CGO vs FEUZ

Comparison between Calamos Global Total Return Fund (CGO, ETF) and FIRST TRUST EUROZONE ALPHADEX ETF (FEUZ, ETF).

5-Year PerformanceFEUZ has outperformed CGO, delivering a return of +9.5% compared to +5.5%

CGO vs FEUZ - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	CGO(ETF)	FEUZ(ETF)
Net Assets	$142M	$141M
Expense Ratio	N/A	0.80%
Max Drawdown	67.04%	50.14%
Sharpe Ratio	1.46	1.30
5Y Beta	0.86	0.85
5Y Dividends CAGR	-4.36%	23.04%

Net Assets

Winner

CGO

$142M

FEUZ

$141M

Expense Ratio

CGO

N/A

FEUZ

0.80%

Max Drawdown

CGO

67.04%

Winner

FEUZ

50.14%

Sharpe Ratio

Winner

CGO

1.46

FEUZ

1.30

5Y Beta

CGO

0.86

Winner

FEUZ

0.85

5Y Dividends CAGR

CGO

-4.36%

Winner

FEUZ

23.04%

CGO vs FEUZ - Historical Returns

Returns include dividend reinvestment.

Period	CGO	FEUZ
1 month	+4.28%	-0.42%
3 months	+16.92%	+7.28%
6 months	+23.24%	+13.35%
1 year	+29.73%	+27.28%
5 years(CAGR)	+5.48%	+9.54%
10 years(CAGR)	+11.93%	+10.11%
Max(CAGR)	+8.84%	+9.19%

Winner

CGO

+4.28%

FEUZ

-0.42%

Winner

CGO

+16.92%

FEUZ

+7.28%

Winner

CGO

+23.24%

FEUZ

+13.35%

Winner

CGO

+29.73%

FEUZ

+27.28%

5Y(CAGR)

CGO

+5.48%

Winner

FEUZ

+9.54%

10Y(CAGR)

Winner

CGO

+11.93%

FEUZ

+10.11%

Max(CAGR)

CGO

+8.84%

Winner

FEUZ

+9.19%

CGO vs FEUZ - Annual Returns (2005 - 2026)

Returns include dividend reinvestment.

Year	CGO	FEUZ
2026	+20.90%	+8.04%
2025	+8.42%	+58.86%
2024	+37.84%	+2.49%
2023	+13.13%	+15.48%
2022	-36.67%	-20.48%
2021	+13.85%	+11.40%
2020	+19.97%	+3.61%
2019	+42.30%	+22.96%
2018	-26.75%	-21.46%
2017	+55.88%	+36.71%
2016	+4.65%	+8.27%
2015	-4.42%	+3.28%
2014	+3.20%	-0.43%
2013	+11.09%	N/A
2012	+7.36%	N/A
2011	+0.18%	N/A
2010	+10.10%	N/A
2009	+57.16%	N/A
2008	-45.30%	N/A
2007	+23.11%	N/A
2006	+28.24%	N/A
2005	-4.84%	N/A

CGO vs FEUZ Drawdown Comparison

The maximum drawdown for CGO was -59.93%, occurring on Oct 9, 2008. Recovery took 734 trading sessions.

The maximum drawdown for FEUZ was -48.07%, occurring on Mar 18, 2020. Recovery took 801 trading sessions.

The current CGO drawdown is -4.04%. The current FEUZ drawdown is -2.90%.

Rank	CGO	FEUZ
#1	-59.93% Dec 7, 2007 - Nov 5, 2010	-48.07% Jan 26, 2018 - Apr 5, 2021
#2	-50.77% Feb 13, 2020 - Aug 28, 2020	-38.67% Nov 22, 2021 - Feb 14, 2025
#3	-43.70% Sep 7, 2021 - Sep 9, 2025	-20.17% May 15, 2015 - Jan 24, 2017
#4	-34.62% Jan 25, 2018 - Dec 26, 2019	-18.02% Mar 18, 2025 - Apr 29, 2025
#5	-27.59% Jul 21, 2015 - Feb 24, 2017	-12.49% Feb 26, 2026 - May 6, 2026
#6	-22.13% Jul 19, 2007 - Oct 11, 2007	-9.94% Dec 1, 2014 - Feb 20, 2015
#7	-21.55% May 2, 2011 - Mar 29, 2012	-6.28% Jun 7, 2021 - Aug 13, 2021
#8	-16.41% Jul 14, 2014 - Apr 28, 2015	-6.02% Sep 1, 2021 - Nov 22, 2021
#9	-15.24% Feb 26, 2026 - Apr 17, 2026	-5.27% Aug 22, 2025 - Oct 3, 2025
#10	-15.13% Mar 12, 2013 - Dec 24, 2013	-5.22% Feb 24, 2015 - Apr 2, 2015
#11	-14.31% Apr 2, 2012 - Jan 14, 2013	-4.48% Nov 12, 2025 - Dec 8, 2025
#12	-11.93% Oct 28, 2005 - May 8, 2006	-4.38% Jul 23, 2025 - Aug 7, 2025
#13	-10.89% Aug 7, 2017 - Oct 27, 2017	-4.32% Nov 2, 2017 - Dec 19, 2017
#14	-10.14% Sep 19, 2025 - Jan 13, 2026	-3.90% May 6, 2026 - May 19, 2026
#15	-9.54% Oct 14, 2020 - Nov 9, 2020	-3.35% May 10, 2021 - May 18, 2021

Correlation

Correlation between CGO and FEUZ is 0.90 which considered as a very strong positive correlation - the stocks move almost identically together.

0.90

-101

Dividend Comparison (2005 - 2026)

CGO vs FEUZ dividend yield comparison.

Year	CGO	FEUZ
2026	2.36%	0.02%
2025	8.43%	2.81%
2024	8.43%	2.01%
2023	10.57%	2.95%
2022	12.68%	3.14%
2021	7.80%	2.52%
2020	8.18%	1.46%
2019	8.96%	1.93%
2018	11.81%	2.46%
2017	7.97%	1.29%
2016	11.40%	2.12%
2015	10.51%	1.09%
2014	9.08%	0.02%
2013	8.56%	0.00%
2012	8.73%	0.00%
2011	8.80%	0.00%
2010	8.28%	0.00%
2009	8.36%	0.00%
2008	14.64%	0.00%
2007	6.71%	0.00%
2006	5.88%	0.00%
2005	0.71%	0.00%