NFJ vs CTA
Comparison between Virtus AllianzGI Dividend Interest & Premium Strategy Fund (NFJ, ETF) and SIMPLIFY MANAGED FUTURES STRATEGY ETF (CTA, ETF).
NFJ vs CTA - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
NFJ
$1.50B
CTA
$1.50B
Expense Ratio
NFJ
N/A
CTA
0.75%
Max Drawdown
NFJ
70.33%
Winner
CTA
22.46%
Sharpe Ratio
Winner
NFJ
1.98
CTA
0.04
5Y Beta
NFJ
0.70
Winner
CTA
-0.10
5Y Dividends CAGR
NFJ
6.27%
CTA
N/A
NFJ vs CTA - Historical Returns
Returns include dividend reinvestment.
1M
Winner
NFJ
+0.92%
CTA
+0.46%
3M
Winner
NFJ
+8.00%
CTA
-14.23%
6M
Winner
NFJ
+18.31%
CTA
-5.23%
1Y
Winner
NFJ
+33.10%
CTA
+1.52%
5Y(CAGR)
Winner
NFJ
+8.92%
CTA
+6.59%
10Y(CAGR)
NFJ
+10.60%
CTA
N/A
Max(CAGR)
NFJ
+6.59%
Winner
CTA
+6.59%
NFJ vs CTA - Annual Returns (2005 - 2026)
Returns include dividend reinvestment.
| Year | NFJ | CTA |
|---|---|---|
| 2026 | +23.78% | -0.79% |
| 2025 | +12.02% | +0.56% |
| 2024 | +10.66% | +22.54% |
| 2023 | +21.88% | -2.92% |
| 2022 | -24.28% | +9.54% |
| 2021 | +28.93% | N/A |
| 2020 | +11.82% | N/A |
| 2019 | +29.31% | N/A |
| 2018 | -11.88% | N/A |
| 2017 | +11.11% | N/A |
| 2016 | +13.56% | N/A |
| 2015 | -13.88% | N/A |
| 2014 | +0.41% | N/A |
| 2013 | +22.89% | N/A |
| 2012 | +6.65% | N/A |
| 2011 | +1.14% | N/A |
| 2010 | +24.64% | N/A |
| 2009 | +13.30% | N/A |
| 2008 | -36.98% | N/A |
| 2007 | +2.00% | N/A |
| 2006 | +28.28% | N/A |
| 2005 | -10.77% | N/A |
NFJ vs CTA Drawdown Comparison
The maximum drawdown for NFJ was -57.94%, occurring on Mar 6, 2009. Recovery took 1183 trading sessions.
The maximum drawdown for CTA was -20.79%, occurring on Aug 4, 2026. This drawdown has not yet recovered.
The current NFJ drawdown is -1.10%. The current CTA drawdown is -18.89%.
| Rank | NFJ | CTA |
|---|---|---|
| #1 | -57.94% Jul 6, 2007 - Mar 15, 2012 | -20.79% May 4, 2026 - Aug 4, 2026 |
| #2 | -41.10% Feb 14, 2020 - Nov 24, 2020 | -18.09% Oct 14, 2022 - Apr 10, 2024 |
| #3 | -34.94% Sep 29, 2014 - Jan 23, 2018 | -11.23% Feb 19, 2025 - Feb 18, 2026 |
| #4 | -30.55% Dec 29, 2021 - Sep 19, 2024 | -8.34% May 20, 2024 - Nov 21, 2024 |
| #5 | -21.93% Sep 21, 2018 - Jul 1, 2019 | -8.33% Apr 6, 2026 - Apr 28, 2026 |
| #6 | -17.00% Jan 24, 2025 - Jul 1, 2025 | -6.39% Mar 18, 2026 - Apr 2, 2026 |
| #7 | -13.48% Mar 3, 2005 - Apr 3, 2006 | -5.28% Mar 8, 2022 - Apr 18, 2022 |
| #8 | -12.18% Oct 1, 2012 - Jan 28, 2013 | -4.17% May 12, 2022 - Jun 30, 2022 |
| #9 | -11.98% Mar 30, 2012 - Aug 16, 2012 | -4.00% Sep 26, 2022 - Oct 14, 2022 |
| #10 | -8.59% Feb 18, 2026 - Apr 13, 2026 | -3.69% Jul 25, 2022 - Aug 31, 2022 |
| #11 | -8.47% Jan 26, 2018 - Sep 20, 2018 | -3.03% Nov 22, 2024 - Dec 13, 2024 |
| #12 | -6.94% May 21, 2013 - Jul 24, 2013 | -2.97% Sep 1, 2022 - Sep 14, 2022 |
| #13 | -6.12% Sep 3, 2021 - Oct 25, 2021 | -2.63% Dec 18, 2024 - Jan 10, 2025 |
| #14 | -6.10% Dec 4, 2024 - Jan 21, 2025 | -2.42% Jul 6, 2022 - Jul 14, 2022 |
| #15 | -5.99% Apr 4, 2006 - Jul 3, 2006 | -2.35% Apr 26, 2024 - May 13, 2024 |
Correlation
Correlation between NFJ and CTA is 0.77 which considered as a strong positive correlation - the stocks tend to move together.
0.77
-101
Dividend Comparison (2005 - 2026)
NFJ vs CTA dividend yield comparison.
| Year | NFJ | CTA |
|---|---|---|
| 2026 | 3.97% | 3.68% |
| 2025 | 9.46% | 3.19% |
| 2024 | 9.26% | 4.80% |
| 2023 | 7.78% | 7.78% |
| 2022 | 8.83% | 6.58% |
| 2021 | 5.60% | 0.00% |
| 2020 | 6.69% | 0.00% |
| 2019 | 6.92% | 0.00% |
| 2018 | 8.43% | 0.00% |
| 2017 | 8.62% | 0.00% |
| 2016 | 9.52% | 0.00% |
| 2015 | 13.32% | 0.00% |
| 2014 | 11.25% | 0.00% |
| 2013 | 10.16% | 0.00% |
| 2012 | 11.54% | 0.00% |
| 2011 | 11.24% | 0.00% |
| 2010 | 5.14% | 0.00% |
| 2009 | 4.07% | 0.00% |
| 2008 | 15.33% | 0.00% |
| 2007 | 9.65% | 0.00% |
| 2006 | 8.37% | 0.00% |
| 2005 | 7.91% | 0.00% |
Select Stocks to Compare
Popular: NFJ vs SPYCTA vs SPY
More Comparisons
Compare with similar stocks