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ASMF vs CTA
Virtus AlphaSimplex Managed Futures ETF vs Simplify Managed Futures Strategy ETF
Key differences
- CTA costs 0.05% less per year.
- CTA is significantly larger than ASMF — larger funds tend to be more liquid and less likely to close.
- ASMF follows a managed futures strategy; CTA uses systematic alpha.
Side-by-side comparison
| ASMF | CTA | |
|---|---|---|
| Annual cost (TER) | 0.80% | 0.75% |
| Fund size (AUM) | $31M | $1.7B |
| Since | 2024 | 2022 |
| Dividend yield | 0.20% | 4.03% |
| Asset class | alternative | alternative |
| Region | global | — |
| Strategy | managed futures | systematic alpha |
| CAGR 1Y | +17.3% | +16.5% |
| CAGR 3Y | N/A | +13.4% |
| CAGR 5Y | N/A | N/A |
| Sharpe 3Y | N/A | 0.66 |
| Volatility 1Y | 11.10% | 19.72% |
| Max drawdown | -15.30% | -18.07% |
Green dot indicates the better value for that metric. Performance data is historical and does not predict future results.
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