IVOV vs CTA

Comparison between VANGUARD S&P MID-CAP 400 VALUE INDEX FUND ETF SHARES (IVOV, ETF) and SIMPLIFY MANAGED FUTURES STRATEGY ETF (CTA, ETF).

IVOV vs CTA - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	IVOV(ETF)	CTA(ETF)
Net Assets	$1.50B	$1.50B
Expense Ratio	0.10%	0.75%
Max Drawdown	45.99%	22.46%
Sharpe Ratio	0.97	-0.11
5Y Beta	0.89	-0.08
P/E Ratio	21.74	N/A
Forward P/E	14.28	N/A
PEG Ratio	0.06	N/A
5Y Dividends CAGR	17.11%	N/A
5Y EPS CAGR	10.39%	N/A
Debt to Equity	45.59%	N/A
P/S Ratio	1.08	N/A
P/B Ratio	2.09	N/A

Net Assets

IVOV

$1.50B

CTA

$1.50B

Expense Ratio

Winner

IVOV

0.10%

CTA

0.75%

Max Drawdown

IVOV

45.99%

Winner

CTA

22.46%

Sharpe Ratio

Winner

IVOV

0.97

CTA

-0.11

5Y Beta

IVOV

0.89

Winner

CTA

-0.08

P/E Ratio

IVOV

21.74

CTA

N/A

Forward P/E

IVOV

14.28

CTA

N/A

PEG Ratio

IVOV

0.06

CTA

N/A

5Y Dividends CAGR

IVOV

17.11%

CTA

N/A

5Y EPS CAGR

IVOV

10.39%

CTA

N/A

Debt to Equity

IVOV

45.59%

CTA

N/A

P/S Ratio

IVOV

1.08

CTA

N/A

P/B Ratio

IVOV

2.09

CTA

N/A

IVOV vs CTA - Historical Returns

Returns include dividend reinvestment.

Period	IVOV	CTA
1 month	+0.72%	+3.36%
3 months	+4.99%	-11.98%
6 months	+8.63%	-3.15%
1 year	+18.56%	-0.88%
5 years(CAGR)	+9.47%	+7.19%
10 years(CAGR)	+10.53%	N/A
Max(CAGR)	+11.78%	+7.19%

IVOV

+0.72%

Winner

CTA

+3.36%

Winner

IVOV

+4.99%

CTA

-11.98%

Winner

IVOV

+8.63%

CTA

-3.15%

Winner

IVOV

+18.56%

CTA

-0.88%

5Y(CAGR)

Winner

IVOV

+9.47%

CTA

+7.19%

10Y(CAGR)

IVOV

+10.53%

CTA

N/A

Max(CAGR)

Winner

IVOV

+11.78%

CTA

+7.19%

IVOV vs CTA - Annual Returns (2010 - 2026)

Returns include dividend reinvestment.

Year	IVOV	CTA
2026	+12.44%	+1.48%
2025	+8.18%	+0.56%
2024	+11.61%	+22.54%
2023	+15.41%	-2.92%
2022	-7.77%	+9.54%
2021	+32.83%	N/A
2020	+3.84%	N/A
2019	+25.70%	N/A
2018	-12.80%	N/A
2017	+11.29%	N/A
2016	+27.78%	N/A
2015	-6.70%	N/A
2014	+13.43%	N/A
2013	+31.27%	N/A
2012	+16.70%	N/A
2011	-3.33%	N/A
2010	+18.19%	N/A

IVOV vs CTA Drawdown Comparison

The maximum drawdown for IVOV was -45.99%, occurring on Mar 23, 2020. Recovery took 224 trading sessions.

The maximum drawdown for CTA was -20.43%, occurring on Jul 2, 2026. This drawdown has not yet recovered.

The current IVOV drawdown is -0.45%. The current CTA drawdown is -17.03%.

Rank	IVOV	CTA
#1	-45.99% Jan 16, 2020 - Dec 4, 2020	-20.43% May 4, 2026 - Jul 2, 2026
#2	-27.43% Apr 29, 2011 - Mar 19, 2012	-18.09% Oct 14, 2022 - Apr 10, 2024
#3	-22.74% Aug 29, 2018 - Nov 5, 2019	-11.23% Feb 19, 2025 - Feb 18, 2026
#4	-22.61% Nov 25, 2024 - Dec 10, 2025	-8.34% May 20, 2024 - Nov 21, 2024
#5	-21.21% Jun 23, 2015 - Jun 8, 2016	-8.33% Apr 6, 2026 - Apr 28, 2026
#6	-19.29% Jan 4, 2022 - Jan 27, 2023	-6.39% Mar 18, 2026 - Apr 2, 2026
#7	-18.83% Feb 2, 2023 - Dec 19, 2023	-5.28% Mar 8, 2022 - Apr 18, 2022
#8	-11.71% Mar 19, 2012 - Sep 7, 2012	-4.17% May 12, 2022 - Jun 30, 2022
#9	-10.58% Feb 6, 2026 - May 6, 2026	-4.00% Sep 26, 2022 - Oct 14, 2022
#10	-10.52% Sep 2, 2014 - Nov 24, 2014	-3.69% Jul 25, 2022 - Aug 31, 2022
#11	-9.82% Jan 23, 2018 - Jun 7, 2018	-3.03% Nov 22, 2024 - Dec 13, 2024
#12	-9.21% May 7, 2021 - Oct 25, 2021	-2.97% Sep 1, 2022 - Sep 14, 2022
#13	-9.10% Sep 14, 2012 - Dec 18, 2012	-2.63% Dec 18, 2024 - Jan 10, 2025
#14	-8.57% Nov 15, 2021 - Jan 4, 2022	-2.42% Jul 6, 2022 - Jul 14, 2022
#15	-7.55% Mar 28, 2024 - May 15, 2024	-2.35% Apr 26, 2024 - May 13, 2024

Correlation

Correlation between IVOV and CTA is 0.82 which considered as a strong positive correlation - the stocks tend to move together.

0.82

-101

Dividend Comparison (2010 - 2026)

IVOV vs CTA dividend yield comparison.

Year	IVOV	CTA
2026	0.00%	3.10%
2025	1.82%	3.19%
2024	1.74%	4.80%
2023	1.52%	7.78%
2022	1.97%	6.58%
2021	1.78%	0.00%
2020	2.42%	0.00%
2019	1.75%	0.00%
2018	1.87%	0.00%
2017	1.55%	0.00%
2016	1.51%	0.00%
2015	1.66%	0.00%
2014	1.47%	0.00%
2013	0.85%	0.00%
2012	1.64%	0.00%
2011	1.40%	0.00%
2010	0.86%	0.00%