SMIG vs CTA

Comparison between BAHL & GAYNOR SMALL/MID CAP INCOME GROWTH ETF (SMIG, ETF) and SIMPLIFY MANAGED FUTURES STRATEGY ETF (CTA, ETF).

SMIG vs CTA - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	SMIG(ETF)	CTA(ETF)
Net Assets	$1.50B	$1.50B
Expense Ratio	0.60%	0.75%
Max Drawdown	20.75%	22.46%
Sharpe Ratio	0.98	0.04
5Y Beta	0.67	-0.10
P/E Ratio	22.86	N/A
Forward P/E	19.32	N/A
PEG Ratio	0.82	N/A
5Y EPS CAGR	15.00%	N/A
P/S Ratio	1.78	N/A
P/B Ratio	3.14	N/A

Net Assets

SMIG

$1.50B

CTA

$1.50B

Expense Ratio

Winner

SMIG

0.60%

CTA

0.75%

Max Drawdown

Winner

SMIG

20.75%

CTA

22.46%

Sharpe Ratio

Winner

SMIG

0.98

CTA

0.04

5Y Beta

SMIG

0.67

Winner

CTA

-0.10

P/E Ratio

SMIG

22.86

CTA

N/A

Forward P/E

SMIG

19.32

CTA

N/A

PEG Ratio

SMIG

0.82

CTA

N/A

5Y EPS CAGR

SMIG

15.00%

CTA

N/A

P/S Ratio

SMIG

1.78

CTA

N/A

P/B Ratio

SMIG

3.14

CTA

N/A

SMIG vs CTA - Historical Returns

Returns include dividend reinvestment.

Period	SMIG	CTA
1 month	+0.85%	+0.46%
3 months	+5.77%	-14.23%
6 months	+8.09%	-5.23%
1 year	+16.29%	+1.52%
5 years(CAGR)	+8.06%	+6.59%
Max(CAGR)	+8.06%	+6.59%

Winner

SMIG

+0.85%

CTA

+0.46%

Winner

SMIG

+5.77%

CTA

-14.23%

Winner

SMIG

+8.09%

CTA

-5.23%

Winner

SMIG

+16.29%

CTA

+1.52%

5Y(CAGR)

Winner

SMIG

+8.06%

CTA

+6.59%

Max(CAGR)

Winner

SMIG

+8.06%

CTA

+6.59%

SMIG vs CTA - Annual Returns (2021 - 2026)

Returns include dividend reinvestment.

Year	SMIG	CTA
2026	+15.94%	-0.79%
2025	+1.30%	+0.56%
2024	+17.85%	+22.54%
2023	+12.87%	-2.92%
2022	-11.59%	+9.54%
2021	+5.52%	N/A

SMIG vs CTA Drawdown Comparison

The maximum drawdown for SMIG was -19.66%, occurring on Sep 30, 2022. Recovery took 513 trading sessions.

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

The current SMIG drawdown is -0.63%. The current CTA drawdown is -18.89%.

Rank	SMIG	CTA
#1	-19.66% Jan 4, 2022 - Jan 22, 2024	-20.79% May 4, 2026 - Aug 4, 2026
#2	-19.23% Nov 26, 2024 - Feb 9, 2026	-18.09% Oct 14, 2022 - Apr 10, 2024
#3	-8.52% Feb 20, 2026 - May 6, 2026	-11.23% Feb 19, 2025 - Feb 18, 2026
#4	-6.41% Nov 16, 2021 - Dec 27, 2021	-8.34% May 20, 2024 - Nov 21, 2024
#5	-5.77% Sep 2, 2021 - Oct 22, 2021	-8.33% Apr 6, 2026 - Apr 28, 2026
#6	-5.55% Mar 28, 2024 - May 14, 2024	-6.39% Mar 18, 2026 - Apr 2, 2026
#7	-4.80% Jul 31, 2024 - Aug 21, 2024	-5.28% Mar 8, 2022 - Apr 18, 2022
#8	-3.90% May 21, 2024 - Jul 11, 2024	-4.17% May 12, 2022 - Jun 30, 2022
#9	-3.40% Nov 11, 2024 - Nov 22, 2024	-4.00% Sep 26, 2022 - Oct 14, 2022
#10	-2.98% Aug 30, 2024 - Sep 16, 2024	-3.69% Jul 25, 2022 - Aug 31, 2022
#11	-2.71% Jan 30, 2024 - Feb 22, 2024	-3.03% Nov 22, 2024 - Dec 13, 2024
#12	-2.58% May 26, 2026 - Jun 12, 2026	-2.97% Sep 1, 2022 - Sep 14, 2022
#13	-2.56% Oct 25, 2021 - Nov 5, 2021	-2.63% Dec 18, 2024 - Jan 10, 2025
#14	-2.23% Oct 17, 2024 - Nov 6, 2024	-2.42% Jul 6, 2022 - Jul 14, 2022
#15	-2.15% May 6, 2026 - May 22, 2026	-2.35% Apr 26, 2024 - May 13, 2024