (2016 - 2026)
Returns include dividend reinvestment.
| Year | CTA | FALN |
|---|---|---|
| 2026 | -1.52% | +2.57% |
| 2025 | +0.56% | +8.60% |
| 2024 | +22.54% | +8.18% |
| 2023 | -2.92% | +13.36% |
| 2022 | +9.54% | -13.60% |
| 2021 | N/A | +5.67% |
| 2020 | N/A | +14.54% |
| 2019 | N/A | +17.52% |
| 2018 | N/A | -5.26% |
| 2017 | N/A | +8.15% |
| 2016 | N/A | +10.41% |
CTA vs FALN Drawdown Comparison
The maximum drawdown for CTA was -20.79%, occurring on Aug 4, 2026. This drawdown has not yet recovered.
The maximum drawdown for FALN was -29.22%, occurring on Mar 20, 2020. Recovery took 106 trading sessions.
The current CTA drawdown is -19.48%. The current FALN drawdown is -0.26%.
| Rank | CTA | FALN |
|---|---|---|
| #1 | -20.79% May 4, 2026 - Aug 4, 2026 | -29.22% Feb 14, 2020 - Jul 17, 2020 |
| #2 | -18.09% Oct 14, 2022 - Apr 10, 2024 | -18.79% Nov 9, 2021 - Jun 5, 2024 |
| #3 | -11.23% Feb 19, 2025 - Feb 18, 2026 | -8.18% Jan 24, 2018 - Mar 1, 2019 |
| #4 | -8.34% May 20, 2024 - Nov 21, 2024 | -5.92% Feb 28, 2025 - Jun 9, 2025 |
| #5 | -8.33% Apr 6, 2026 - Apr 28, 2026 | -4.10% Oct 19, 2016 - Dec 7, 2016 |
| #6 | -6.39% Mar 18, 2026 - Apr 2, 2026 | -3.96% Feb 19, 2026 - Jun 11, 2026 |
| #7 | -5.28% Mar 8, 2022 - Apr 18, 2022 | -3.23% Sep 2, 2020 - Oct 12, 2020 |
| #8 | -4.17% May 12, 2022 - Jun 30, 2022 | -3.17% Jun 23, 2016 - Jun 30, 2016 |
| #9 | -4.00% Sep 26, 2022 - Oct 14, 2022 | -2.84% Feb 12, 2021 - May 3, 2021 |
| #10 | -3.69% Jul 25, 2022 - Aug 31, 2022 | -2.61% Sep 6, 2016 - Sep 30, 2016 |
| #11 | -3.03% Nov 22, 2024 - Dec 13, 2024 | -2.51% Mar 1, 2017 - Apr 7, 2017 |
| #12 | -2.97% Sep 1, 2022 - Sep 14, 2022 | -2.24% May 6, 2019 - Jun 19, 2019 |
| #13 | -2.63% Dec 18, 2024 - Jan 10, 2025 | -2.23% Sep 15, 2021 - Nov 5, 2021 |
| #14 | -2.42% Jul 6, 2022 - Jul 14, 2022 | -2.03% Dec 6, 2024 - Jan 27, 2025 |
| #15 | -2.35% Apr 26, 2024 - May 13, 2024 | -1.98% Sep 17, 2019 - Dec 5, 2019 |
Correlation
Correlation between CTA and FALN is 0.83 which considered as a strong positive correlation - the stocks tend to move together.
0.83
-101
Dividend Comparison (2016 - 2026)
CTA vs FALN dividend yield comparison.
| Year | CTA | FALN |
|---|---|---|
| 2026 | 3.71% | 3.81% |
| 2025 | 3.19% | 6.31% |
| 2024 | 4.80% | 6.24% |
| 2023 | 7.78% | 5.37% |
| 2022 | 6.58% | 5.08% |
| 2021 | 0.00% | 3.40% |
| 2020 | 0.00% | 5.14% |
| 2019 | 0.00% | 5.35% |
| 2018 | 0.00% | 5.97% |
| 2017 | 0.00% | 6.98% |
| 2016 | 0.00% | 3.55% |
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