CTA vs FGD
Comparison between SIMPLIFY MANAGED FUTURES STRATEGY ETF (CTA, ETF) and FIRST TRUST DOW JONES GLOBAL SELECT DIVIDEND INDEX FUND (FGD, ETF).
CTA vs FGD - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
CTA
$1.50B
Winner
FGD
$1.60B
Expense Ratio
CTA
0.75%
Winner
FGD
0.55%
Max Drawdown
Winner
CTA
22.46%
FGD
70.20%
Sharpe Ratio
CTA
0.32
Winner
FGD
1.94
5Y Beta
Winner
CTA
-0.11
FGD
0.51
5Y Dividends CAGR
CTA
N/A
FGD
10.00%
CTA vs FGD - Historical Returns
Returns include dividend reinvestment.
1M
CTA
+3.54%
Winner
FGD
+5.50%
3M
CTA
-6.34%
Winner
FGD
+6.90%
6M
CTA
-1.29%
Winner
FGD
+5.99%
1Y
CTA
+8.06%
Winner
FGD
+30.86%
5Y(CAGR)
CTA
+8.74%
Winner
FGD
+13.32%
10Y(CAGR)
CTA
N/A
FGD
+10.22%
Max(CAGR)
Winner
CTA
+8.74%
FGD
+6.35%
CTA vs FGD - Annual Returns (2007 - 2026)
Returns include dividend reinvestment.
| Year | CTA | FGD |
|---|---|---|
| 2026 | +8.68% | +18.75% |
| 2025 | +0.56% | +44.34% |
| 2024 | +22.54% | +6.10% |
| 2023 | -2.92% | +8.21% |
| 2022 | +9.54% | -7.94% |
| 2021 | N/A | +21.01% |
| 2020 | N/A | -5.99% |
| 2019 | N/A | +20.71% |
| 2018 | N/A | -13.23% |
| 2017 | N/A | +16.88% |
| 2016 | N/A | +13.11% |
| 2015 | N/A | -10.18% |
| 2014 | N/A | -0.01% |
| 2013 | N/A | +16.37% |
| 2012 | N/A | +13.69% |
| 2011 | N/A | -3.02% |
| 2010 | N/A | +10.29% |
| 2009 | N/A | +58.23% |
| 2008 | N/A | -50.12% |
| 2007 | N/A | +2.70% |
CTA vs FGD 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 FGD was -68.07%, occurring on Mar 9, 2009. Recovery took 1359 trading sessions.
The current CTA drawdown is -11.14%.
| Rank | CTA | FGD |
|---|---|---|
| #1 | -20.79% May 4, 2026 - Aug 4, 2026 | -68.07% Nov 29, 2007 - Apr 25, 2013 |
| #2 | -18.09% Oct 14, 2022 - Apr 10, 2024 | -44.84% Feb 12, 2020 - Jan 13, 2021 |
| #3 | -11.23% Feb 19, 2025 - Feb 18, 2026 | -28.68% Feb 9, 2022 - May 14, 2024 |
| #4 | -8.34% May 20, 2024 - Nov 21, 2024 | -28.08% Jul 3, 2014 - Jul 19, 2017 |
| #5 | -8.33% Apr 6, 2026 - Apr 28, 2026 | -20.87% Jan 26, 2018 - Feb 12, 2020 |
| #6 | -6.39% Mar 18, 2026 - Apr 2, 2026 | -11.50% Mar 19, 2025 - Apr 24, 2025 |
| #7 | -5.28% Mar 8, 2022 - Apr 18, 2022 | -10.80% May 8, 2013 - Sep 10, 2013 |
| #8 | -4.17% May 12, 2022 - Jun 30, 2022 | -9.82% Feb 20, 2026 - Jul 16, 2026 |
| #9 | -4.00% Sep 26, 2022 - Oct 14, 2022 | -9.10% Jun 7, 2021 - Jan 11, 2022 |
| #10 | -3.69% Jul 25, 2022 - Aug 31, 2022 | -8.98% Sep 26, 2024 - Mar 7, 2025 |
| #11 | -3.03% Nov 22, 2024 - Dec 13, 2024 | -6.40% May 17, 2024 - Jul 31, 2024 |
| #12 | -2.97% Sep 1, 2022 - Sep 14, 2022 | -6.14% Jan 14, 2021 - Feb 16, 2021 |
| #13 | -2.63% Dec 18, 2024 - Jan 10, 2025 | -5.66% Dec 31, 2013 - Feb 18, 2014 |
| #14 | -2.42% Jul 6, 2022 - Jul 14, 2022 | -5.36% Jul 31, 2024 - Aug 19, 2024 |
| #15 | -2.35% Apr 26, 2024 - May 13, 2024 | -4.95% Oct 29, 2013 - Dec 30, 2013 |
Correlation
Correlation between CTA and FGD is 0.82 which considered as a strong positive correlation - the stocks tend to move together.
0.82
-101
Dividend Comparison (2007 - 2026)
CTA vs FGD dividend yield comparison.
| Year | CTA | FGD |
|---|---|---|
| 2026 | 3.36% | 1.77% |
| 2025 | 3.19% | 5.62% |
| 2024 | 4.80% | 5.87% |
| 2023 | 7.78% | 6.44% |
| 2022 | 6.58% | 5.74% |
| 2021 | 0.00% | 5.35% |
| 2020 | 0.00% | 6.17% |
| 2019 | 0.00% | 5.19% |
| 2018 | 0.00% | 5.88% |
| 2017 | 0.00% | 4.01% |
| 2016 | 0.00% | 4.36% |
| 2015 | 0.00% | 5.07% |
| 2014 | 0.00% | 5.18% |
| 2013 | 0.00% | 4.51% |
| 2012 | 0.00% | 4.93% |
| 2011 | 0.00% | 5.15% |
| 2010 | 0.00% | 4.23% |
| 2009 | 0.00% | 3.13% |
| 2008 | 0.00% | 9.79% |
| 2007 | 0.00% | 0.52% |
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