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