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CPRJ vs YFFI

Comparison between Calamos Russell 2000 Structured Alt Protection ETF July (CPRJ, ETF) and INDEXPERTS YIELD FOCUSED FIXED INCOME ETF (YFFI, ETF).

CPRJ vs YFFI - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
CPRJ
$23M
YFFI
$23M
Expense Ratio
CPRJ
0.69%
Winner
YFFI
0.50%
Max Drawdown
CPRJ
6.25%
Winner
YFFI
4.59%
Sharpe Ratio
Winner
CPRJ
1.02
YFFI
0.38
5Y Beta
CPRJ
0.21
Winner
YFFI
0.14

CPRJ vs YFFI - Historical Returns

Returns include dividend reinvestment.

1M
Winner
CPRJ
+0.40%
YFFI
+0.32%
3M
Winner
CPRJ
+2.54%
YFFI
+0.47%
6M
Winner
CPRJ
+3.11%
YFFI
+0.55%
1Y
Winner
CPRJ
+8.57%
YFFI
+4.89%
Max(CAGR)
Winner
CPRJ
+6.66%
YFFI
+4.22%

CPRJ vs YFFI - Annual Returns (2024 - 2026)

Returns include dividend reinvestment.

YearCPRJYFFI
2026+2.87%+0.20%
2025+5.01%+5.92%
2024+4.75%N/A

CPRJ vs YFFI Drawdown Comparison

The maximum drawdown for CPRJ was -6.25%, occurring on Apr 8, 2025. Recovery took 105 trading sessions.

The maximum drawdown for YFFI was -4.31%, occurring on Apr 10, 2025. Recovery took 54 trading sessions.

The current CPRJ drawdown is -0.00%. The current YFFI drawdown is -1.68%.

RankCPRJYFFI
#1-6.25%
Feb 5, 2025 - Jul 9, 2025
-4.31%
Apr 4, 2025 - Jun 24, 2025
#2-1.74%
Dec 4, 2024 - Jan 30, 2025
-3.50%
Feb 27, 2026 - Mar 20, 2026
#3-1.67%
Jul 16, 2024 - Aug 23, 2024
-2.34%
Jan 2, 2025 - Feb 25, 2025
#4-1.20%
Aug 30, 2024 - Sep 17, 2024
-1.75%
Oct 28, 2025 - Feb 10, 2026
#5-1.07%
Oct 24, 2025 - Nov 26, 2025
-1.63%
Jun 30, 2025 - Aug 1, 2025
#6-1.04%
Feb 26, 2026 - Apr 8, 2026
-1.34%
Mar 3, 2025 - Apr 1, 2025
#7-0.94%
Nov 11, 2024 - Nov 25, 2024
-1.21%
Sep 16, 2025 - Oct 16, 2025
#8-0.69%
Oct 17, 2024 - Nov 6, 2024
-0.93%
Aug 4, 2025 - Aug 28, 2025
#9-0.68%
Jul 23, 2025 - Aug 12, 2025
-0.73%
Jun 26, 2025 - Jun 30, 2025
#10-0.59%
Sep 19, 2024 - Oct 14, 2024
-0.44%
Aug 28, 2025 - Sep 4, 2025
#11-0.57%
Jan 30, 2025 - Feb 5, 2025
-0.39%
Sep 11, 2025 - Sep 16, 2025
#12-0.43%
Jul 10, 2025 - Jul 22, 2025
-0.34%
Feb 13, 2026 - Feb 26, 2026
#13-0.40%
Oct 8, 2025 - Oct 14, 2025
-0.32%
Feb 10, 2026 - Feb 12, 2026
#14-0.39%
Aug 13, 2025 - Aug 22, 2025
-0.25%
Oct 16, 2025 - Oct 21, 2025
#15-0.36%
Sep 22, 2025 - Oct 1, 2025
-0.21%
Apr 2, 2025 - Apr 4, 2025

Correlation

Correlation between CPRJ and YFFI is 0.90 which considered as a strong positive correlation - the stocks tend to move together.

0.90
-101

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