VRIG vs CTA
Comparison between INVESCO VARIABLE RATE INVESTMENT GRADE ETF (VRIG, ETF) and SIMPLIFY MANAGED FUTURES STRATEGY ETF (CTA, ETF).
VRIG vs CTA - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
VRIG
$1.50B
CTA
$1.50B
Expense Ratio
Winner
VRIG
0.30%
CTA
0.75%
Max Drawdown
Winner
VRIG
14.33%
CTA
22.46%
Sharpe Ratio
Winner
VRIG
1.58
CTA
0.04
5Y Beta
VRIG
0.01
Winner
CTA
-0.10
5Y Dividends CAGR
VRIG
40.33%
CTA
N/A
VRIG vs CTA - Historical Returns
Returns include dividend reinvestment.
1M
VRIG
+0.37%
Winner
CTA
+0.46%
3M
Winner
VRIG
+1.11%
CTA
-14.23%
6M
Winner
VRIG
+1.97%
CTA
-5.23%
1Y
Winner
VRIG
+4.65%
CTA
+1.52%
5Y(CAGR)
VRIG
+4.56%
Winner
CTA
+6.59%
10Y(CAGR)
VRIG
+3.47%
CTA
N/A
Max(CAGR)
VRIG
+3.47%
Winner
CTA
+6.59%
VRIG vs CTA - Annual Returns (2016 - 2026)
Returns include dividend reinvestment.
| Year | VRIG | CTA |
|---|---|---|
| 2026 | +2.56% | -0.79% |
| 2025 | +5.03% | +0.56% |
| 2024 | +6.81% | +22.54% |
| 2023 | +7.30% | -2.92% |
| 2022 | +0.99% | +9.54% |
| 2021 | +1.14% | N/A |
| 2020 | +1.63% | N/A |
| 2019 | +4.52% | N/A |
| 2018 | +0.43% | N/A |
| 2017 | +3.19% | N/A |
| 2016 | +0.56% | N/A |
VRIG vs CTA Drawdown Comparison
The maximum drawdown for VRIG was -13.04%, occurring on Mar 26, 2020. Recovery took 129 trading sessions.
The maximum drawdown for CTA was -20.79%, occurring on Aug 4, 2026. This drawdown has not yet recovered.
The current VRIG drawdown is -0.02%. The current CTA drawdown is -18.89%.
| Rank | VRIG | CTA |
|---|---|---|
| #1 | -13.04% Feb 19, 2020 - Aug 21, 2020 | -20.79% May 4, 2026 - Aug 4, 2026 |
| #2 | -2.28% Jan 21, 2022 - Sep 22, 2022 | -18.09% Oct 14, 2022 - Apr 10, 2024 |
| #3 | -1.40% Mar 6, 2023 - Apr 18, 2023 | -11.23% Feb 19, 2025 - Feb 18, 2026 |
| #4 | -1.38% Nov 14, 2018 - Feb 20, 2019 | -8.34% May 20, 2024 - Nov 21, 2024 |
| #5 | -0.78% Mar 31, 2025 - Apr 29, 2025 | -8.33% Apr 6, 2026 - Apr 28, 2026 |
| #6 | -0.73% Sep 22, 2022 - Dec 5, 2022 | -6.39% Mar 18, 2026 - Apr 2, 2026 |
| #7 | -0.47% May 5, 2017 - Jul 14, 2017 | -5.28% Mar 8, 2022 - Apr 18, 2022 |
| #8 | -0.44% Jan 26, 2018 - Feb 23, 2018 | -4.17% May 12, 2022 - Jun 30, 2022 |
| #9 | -0.36% Apr 18, 2018 - May 29, 2018 | -4.00% Sep 26, 2022 - Oct 14, 2022 |
| #10 | -0.31% Mar 14, 2018 - Apr 3, 2018 | -3.69% Jul 25, 2022 - Aug 31, 2022 |
| #11 | -0.29% Sep 18, 2020 - Nov 9, 2020 | -3.03% Nov 22, 2024 - Dec 13, 2024 |
| #12 | -0.28% Jan 13, 2017 - Feb 13, 2017 | -2.97% Sep 1, 2022 - Sep 14, 2022 |
| #13 | -0.26% Nov 14, 2017 - Dec 21, 2017 | -2.63% Dec 18, 2024 - Jan 10, 2025 |
| #14 | -0.24% Dec 6, 2019 - Dec 11, 2019 | -2.42% Jul 6, 2022 - Jul 14, 2022 |
| #15 | -0.22% Oct 18, 2017 - Nov 1, 2017 | -2.35% Apr 26, 2024 - May 13, 2024 |
Correlation
Correlation between VRIG and CTA is 0.87 which considered as a strong positive correlation - the stocks tend to move together.
0.87
-101
Dividend Comparison (2016 - 2026)
VRIG vs CTA dividend yield comparison.
| Year | VRIG | CTA |
|---|---|---|
| 2026 | 2.61% | 3.68% |
| 2025 | 4.99% | 3.19% |
| 2024 | 6.09% | 4.80% |
| 2023 | 5.97% | 7.78% |
| 2022 | 2.39% | 6.58% |
| 2021 | 0.78% | 0.00% |
| 2020 | 1.57% | 0.00% |
| 2019 | 3.13% | 0.00% |
| 2018 | 2.89% | 0.00% |
| 2017 | 2.31% | 0.00% |
| 2016 | 0.60% | 0.00% |
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