CHW vs FMAT

Comparison between Calamos Global Dynamic Income Fund (CHW, ETF) and FIDELITY MSCI MATERIALS INDEX ETF (FMAT, ETF).

5-Year PerformanceCHW has outperformed FMAT, delivering a return of +5.4% compared to +5.3%

CHW vs FMAT - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	CHW(ETF)	FMAT(ETF)
Net Assets	$603M	$603M
Expense Ratio	N/A	0.08%
Max Drawdown	72.87%	43.86%
Sharpe Ratio	1.82	0.86
5Y Beta	0.89	0.86
P/E Ratio	N/A	32.30
Forward P/E	N/A	17.99
5Y Dividends CAGR	-6.51%	4.45%
5Y EPS CAGR	N/A	19.31%
Debt to Equity	N/A	50.45%
P/S Ratio	N/A	2.11
P/B Ratio	N/A	3.09

Net Assets

CHW

$603M

Winner

FMAT

$603M

Expense Ratio

CHW

N/A

FMAT

0.08%

Max Drawdown

CHW

72.87%

Winner

FMAT

43.86%

Sharpe Ratio

Winner

CHW

1.82

FMAT

0.86

5Y Beta

CHW

0.89

Winner

FMAT

0.86

P/E Ratio

CHW

N/A

FMAT

32.30

Forward P/E

CHW

N/A

FMAT

17.99

5Y Dividends CAGR

CHW

-6.51%

Winner

FMAT

4.45%

5Y EPS CAGR

CHW

N/A

FMAT

19.31%

Debt to Equity

CHW

N/A

FMAT

50.45%

P/S Ratio

CHW

N/A

FMAT

2.11

P/B Ratio

CHW

N/A

FMAT

3.09

CHW vs FMAT - Historical Returns

Returns include dividend reinvestment.

Period	CHW	FMAT
1 month	+3.29%	-1.80%
3 months	+14.77%	-1.13%
6 months	+22.93%	+13.82%
1 year	+37.20%	+19.36%
5 years(CAGR)	+5.42%	+5.25%
10 years(CAGR)	+12.38%	+9.96%
Max(CAGR)	+7.20%	+8.82%

Winner

CHW

+3.29%

FMAT

-1.80%

Winner

CHW

+14.77%

FMAT

-1.13%

Winner

CHW

+22.93%

FMAT

+13.82%

Winner

CHW

+37.20%

FMAT

+19.36%

5Y(CAGR)

Winner

CHW

+5.42%

FMAT

+5.25%

10Y(CAGR)

Winner

CHW

+12.38%

FMAT

+9.96%

Max(CAGR)

CHW

+7.20%

Winner

FMAT

+8.82%

CHW vs FMAT - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

Year	CHW	FMAT
2026	+19.65%	+8.38%
2025	+20.25%	+13.29%
2024	+29.15%	+0.84%
2023	+13.92%	+13.85%
2022	-37.66%	-10.66%
2021	+16.61%	+28.83%
2020	+22.85%	+20.79%
2019	+42.73%	+22.83%
2018	-20.91%	-18.83%
2017	+44.00%	+22.61%
2016	+9.71%	+23.44%
2015	-11.37%	-10.02%
2014	+13.84%	+6.47%
2013	+14.81%	+5.12%
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 FMAT Drawdown Comparison

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

The maximum drawdown for FMAT was -41.08%, occurring on Mar 23, 2020. Recovery took 654 trading sessions.

The current CHW drawdown is -4.70%. The current FMAT drawdown is -6.44%.

Rank	CHW	FMAT
#1	-66.81% Jul 26, 2007 - Jan 4, 2013	-41.08% Jan 26, 2018 - Sep 1, 2020
#2	-53.47% Feb 20, 2020 - Aug 31, 2020	-27.23% Feb 24, 2015 - Nov 15, 2016
#3	-46.07% Jul 29, 2021 - Sep 19, 2025	-25.40% Apr 20, 2022 - Feb 29, 2024
#4	-31.90% Sep 12, 2018 - Nov 4, 2019	-23.17% Oct 18, 2024 - Dec 26, 2025
#5	-29.24% Jul 24, 2014 - Feb 7, 2017	-13.47% Feb 27, 2026 - Mar 20, 2026
#6	-15.50% Feb 25, 2026 - Apr 27, 2026	-12.14% Sep 5, 2014 - Feb 12, 2015
#7	-11.96% Oct 13, 2020 - Nov 11, 2020	-10.68% Jan 4, 2022 - Mar 25, 2022
#8	-11.53% May 14, 2013 - Oct 22, 2013	-10.63% May 17, 2021 - Nov 8, 2021
#9	-10.79% Jan 26, 2018 - Sep 12, 2018	-9.11% Jan 12, 2021 - Mar 10, 2021
#10	-7.74% Oct 9, 2025 - Jan 9, 2026	-7.81% Sep 17, 2020 - Oct 9, 2020
#11	-7.11% Aug 31, 2020 - Oct 7, 2020	-7.72% Nov 12, 2021 - Dec 29, 2021
#12	-6.63% May 14, 2026 - May 27, 2026	-6.81% Apr 9, 2024 - Jul 31, 2024
#13	-6.56% Apr 12, 2021 - Jun 8, 2021	-6.69% Dec 31, 2013 - Feb 14, 2014
#14	-6.30% Aug 7, 2017 - Sep 19, 2017	-6.65% Oct 12, 2020 - Nov 3, 2020
#15	-5.93% Jan 23, 2014 - Feb 18, 2014	-6.57% Jul 31, 2024 - Aug 26, 2024

Correlation

Correlation between CHW and FMAT is 0.91 which considered as a very strong positive correlation - the stocks move almost identically together.

0.91

-101

Dividend Comparison (2007 - 2026)

CHW vs FMAT dividend yield comparison.

Year	CHW	FMAT
2026	2.29%	0.34%
2025	8.10%	1.64%
2024	8.89%	1.68%
2023	10.40%	1.71%
2022	13.62%	2.00%
2021	8.43%	1.44%
2020	8.79%	1.73%
2019	9.67%	1.89%
2018	12.82%	2.18%
2017	9.25%	1.53%
2016	12.05%	1.78%
2015	11.73%	2.16%
2014	8.93%	1.65%
2013	8.29%	0.39%
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%