CHW vs VFMF

Comparison between Calamos Global Dynamic Income Fund (CHW, ETF) and VANGUARD U.S. MULTIFACTOR ETF ETF SHARES (VFMF, ETF).

5-Year PerformanceVFMF has outperformed CHW, delivering a return of +12.8% compared to +5.4%

CHW vs VFMF - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	CHW(ETF)	VFMF(ETF)
Net Assets	$603M	$601M
Expense Ratio	N/A	0.18%
Max Drawdown	72.87%	42.80%
Sharpe Ratio	1.82	1.98
5Y Beta	0.89	0.89
P/E Ratio	N/A	19.53
Forward P/E	N/A	12.26
5Y Dividends CAGR	-6.51%	19.05%
5Y EPS CAGR	N/A	15.33%
Debt to Equity	N/A	24.77%
P/S Ratio	N/A	1.04
P/B Ratio	N/A	2.21

Net Assets

Winner

CHW

$603M

VFMF

$601M

Expense Ratio

CHW

N/A

VFMF

0.18%

Max Drawdown

CHW

72.87%

Winner

VFMF

42.80%

Sharpe Ratio

CHW

1.82

Winner

VFMF

1.98

5Y Beta

Winner

CHW

0.89

VFMF

0.89

P/E Ratio

CHW

N/A

VFMF

19.53

Forward P/E

CHW

N/A

VFMF

12.26

5Y Dividends CAGR

CHW

-6.51%

Winner

VFMF

19.05%

5Y EPS CAGR

CHW

N/A

VFMF

15.33%

Debt to Equity

CHW

N/A

VFMF

24.77%

P/S Ratio

CHW

N/A

VFMF

1.04

P/B Ratio

CHW

N/A

VFMF

2.21

CHW vs VFMF - Historical Returns

Returns include dividend reinvestment.

Period	CHW	VFMF
1 month	+3.29%	+1.28%
3 months	+14.77%	+7.82%
6 months	+22.93%	+15.30%
1 year	+37.20%	+33.72%
5 years(CAGR)	+5.42%	+12.82%
10 years(CAGR)	+12.38%	+12.04%
Max(CAGR)	+7.20%	+12.04%

Winner

CHW

+3.29%

VFMF

+1.28%

Winner

CHW

+14.77%

VFMF

+7.82%

Winner

CHW

+22.93%

VFMF

+15.30%

Winner

CHW

+37.20%

VFMF

+33.72%

5Y(CAGR)

CHW

+5.42%

Winner

VFMF

+12.82%

10Y(CAGR)

Winner

CHW

+12.38%

VFMF

+12.04%

Max(CAGR)

CHW

+7.20%

Winner

VFMF

+12.04%

CHW vs VFMF - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

Year	CHW	VFMF
2026	+19.65%	+13.51%
2025	+20.25%	+17.53%
2024	+29.15%	+15.63%
2023	+13.92%	+19.78%
2022	-37.66%	-5.99%
2021	+16.61%	+31.29%
2020	+22.85%	+4.57%
2019	+42.73%	+21.48%
2018	-20.91%	-11.28%
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 VFMF Drawdown Comparison

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

The maximum drawdown for VFMF was -41.33%, occurring on Mar 23, 2020. Recovery took 223 trading sessions.

The current CHW drawdown is -4.70%. The current VFMF drawdown is -1.61%.

Rank	CHW	VFMF
#1	-66.81% Jul 26, 2007 - Jan 4, 2013	-41.33% Jan 17, 2020 - Dec 4, 2020
#2	-53.47% Feb 20, 2020 - Aug 31, 2020	-23.57% Aug 29, 2018 - Jan 16, 2020
#3	-46.07% Jul 29, 2021 - Sep 19, 2025	-20.57% Nov 25, 2024 - Aug 13, 2025
#4	-31.90% Sep 12, 2018 - Nov 4, 2019	-19.04% Nov 16, 2021 - Jul 13, 2023
#5	-29.24% Jul 24, 2014 - Feb 7, 2017	-10.05% Aug 1, 2023 - Dec 4, 2023
#6	-15.50% Feb 25, 2026 - Apr 27, 2026	-8.63% Jul 31, 2024 - Oct 11, 2024
#7	-11.96% Oct 13, 2020 - Nov 11, 2020	-7.67% Jun 8, 2021 - Aug 27, 2021
#8	-11.53% May 14, 2013 - Oct 22, 2013	-7.08% Feb 26, 2026 - Apr 14, 2026
#9	-10.79% Jan 26, 2018 - Sep 12, 2018	-6.33% Mar 28, 2024 - Jul 15, 2024
#10	-7.74% Oct 9, 2025 - Jan 9, 2026	-5.39% Mar 9, 2018 - May 16, 2018
#11	-7.11% Aug 31, 2020 - Oct 7, 2020	-5.21% May 7, 2021 - Jun 8, 2021
#12	-6.63% May 14, 2026 - May 27, 2026	-4.93% Aug 27, 2021 - Oct 18, 2021
#13	-6.56% Apr 12, 2021 - Jun 8, 2021	-4.91% Mar 15, 2021 - Apr 5, 2021
#14	-6.30% Aug 7, 2017 - Sep 19, 2017	-4.67% Nov 12, 2025 - Nov 25, 2025
#15	-5.93% Jan 23, 2014 - Feb 18, 2014	-4.24% Sep 18, 2025 - Oct 27, 2025

Correlation

Correlation between CHW and VFMF is 0.82 which considered as a strong positive correlation - the stocks tend to move together.

0.82

-101

Dividend Comparison (2007 - 2026)

CHW vs VFMF dividend yield comparison.

Year	CHW	VFMF
2026	2.29%	0.38%
2025	8.10%	1.54%
2024	8.89%	1.60%
2023	10.40%	1.78%
2022	13.62%	2.21%
2021	8.43%	1.39%
2020	8.79%	1.56%
2019	9.67%	1.61%
2018	12.82%	1.22%
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%