CHW vs PRN

Comparison between Calamos Global Dynamic Income Fund (CHW, ETF) and Invesco Dorsey Wright Industrials Momentum ETF (PRN, ETF).

5-Year PerformancePRN has outperformed CHW, delivering a return of +18.6% compared to +4.9%

CHW vs PRN - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	CHW(ETF)	PRN(ETF)
Net Assets	$643M	$644M
Expense Ratio	N/A	0.60%
Max Drawdown	72.87%	60.33%
Sharpe Ratio	1.52	1.12
5Y Beta	0.88	1.34
P/E Ratio	N/A	79.35
Forward P/E	N/A	22.30
PEG Ratio	N/A	0.89
5Y Dividends CAGR	-4.71%	19.04%
5Y EPS CAGR	N/A	23.64%
Debt to Equity	N/A	6.88%
P/S Ratio	N/A	2.58
P/B Ratio	N/A	7.25

Net Assets

CHW

$643M

Winner

PRN

$644M

Expense Ratio

CHW

N/A

PRN

0.60%

Max Drawdown

CHW

72.87%

Winner

PRN

60.33%

Sharpe Ratio

Winner

CHW

1.52

PRN

1.12

5Y Beta

Winner

CHW

0.88

PRN

1.34

P/E Ratio

CHW

N/A

PRN

79.35

Forward P/E

CHW

N/A

PRN

22.30

PEG Ratio

CHW

N/A

PRN

0.89

5Y Dividends CAGR

CHW

-4.71%

Winner

PRN

19.04%

5Y EPS CAGR

CHW

N/A

PRN

23.64%

Debt to Equity

CHW

N/A

PRN

6.88%

P/S Ratio

CHW

N/A

PRN

2.58

P/B Ratio

CHW

N/A

PRN

7.25

CHW vs PRN - Historical Returns

Returns include dividend reinvestment.

Period	CHW	PRN
1 month	-2.67%	-12.52%
3 months	+10.07%	+3.27%
6 months	+14.90%	+16.41%
1 year	+31.52%	+44.18%
5 years(CAGR)	+4.90%	+18.63%
10 years(CAGR)	+12.14%	+17.19%
Max(CAGR)	+7.20%	+12.40%

Winner

CHW

-2.67%

PRN

-12.52%

Winner

CHW

+10.07%

PRN

+3.27%

CHW

+14.90%

Winner

PRN

+16.41%

CHW

+31.52%

Winner

PRN

+44.18%

5Y(CAGR)

CHW

+4.90%

Winner

PRN

+18.63%

10Y(CAGR)

CHW

+12.14%

Winner

PRN

+17.19%

Max(CAGR)

CHW

+7.20%

Winner

PRN

+12.40%

CHW vs PRN - Annual Returns (2006 - 2026)

Returns include dividend reinvestment.

Year	CHW	PRN
2026	+20.75%	+27.34%
2025	+20.25%	+13.79%
2024	+29.15%	+32.57%
2023	+13.92%	+38.50%
2022	-37.66%	-23.49%
2021	+16.61%	+28.09%
2020	+22.85%	+34.87%
2019	+42.73%	+35.00%
2018	-20.91%	-16.19%
2017	+44.00%	+22.35%
2016	+9.71%	+15.32%
2015	-11.37%	-5.11%
2014	+13.84%	+0.90%
2013	+14.81%	+45.64%
2012	+22.73%	+17.41%
2011	-7.00%	-7.85%
2010	+13.76%	+31.10%
2009	+45.50%	+12.94%
2008	-47.92%	-34.15%
2007	-11.08%	+16.22%
2006	N/A	+4.49%

CHW vs PRN Drawdown Comparison

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

The maximum drawdown for PRN was -59.88%, occurring on Mar 9, 2009. Recovery took 934 trading sessions.

The current CHW drawdown is -3.83%. The current PRN drawdown is -12.52%.

Rank	CHW	PRN
#1	-66.81% Jul 26, 2007 - Jan 4, 2013	-59.88% Jul 19, 2007 - Apr 1, 2011
#2	-53.47% Feb 20, 2020 - Aug 31, 2020	-36.27% Feb 19, 2020 - Aug 5, 2020
#3	-46.07% Jul 29, 2021 - Sep 19, 2025	-34.84% Nov 24, 2021 - Jan 29, 2024
#4	-31.90% Sep 12, 2018 - Nov 4, 2019	-30.78% Nov 29, 2024 - Oct 8, 2025
#5	-29.24% Jul 24, 2014 - Feb 7, 2017	-30.55% Apr 6, 2011 - Dec 18, 2012
#6	-15.50% Feb 25, 2026 - Apr 27, 2026	-28.12% Sep 14, 2018 - Jun 20, 2019
#7	-11.96% Oct 13, 2020 - Nov 11, 2020	-20.82% Feb 24, 2015 - Jul 11, 2016
#8	-11.53% May 14, 2013 - Oct 22, 2013	-16.38% Mar 7, 2014 - Feb 20, 2015
#9	-10.79% Jan 26, 2018 - Sep 12, 2018	-15.91% Jun 22, 2026 - Jul 16, 2026
#10	-7.74% Oct 9, 2025 - Jan 9, 2026	-14.82% Jul 26, 2019 - Jan 9, 2020
#11	-7.11% Aug 31, 2020 - Oct 7, 2020	-14.15% Oct 29, 2025 - Jan 12, 2026
#12	-6.63% May 14, 2026 - May 27, 2026	-13.25% Feb 20, 2026 - Apr 9, 2026
#13	-6.56% Apr 12, 2021 - Jun 8, 2021	-12.67% Feb 9, 2021 - Oct 25, 2021
#14	-6.34% Jun 2, 2026 - Jun 10, 2026	-11.36% Jan 26, 2018 - Aug 27, 2018
#15	-6.30% Aug 7, 2017 - Sep 19, 2017	-9.73% Oct 9, 2020 - Nov 11, 2020

Correlation

Correlation between CHW and PRN is 0.94 which considered as a very strong positive correlation - the stocks move almost identically together.

0.94

-101

Dividend Comparison (2006 - 2026)

CHW vs PRN dividend yield comparison.

Year	CHW	PRN
2026	3.57%	0.00%
2025	8.10%	0.17%
2024	8.89%	0.39%
2023	10.40%	0.52%
2022	13.62%	0.82%
2021	8.43%	0.11%
2020	8.79%	0.10%
2019	9.67%	0.42%
2018	12.82%	0.29%
2017	9.25%	0.60%
2016	12.05%	0.57%
2015	11.73%	0.44%
2014	8.93%	0.35%
2013	8.29%	0.35%
2012	8.91%	2.31%
2011	8.22%	0.54%
2010	7.17%	0.71%
2009	10.05%	1.43%
2008	21.28%	1.21%
2007	5.21%	0.32%
2006	0.00%	0.05%