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FSIG vs CTA

Comparison between FIRST TRUST LIMITED DURATION INVESTMENT GRADE CORPORATE ETF (FSIG, ETF) and SIMPLIFY MANAGED FUTURES STRATEGY ETF (CTA, ETF).

FSIG vs CTA - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
FSIG
$1.50B
CTA
$1.50B
Expense Ratio
Winner
FSIG
0.44%
CTA
0.75%
Max Drawdown
Winner
FSIG
9.03%
CTA
22.46%
Sharpe Ratio
FSIG
-0.40
Winner
CTA
0.32
5Y Beta
FSIG
0.04
Winner
CTA
-0.11

FSIG vs CTA - Historical Returns

Returns include dividend reinvestment.

1M
FSIG
+0.33%
Winner
CTA
+3.54%
3M
Winner
FSIG
+0.73%
CTA
-6.34%
6M
Winner
FSIG
+0.25%
CTA
-1.29%
1Y
FSIG
+3.13%
Winner
CTA
+8.06%
5Y(CAGR)
FSIG
+2.77%
Winner
CTA
+8.74%
Max(CAGR)
FSIG
+2.77%
Winner
CTA
+8.74%

FSIG vs CTA - Annual Returns (2021 - 2026)

Returns include dividend reinvestment.

YearFSIGCTA
2026+0.88%+8.68%
2025+6.65%+0.56%
2024+4.43%+22.54%
2023+6.02%-2.92%
2022-4.23%+9.54%
2021+0.02%N/A

FSIG vs CTA Drawdown Comparison

The maximum drawdown for FSIG was -6.88%, occurring on Oct 20, 2022. Recovery took 510 trading sessions.

The maximum drawdown for CTA was -20.79%, occurring on Aug 4, 2026. This drawdown has not yet recovered.

The current FSIG drawdown is -0.09%. The current CTA drawdown is -11.14%.

RankFSIGCTA
#1-6.88%
Nov 19, 2021 - Dec 1, 2023
-20.79%
May 4, 2026 - Aug 4, 2026
#2-1.55%
Feb 23, 2026 - Jun 25, 2026
-18.09%
Oct 14, 2022 - Apr 10, 2024
#3-1.51%
Sep 24, 2024 - Feb 21, 2025
-11.23%
Feb 19, 2025 - Feb 18, 2026
#4-1.32%
Feb 1, 2024 - May 21, 2024
-8.34%
May 20, 2024 - Nov 21, 2024
#5-1.26%
Apr 3, 2025 - Apr 24, 2025
-8.33%
Apr 6, 2026 - Apr 28, 2026
#6-0.62%
Jun 26, 2026 - Aug 5, 2026
-6.39%
Mar 18, 2026 - Apr 2, 2026
#7-0.58%
Dec 27, 2023 - Jan 12, 2024
-5.28%
Mar 8, 2022 - Apr 18, 2022
#8-0.57%
Jan 12, 2024 - Jan 31, 2024
-4.17%
May 12, 2022 - Jun 30, 2022
#9-0.50%
Apr 30, 2025 - May 27, 2025
-4.00%
Sep 26, 2022 - Oct 14, 2022
#10-0.47%
Jun 30, 2025 - Jul 21, 2025
-3.69%
Jul 25, 2022 - Aug 31, 2022
#11-0.47%
Oct 27, 2025 - Nov 24, 2025
-3.03%
Nov 22, 2024 - Dec 13, 2024
#12-0.42%
Aug 2, 2024 - Aug 14, 2024
-2.97%
Sep 1, 2022 - Sep 14, 2022
#13-0.40%
Sep 16, 2025 - Oct 14, 2025
-2.63%
Dec 18, 2024 - Jan 10, 2025
#14-0.37%
May 21, 2024 - May 31, 2024
-2.42%
Jul 6, 2022 - Jul 14, 2022
#15-0.37%
Jul 5, 2024 - Jul 11, 2024
-2.35%
Apr 26, 2024 - May 13, 2024

Correlation

Correlation between FSIG and CTA is 0.87 which considered as a strong positive correlation - the stocks tend to move together.

0.87
-101

Dividend Comparison (2021 - 2026)

FSIG vs CTA dividend yield comparison.

YearFSIGCTA
20263.09%3.36%
20254.73%3.19%
20244.61%4.80%
20234.42%7.78%
20222.48%6.58%
20210.12%0.00%

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