CGO vs TJUL
Comparison between Calamos Global Total Return Fund (CGO, ETF) and Innovator Equity Defined Protection ETF - 2 Yr to July 2025 (TJUL, ETF).
CGO vs TJUL - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
CGO
$142M
Winner
TJUL
$142M
Expense Ratio
CGO
N/A
TJUL
0.79%
Max Drawdown
CGO
67.04%
Winner
TJUL
4.61%
Sharpe Ratio
Winner
CGO
1.46
TJUL
0.64
5Y Beta
CGO
0.86
Winner
TJUL
0.23
5Y Dividends CAGR
CGO
-4.36%
TJUL
N/A
CGO vs TJUL - Historical Returns
Returns include dividend reinvestment.
1M
Winner
CGO
+4.28%
TJUL
+0.19%
3M
Winner
CGO
+16.92%
TJUL
+1.60%
6M
Winner
CGO
+23.24%
TJUL
+1.99%
1Y
Winner
CGO
+29.73%
TJUL
+5.44%
5Y(CAGR)
CGO
+5.48%
TJUL
N/A
10Y(CAGR)
CGO
+11.93%
TJUL
N/A
Max(CAGR)
Winner
CGO
+8.84%
TJUL
+6.80%
CGO vs TJUL - Annual Returns (2005 - 2026)
Returns include dividend reinvestment.
| Year | CGO | TJUL |
|---|---|---|
| 2026 | +20.90% | +1.63% |
| 2025 | +8.42% | +6.55% |
| 2024 | +37.84% | +8.35% |
| 2023 | +13.13% | +3.05% |
| 2022 | -36.67% | N/A |
| 2021 | +13.85% | N/A |
| 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 TJUL Drawdown Comparison
The maximum drawdown for CGO was -59.93%, occurring on Oct 9, 2008. Recovery took 734 trading sessions.
The maximum drawdown for TJUL was -4.61%, occurring on Apr 8, 2025. Recovery took 55 trading sessions.
The current CGO drawdown is -4.04%. The current TJUL drawdown is -0.42%.
| Rank | CGO | TJUL |
|---|---|---|
| #1 | -59.93% Dec 7, 2007 - Nov 5, 2010 | -4.61% Feb 19, 2025 - May 8, 2025 |
| #2 | -50.77% Feb 13, 2020 - Aug 28, 2020 | -3.09% Jul 20, 2023 - Nov 15, 2023 |
| #3 | -43.70% Sep 7, 2021 - Sep 9, 2025 | -2.08% Jan 27, 2026 - Apr 13, 2026 |
| #4 | -34.62% Jan 25, 2018 - Dec 26, 2019 | -1.59% Jul 16, 2024 - Aug 13, 2024 |
| #5 | -27.59% Jul 21, 2015 - Feb 24, 2017 | -1.28% Mar 28, 2024 - May 9, 2024 |
| #6 | -22.13% Jul 19, 2007 - Oct 11, 2007 | -1.09% Oct 27, 2025 - Dec 10, 2025 |
| #7 | -21.55% May 2, 2011 - Mar 29, 2012 | -0.84% Aug 30, 2024 - Sep 12, 2024 |
| #8 | -16.41% Jul 14, 2014 - Apr 28, 2015 | -0.71% Jan 9, 2026 - Jan 27, 2026 |
| #9 | -15.24% Feb 26, 2026 - Apr 17, 2026 | -0.70% Dec 27, 2023 - Jan 12, 2024 |
| #10 | -15.13% Mar 12, 2013 - Dec 24, 2013 | -0.64% Sep 25, 2024 - Oct 14, 2024 |
| #11 | -14.31% Apr 2, 2012 - Jan 14, 2013 | -0.63% Dec 1, 2023 - Dec 12, 2023 |
| #12 | -11.93% Oct 28, 2005 - May 8, 2006 | -0.54% Oct 29, 2024 - Nov 6, 2024 |
| #13 | -10.89% Aug 7, 2017 - Oct 27, 2017 | -0.52% Mar 12, 2024 - Mar 20, 2024 |
| #14 | -10.14% Sep 19, 2025 - Jan 13, 2026 | -0.52% Jan 29, 2024 - Feb 2, 2024 |
| #15 | -9.54% Oct 14, 2020 - Nov 9, 2020 | -0.50% Feb 12, 2024 - Feb 23, 2024 |
Correlation
Correlation between CGO and TJUL is 0.96 which considered as a very strong positive correlation - the stocks move almost identically together.
0.96
-101
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