CHW vs AFLG

Comparison between Calamos Global Dynamic Income Fund (CHW, ETF) and FIRST TRUST ACTIVE FACTOR LARGE CAP ETF (AFLG, ETF).

5-Year PerformanceAFLG has outperformed CHW, delivering a return of +12.7% compared to +5.1%

CHW vs AFLG - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	CHW(ETF)	AFLG(ETF)
Net Assets	$650M	$648M
Expense Ratio	N/A	0.55%
Max Drawdown	72.87%	35.84%
Sharpe Ratio	1.79	1.45
5Y Beta	0.88	0.90
P/E Ratio	N/A	23.08
Forward P/E	N/A	18.18
PEG Ratio	N/A	0.20
5Y Dividends CAGR	-5.00%	3.13%
5Y EPS CAGR	N/A	25.51%
Debt to Equity	N/A	32.51%
P/S Ratio	N/A	2.20
P/B Ratio	N/A	4.44

Net Assets

Winner

CHW

$650M

AFLG

$648M

Expense Ratio

CHW

N/A

AFLG

0.55%

Max Drawdown

CHW

72.87%

Winner

AFLG

35.84%

Sharpe Ratio

Winner

CHW

1.79

AFLG

1.45

5Y Beta

Winner

CHW

0.88

AFLG

0.90

P/E Ratio

CHW

N/A

AFLG

23.08

Forward P/E

CHW

N/A

AFLG

18.18

PEG Ratio

CHW

N/A

AFLG

0.20

5Y Dividends CAGR

CHW

-5.00%

Winner

AFLG

3.13%

5Y EPS CAGR

CHW

N/A

AFLG

25.51%

Debt to Equity

CHW

N/A

AFLG

32.51%

P/S Ratio

CHW

N/A

AFLG

2.20

P/B Ratio

CHW

N/A

AFLG

4.44

CHW vs AFLG - Historical Returns

Returns include dividend reinvestment.

Period	CHW	AFLG
1 month	+4.32%	+0.16%
3 months	+18.43%	+9.34%
6 months	+27.62%	+11.59%
1 year	+38.74%	+23.34%
5 years(CAGR)	+5.10%	+12.74%
10 years(CAGR)	+12.86%	N/A
Max(CAGR)	+7.26%	+13.73%

Winner

CHW

+4.32%

AFLG

+0.16%

Winner

CHW

+18.43%

AFLG

+9.34%

Winner

CHW

+27.62%

AFLG

+11.59%

Winner

CHW

+38.74%

AFLG

+23.34%

5Y(CAGR)

CHW

+5.10%

Winner

AFLG

+12.74%

10Y(CAGR)

CHW

+12.86%

AFLG

N/A

Max(CAGR)

CHW

+7.26%

Winner

AFLG

+13.73%

CHW vs AFLG - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

Year	CHW	AFLG
2026	+21.17%	+9.70%
2025	+20.25%	+14.34%
2024	+29.15%	+27.88%
2023	+13.92%	+20.66%
2022	-37.66%	-16.03%
2021	+16.61%	+28.90%
2020	+22.85%	+9.97%
2019	+42.73%	+2.77%
2018	-20.91%	N/A
2017	+44.00%	N/A
2016	+9.71%	N/A
2015	-11.37%	N/A
2014	+13.84%	N/A
2013	+14.81%	N/A
2012	+22.73%	N/A
2011	-7.00%	N/A
2010	+13.76%	N/A
2009	+45.50%	N/A
2008	-47.92%	N/A
2007	-11.08%	N/A

CHW vs AFLG Drawdown Comparison

The maximum drawdown for CHW was -66.81%, occurring on Nov 20, 2008. Recovery took 1371 trading sessions.

The maximum drawdown for AFLG was -35.84%, occurring on Mar 23, 2020. Recovery took 138 trading sessions.

The current CHW drawdown is -3.49%. The current AFLG drawdown is -2.35%.

Rank	CHW	AFLG
#1	-66.81% Jul 26, 2007 - Jan 4, 2013	-35.84% Feb 14, 2020 - Sep 1, 2020
#2	-53.47% Feb 20, 2020 - Aug 31, 2020	-23.48% Dec 29, 2021 - Jan 10, 2024
#3	-46.07% Jul 29, 2021 - Sep 19, 2025	-17.49% Dec 4, 2024 - Jun 30, 2025
#4	-31.90% Sep 12, 2018 - Nov 4, 2019	-9.11% Sep 2, 2020 - Nov 16, 2020
#5	-29.24% Jul 24, 2014 - Feb 7, 2017	-8.19% Feb 25, 2026 - Apr 14, 2026
#6	-15.50% Feb 25, 2026 - Apr 27, 2026	-7.32% Jul 16, 2024 - Aug 21, 2024
#7	-11.96% Oct 13, 2020 - Nov 11, 2020	-5.99% Sep 2, 2021 - Nov 2, 2021
#8	-11.53% May 14, 2013 - Oct 22, 2013	-5.80% Mar 28, 2024 - May 15, 2024
#9	-10.79% Jan 26, 2018 - Sep 12, 2018	-5.21% Feb 12, 2021 - Mar 12, 2021
#10	-7.74% Oct 9, 2025 - Jan 9, 2026	-4.81% Oct 27, 2025 - Dec 10, 2025
#11	-7.11% Aug 31, 2020 - Oct 7, 2020	-4.21% Aug 30, 2024 - Sep 19, 2024
#12	-6.63% May 14, 2026 - May 27, 2026	-4.04% May 7, 2021 - Jun 25, 2021
#13	-6.56% Apr 12, 2021 - Jun 8, 2021	-3.83% Nov 16, 2021 - Dec 8, 2021
#14	-6.34% Jun 2, 2026 - Jun 10, 2026	-3.71% Jun 2, 2026 - Jun 10, 2026
#15	-6.30% Aug 7, 2017 - Sep 19, 2017	-3.40% Jan 25, 2021 - Feb 5, 2021

Correlation

Correlation between CHW and AFLG is 0.79 which considered as a strong positive correlation - the stocks tend to move together.

0.79

-101

Dividend Comparison (2007 - 2026)

CHW vs AFLG dividend yield comparison.

Year	CHW	AFLG
2026	2.85%	0.12%
2025	8.10%	0.84%
2024	8.89%	0.53%
2023	10.40%	1.53%
2022	13.62%	1.52%
2021	8.43%	0.93%
2020	8.79%	1.28%
2019	9.67%	0.20%
2018	12.82%	0.00%
2017	9.25%	0.00%
2016	12.05%	0.00%
2015	11.73%	0.00%
2014	8.93%	0.00%
2013	8.29%	0.00%
2012	8.91%	0.00%
2011	8.22%	0.00%
2010	7.17%	0.00%
2009	10.05%	0.00%
2008	21.28%	0.00%
2007	5.21%	0.00%