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CHW vs SPY

Comparison between Calamos Global Dynamic Income Fund (CHW, ETF) and SPDR S&P 500 ETF Trust (SPY, ETF).

5-Year PerformanceSPY has outperformed CHW, delivering a return of +13.3% compared to +5.4%

CHW vs SPY - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
CHW
$603M
Winner
SPY
$735B
Expense Ratio
CHW
N/A
SPY
0.09%
Max Drawdown
CHW
72.87%
Winner
SPY
56.47%
Sharpe Ratio
Winner
CHW
1.82
SPY
1.62
5Y Beta
Winner
CHW
0.89
SPY
1.00
P/E Ratio
CHW
N/A
SPY
28.99
Forward P/E
CHW
N/A
SPY
22.37
5Y Dividends CAGR
CHW
-6.51%
Winner
SPY
5.43%
5Y EPS CAGR
CHW
N/A
SPY
26.05%
Debt to Equity
CHW
N/A
SPY
32.40%
P/S Ratio
CHW
N/A
SPY
3.74
P/B Ratio
CHW
N/A
SPY
5.61

CHW vs SPY - Historical Returns

Returns include dividend reinvestment.

1M
Winner
CHW
+3.29%
SPY
+1.90%
3M
Winner
CHW
+14.77%
SPY
+8.55%
6M
Winner
CHW
+22.93%
SPY
+8.18%
1Y
Winner
CHW
+37.20%
SPY
+25.79%
5Y(CAGR)
CHW
+5.42%
Winner
SPY
+13.32%
10Y(CAGR)
CHW
+12.38%
Winner
SPY
+15.19%
Max(CAGR)
CHW
+7.20%
Winner
SPY
+8.47%

CHW vs SPY - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

YearCHWSPY
2026+19.65%+8.26%
2025+20.25%+18.00%
2024+29.15%+25.59%
2023+13.92%+26.72%
2022-37.66%-18.64%
2021+16.61%+30.52%
2020+22.85%+17.28%
2019+42.73%+31.09%
2018-20.91%-5.24%
2017+44.00%+20.78%
2016+9.71%+13.59%
2015-11.37%+1.31%
2014+13.84%+14.56%
2013+14.81%+29.00%
2012+22.73%+14.17%
2011-7.00%+0.85%
2010+13.76%+13.14%
2009+45.50%+22.67%
2008-47.92%-36.25%
2007-11.08%+5.32%
2006N/A+13.85%
2005N/A+5.32%
2004N/A+10.75%
2003N/A+24.18%
2002N/A-22.42%
2001N/A-10.13%
2000N/A-8.84%
1999N/A+8.61%

CHW vs SPY Drawdown Comparison

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

The maximum drawdown for SPY was -55.20%, occurring on Mar 9, 2009. Recovery took 1224 trading sessions.

The current CHW drawdown is -4.70%. The current SPY drawdown is -2.90%.

RankCHWSPY
#1-66.81%
Jul 26, 2007 - Jan 4, 2013
-55.20%
Oct 9, 2007 - Aug 16, 2012
#2-53.47%
Feb 20, 2020 - Aug 31, 2020
-47.50%
Mar 24, 2000 - Oct 26, 2006
#3-46.07%
Jul 29, 2021 - Sep 19, 2025
-33.70%
Feb 19, 2020 - Aug 10, 2020
#4-31.90%
Sep 12, 2018 - Nov 4, 2019
-24.50%
Jan 3, 2022 - Dec 13, 2023
#5-29.24%
Jul 24, 2014 - Feb 7, 2017
-19.34%
Sep 20, 2018 - Apr 12, 2019
#6-15.50%
Feb 25, 2026 - Apr 27, 2026
-18.76%
Feb 19, 2025 - Jun 26, 2025
#7-11.96%
Oct 13, 2020 - Nov 11, 2020
-13.02%
Jul 20, 2015 - Apr 18, 2016
#8-11.53%
May 14, 2013 - Oct 22, 2013
-10.10%
Jan 26, 2018 - Aug 6, 2018
#9-10.79%
Jan 26, 2018 - Sep 12, 2018
-9.44%
Sep 2, 2020 - Nov 11, 2020
#10-7.74%
Oct 9, 2025 - Jan 9, 2026
-9.30%
Jan 19, 2000 - Mar 17, 2000
#11-7.11%
Aug 31, 2020 - Oct 7, 2020
-9.05%
Jul 19, 2007 - Oct 5, 2007
#12-6.63%
May 14, 2026 - May 27, 2026
-8.88%
Jan 27, 2026 - Apr 14, 2026
#13-6.56%
Apr 12, 2021 - Jun 8, 2021
-8.41%
Jul 16, 2024 - Sep 19, 2024
#14-6.30%
Aug 7, 2017 - Sep 19, 2017
-7.35%
Sep 14, 2012 - Jan 2, 2013
#15-5.93%
Jan 23, 2014 - Feb 18, 2014
-7.27%
Sep 18, 2014 - Oct 31, 2014

Correlation

Correlation between CHW and SPY is 0.95 which considered as a very strong positive correlation - the stocks move almost identically together.

0.95
-101

Dividend Comparison (1999 - 2026)

CHW vs SPY dividend yield comparison.

YearCHWSPY
20262.29%0.24%
20258.10%1.07%
20248.89%1.21%
202310.40%1.40%
202213.62%1.65%
20218.43%1.20%
20208.79%1.52%
20199.67%1.75%
201812.82%2.04%
20179.25%1.80%
201612.05%2.03%
201511.73%2.06%
20148.93%1.87%
20138.29%1.81%
20128.91%2.18%
20118.22%2.05%
20107.17%1.80%
200910.05%1.95%
200821.28%3.02%
20075.21%1.85%
20060.00%1.73%
20050.00%1.73%
20040.00%1.82%
20030.00%1.47%
20020.00%1.70%
20010.00%1.25%
20000.00%1.15%
19990.00%0.24%

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