CPSD vs JFLI

Comparison between Calamos S&P 500 Structured Alt Protection ETF December (CPSD, ETF) and JPMORGAN FLEXIBLE INCOME ETF (JFLI, ETF).

CPSD vs JFLI - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	CPSD(ETF)	JFLI(ETF)
Net Assets	$45M	$45M
Expense Ratio	0.69%	0.35%
Max Drawdown	3.45%	13.52%
Sharpe Ratio	1.74	1.55
5Y Beta	0.15	0.62

Net Assets

Winner

CPSD

$45M

JFLI

$45M

Expense Ratio

CPSD

0.69%

Winner

JFLI

0.35%

Max Drawdown

Winner

CPSD

3.45%

JFLI

13.52%

Sharpe Ratio

Winner

CPSD

1.74

JFLI

1.55

5Y Beta

Winner

CPSD

0.15

JFLI

0.62

CPSD vs JFLI - Historical Returns

Returns include dividend reinvestment.

Period	CPSD	JFLI
1 month	+0.49%	+0.72%
3 months	+1.93%	+4.52%
6 months	+2.46%	+7.01%
1 year	+8.99%	+18.49%
Max(CAGR)	+6.61%	+13.23%

CPSD

+0.49%

Winner

JFLI

+0.72%

CPSD

+1.93%

Winner

JFLI

+4.52%

CPSD

+2.46%

Winner

JFLI

+7.01%

CPSD

+8.99%

Winner

JFLI

+18.49%

Max(CAGR)

CPSD

+6.61%

Winner

JFLI

+13.23%

CPSD vs JFLI - Annual Returns (2024 - 2026)

Returns include dividend reinvestment.

Year	CPSD	JFLI
2026	+2.37%	+7.09%
2025	+7.85%	+9.54%
2024	+0.04%	N/A

CPSD vs JFLI Drawdown Comparison

The maximum drawdown for CPSD was -3.45%, occurring on Apr 7, 2025. Recovery took 77 trading sessions.

The maximum drawdown for JFLI was -12.84%, occurring on Apr 8, 2025. Recovery took 86 trading sessions.

The current CPSD drawdown is -0.28%. The current JFLI drawdown is -2.61%.

Rank	CPSD	JFLI
#1	-3.45% Feb 19, 2025 - Jun 10, 2025	-12.84% Feb 19, 2025 - Jun 24, 2025
#2	-1.49% Feb 25, 2026 - Apr 13, 2026	-6.67% Feb 25, 2026 - Apr 14, 2026
#3	-0.88% Nov 12, 2025 - Nov 24, 2025	-2.62% Nov 12, 2025 - Nov 26, 2025
#4	-0.85% Dec 16, 2024 - Jan 21, 2025	-2.61% Jun 2, 2026 - Jun 5, 2026
#5	-0.70% Jul 25, 2025 - Aug 8, 2025	-2.23% Dec 11, 2025 - Jan 5, 2026
#6	-0.62% Oct 8, 2025 - Oct 20, 2025	-2.07% Oct 6, 2025 - Oct 24, 2025
#7	-0.57% Jan 24, 2025 - Feb 6, 2025	-1.52% Jan 27, 2026 - Feb 6, 2026
#8	-0.54% Aug 22, 2025 - Aug 28, 2025	-1.50% Oct 28, 2025 - Nov 11, 2025
#9	-0.47% Aug 28, 2025 - Sep 8, 2025	-1.49% Jul 25, 2025 - Aug 6, 2025
#10	-0.40% Aug 13, 2025 - Aug 22, 2025	-1.41% May 14, 2026 - May 22, 2026
#11	-0.37% Feb 6, 2025 - Feb 18, 2025	-1.17% Jan 15, 2026 - Jan 23, 2026
#12	-0.36% Feb 2, 2026 - Feb 9, 2026	-1.03% Aug 28, 2025 - Sep 5, 2025
#13	-0.34% Jan 13, 2026 - Jan 26, 2026	-0.91% Feb 11, 2026 - Feb 20, 2026
#14	-0.32% Feb 11, 2026 - Feb 25, 2026	-0.75% Aug 13, 2025 - Aug 22, 2025
#15	-0.30% Jul 3, 2025 - Jul 10, 2025	-0.63% Sep 22, 2025 - Sep 30, 2025