CGO vs FNGG

Comparison between Calamos Global Total Return Fund (CGO, ETF) and DIREXION DAILY NYSE FANG+ BULL 2X SHARES (FNGG, ETF).

5-Year PerformanceCGO has outperformed FNGG, delivering a return of +5.4% compared to +0.9%

CGO vs FNGG - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	CGO(ETF)	FNGG(ETF)
Net Assets	$154M	$154M
Max Drawdown	67.04%	91.69%
Sharpe Ratio	1.23	0.76
5Y Beta	0.87	2.82
5Y Dividends CAGR	-2.82%	N/A

Net Assets

CGO

$154M

Winner

FNGG

$154M

Max Drawdown

Winner

CGO

67.04%

FNGG

91.69%

Sharpe Ratio

Winner

CGO

1.23

FNGG

0.76

5Y Beta

Winner

CGO

0.87

FNGG

2.82

5Y Dividends CAGR

CGO

-2.82%

FNGG

N/A

CGO vs FNGG - Historical Returns

Returns include dividend reinvestment.

Period	CGO	FNGG
1 month	-0.90%	-4.41%
3 months	+17.88%	+25.63%
6 months	+21.57%	+3.76%
1 year	+25.75%	+27.09%
5 years(CAGR)	+5.37%	+0.86%
10 years(CAGR)	+11.98%	N/A
Max(CAGR)	+8.77%	+0.86%

Winner

CGO

-0.90%

FNGG

-4.41%

CGO

+17.88%

Winner

FNGG

+25.63%

Winner

CGO

+21.57%

FNGG

+3.76%

CGO

+25.75%

Winner

FNGG

+27.09%

5Y(CAGR)

Winner

CGO

+5.37%

FNGG

+0.86%

10Y(CAGR)

CGO

+11.98%

FNGG

N/A

Max(CAGR)

Winner

CGO

+8.77%

FNGG

+0.86%

CGO vs FNGG - Annual Returns (2005 - 2026)

Returns include dividend reinvestment.

Year	CGO	FNGG
2026	+19.47%	+12.11%
2025	+8.42%	+25.92%
2024	+37.84%	+109.39%
2023	+13.13%	+214.56%
2022	-36.67%	-87.38%
2021	+13.85%	-2.82%
2020	+19.97%	N/A
2019	+42.30%	N/A
2018	-26.75%	N/A
2017	+55.88%	N/A
2016	+4.65%	N/A
2015	-4.42%	N/A
2014	+3.20%	N/A
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 FNGG Drawdown Comparison

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

The maximum drawdown for FNGG was -91.31%, occurring on Jan 5, 2023. This drawdown has not yet recovered.

The current CGO drawdown is -5.17%. The current FNGG drawdown is -19.60%.

Rank	CGO	FNGG
#1	-59.93% Dec 7, 2007 - Nov 5, 2010	-91.31% Nov 16, 2021 - Jan 5, 2023
#2	-50.77% Feb 13, 2020 - Aug 28, 2020	-5.74% Oct 1, 2021 - Oct 7, 2021
#3	-43.70% Sep 7, 2021 - Sep 9, 2025	-5.42% Nov 9, 2021 - Nov 12, 2021
#4	-34.62% Jan 25, 2018 - Dec 26, 2019	-4.65% Oct 21, 2021 - Nov 1, 2021
#5	-27.59% Jul 21, 2015 - Feb 24, 2017	-3.01% Oct 7, 2021 - Oct 13, 2021
#6	-22.13% Jul 19, 2007 - Oct 11, 2007	-2.41% Nov 4, 2021 - Nov 9, 2021
#7	-21.55% May 2, 2011 - Mar 29, 2012	-1.20% Oct 19, 2021 - Oct 21, 2021
#8	-16.41% Jul 14, 2014 - Apr 28, 2015	-0.72% Nov 1, 2021 - Nov 3, 2021
#9	-15.24% Feb 26, 2026 - Apr 17, 2026	-0.66% Nov 12, 2021 - Nov 16, 2021
#10	-15.13% Mar 12, 2013 - Dec 24, 2013	N/A
#11	-14.31% Apr 2, 2012 - Jan 14, 2013	N/A
#12	-11.93% Oct 28, 2005 - May 8, 2006	N/A
#13	-10.89% Aug 7, 2017 - Oct 27, 2017	N/A
#14	-10.14% Sep 19, 2025 - Jan 13, 2026	N/A
#15	-9.54% Oct 14, 2020 - Nov 9, 2020	N/A

Correlation

Correlation between CGO and FNGG 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 FNGG dividend yield comparison.

Year	CGO	FNGG
2026	3.01%	0.22%
2025	8.43%	11.89%
2024	8.43%	0.79%
2023	10.57%	0.88%
2022	12.68%	0.00%
2021	7.80%	4.99%
2020	8.18%	0.00%
2019	8.96%	0.00%
2018	11.81%	0.00%
2017	7.97%	0.00%
2016	11.40%	0.00%
2015	10.51%	0.00%
2014	9.08%	0.00%
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%