CGO vs RAFE

Comparison between Calamos Global Total Return Fund (CGO, ETF) and PIMCO RAFI ESG U.S. ETF (RAFE, ETF).

5-Year PerformanceRAFE has outperformed CGO, delivering a return of +10.9% compared to +5.4%

CGO vs RAFE - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	CGO(ETF)	RAFE(ETF)
Net Assets	$154M	$153M
Expense Ratio	N/A	0.29%
Max Drawdown	67.04%	35.74%
Sharpe Ratio	1.27	2.02
5Y Beta	0.87	0.78
P/E Ratio	N/A	24.43
Forward P/E	N/A	16.47
5Y Dividends CAGR	-2.82%	4.92%
5Y EPS CAGR	N/A	9.90%
Debt to Equity	N/A	32.86%
P/S Ratio	N/A	1.66
P/B Ratio	N/A	3.29

Net Assets

Winner

CGO

$154M

RAFE

$153M

Expense Ratio

CGO

N/A

RAFE

0.29%

Max Drawdown

CGO

67.04%

Winner

RAFE

35.74%

Sharpe Ratio

CGO

1.27

Winner

RAFE

2.02

5Y Beta

CGO

0.87

Winner

RAFE

0.78

P/E Ratio

CGO

N/A

RAFE

24.43

Forward P/E

CGO

N/A

RAFE

16.47

5Y Dividends CAGR

CGO

-2.82%

Winner

RAFE

4.92%

5Y EPS CAGR

CGO

N/A

RAFE

9.90%

Debt to Equity

CGO

N/A

RAFE

32.86%

P/S Ratio

CGO

N/A

RAFE

1.66

P/B Ratio

CGO

N/A

RAFE

3.29

CGO vs RAFE - Historical Returns

Returns include dividend reinvestment.

Period	CGO	RAFE
1 month	-0.90%	+4.83%
3 months	+17.88%	+14.76%
6 months	+21.57%	+13.67%
1 year	+25.75%	+29.73%
5 years(CAGR)	+5.37%	+10.94%
10 years(CAGR)	+11.98%	N/A
Max(CAGR)	+8.77%	+12.55%

CGO

-0.90%

Winner

RAFE

+4.83%

Winner

CGO

+17.88%

RAFE

+14.76%

Winner

CGO

+21.57%

RAFE

+13.67%

CGO

+25.75%

Winner

RAFE

+29.73%

5Y(CAGR)

CGO

+5.37%

Winner

RAFE

+10.94%

10Y(CAGR)

CGO

+11.98%

RAFE

N/A

Max(CAGR)

CGO

+8.77%

Winner

RAFE

+12.55%

CGO vs RAFE - Annual Returns (2005 - 2026)

Returns include dividend reinvestment.

Year	CGO	RAFE
2026	+19.47%	+13.46%
2025	+8.42%	+18.22%
2024	+37.84%	+14.02%
2023	+13.13%	+18.47%
2022	-36.67%	-14.77%
2021	+13.85%	+31.88%
2020	+19.97%	+4.90%
2019	+42.30%	+0.55%
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 RAFE Drawdown Comparison

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

The maximum drawdown for RAFE was -35.74%, occurring on Mar 23, 2020. Recovery took 199 trading sessions.

The current CGO drawdown is -5.17%. The current RAFE drawdown is -0.26%.

Rank	CGO	RAFE
#1	-59.93% Dec 7, 2007 - Nov 5, 2010	-35.74% Feb 12, 2020 - Nov 24, 2020
#2	-50.77% Feb 13, 2020 - Aug 28, 2020	-24.29% Jan 4, 2022 - Dec 26, 2023
#3	-43.70% Sep 7, 2021 - Sep 9, 2025	-16.36% Feb 19, 2025 - Jul 1, 2025
#4	-34.62% Jan 25, 2018 - Dec 26, 2019	-8.00% Jul 16, 2024 - Aug 30, 2024
#5	-27.59% Jul 21, 2015 - Feb 24, 2017	-7.46% Feb 11, 2026 - Apr 17, 2026
#6	-22.13% Jul 19, 2007 - Oct 11, 2007	-6.20% Mar 28, 2024 - Jun 18, 2024
#7	-21.55% May 2, 2011 - Mar 29, 2012	-5.61% Nov 25, 2024 - Feb 13, 2025
#8	-16.41% Jul 14, 2014 - Apr 28, 2015	-4.99% Jun 4, 2021 - Aug 6, 2021
#9	-15.24% Feb 26, 2026 - Apr 17, 2026	-4.62% Oct 27, 2025 - Nov 28, 2025
#10	-15.13% Mar 12, 2013 - Dec 24, 2013	-4.41% Nov 16, 2021 - Dec 16, 2021
#11	-14.31% Apr 2, 2012 - Jan 14, 2013	-4.27% Jan 17, 2020 - Feb 12, 2020
#12	-11.93% Oct 28, 2005 - May 8, 2006	-4.05% Jan 14, 2021 - Feb 8, 2021
#13	-10.89% Aug 7, 2017 - Oct 27, 2017	-3.99% Aug 11, 2021 - Oct 19, 2021
#14	-10.14% Sep 19, 2025 - Jan 13, 2026	-3.44% Aug 30, 2024 - Sep 19, 2024
#15	-9.54% Oct 14, 2020 - Nov 9, 2020	-3.37% Jul 23, 2025 - Aug 12, 2025

Correlation

Correlation between CGO and RAFE is 0.82 which considered as a strong positive correlation - the stocks tend to move together.

0.82

-101

Dividend Comparison (2005 - 2026)

CGO vs RAFE dividend yield comparison.

Year	CGO	RAFE
2026	3.01%	0.40%
2025	8.43%	1.67%
2024	8.43%	1.79%
2023	10.57%	1.81%
2022	12.68%	2.22%
2021	7.80%	1.42%
2020	8.18%	2.36%
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%