CPSF vs PFI
Comparison between CALAMOS S&P 500 STRUCTURED ALT PROTECTION ETF – FEBRUARY (CPSF, ETF) and INVESCO DORSEY WRIGHT FINANCIAL MOMENTUM ETF (PFI, ETF).
CPSF vs PFI - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
Winner
CPSF
$34M
PFI
$33M
Expense Ratio
CPSF
0.69%
Winner
PFI
0.60%
Max Drawdown
Winner
CPSF
2.89%
PFI
60.34%
Sharpe Ratio
Winner
CPSF
1.28
PFI
0.51
5Y Beta
Winner
CPSF
0.14
PFI
1.04
P/E Ratio
CPSF
N/A
PFI
21.15
Forward P/E
CPSF
N/A
PFI
15.95
5Y Dividends CAGR
CPSF
N/A
PFI
-1.03%
5Y EPS CAGR
CPSF
N/A
PFI
10.63%
Debt to Equity
CPSF
N/A
PFI
68.06%
P/S Ratio
CPSF
N/A
PFI
1.09
P/B Ratio
CPSF
N/A
PFI
2.27
CPSF vs PFI - Historical Returns
Returns include dividend reinvestment.
1M
CPSF
+0.42%
Winner
PFI
+2.75%
3M
CPSF
+1.45%
Winner
PFI
+8.12%
6M
CPSF
+2.39%
Winner
PFI
+6.73%
1Y
CPSF
+6.56%
Winner
PFI
+13.59%
5Y(CAGR)
CPSF
N/A
PFI
+6.23%
10Y(CAGR)
CPSF
N/A
PFI
+8.83%
Max(CAGR)
CPSF
+6.21%
Winner
PFI
+6.27%
CPSF vs PFI - Annual Returns (2006 - 2026)
Returns include dividend reinvestment.
| Year | CPSF | PFI |
|---|---|---|
| 2026 | +2.79% | +8.19% |
| 2025 | +6.18% | +2.39% |
| 2024 | N/A | +32.36% |
| 2023 | N/A | +13.12% |
| 2022 | N/A | -23.08% |
| 2021 | N/A | +30.92% |
| 2020 | N/A | +13.88% |
| 2019 | N/A | +37.80% |
| 2018 | N/A | -16.52% |
| 2017 | N/A | +14.55% |
| 2016 | N/A | +4.92% |
| 2015 | N/A | +1.36% |
| 2014 | N/A | +7.73% |
| 2013 | N/A | +36.13% |
| 2012 | N/A | +17.53% |
| 2011 | N/A | -6.06% |
| 2010 | N/A | +13.22% |
| 2009 | N/A | -5.94% |
| 2008 | N/A | -25.74% |
| 2007 | N/A | -3.16% |
| 2006 | N/A | +3.37% |
CPSF vs PFI Drawdown Comparison
The maximum drawdown for CPSF was -2.89%, occurring on Apr 7, 2025. Recovery took 71 trading sessions.
The maximum drawdown for PFI was -59.54%, occurring on Mar 9, 2009. Recovery took 1538 trading sessions.
The current PFI drawdown is -1.41%.
| Rank | CPSF | PFI |
|---|---|---|
| #1 | -2.89% Feb 19, 2025 - Jun 2, 2025 | -59.54% Jun 4, 2007 - Jul 12, 2013 |
| #2 | -1.30% Feb 10, 2026 - Apr 14, 2026 | -43.07% Feb 19, 2020 - Dec 15, 2020 |
| #3 | -0.81% Nov 12, 2025 - Nov 26, 2025 | -35.42% Nov 3, 2021 - Oct 11, 2024 |
| #4 | -0.48% Oct 8, 2025 - Oct 20, 2025 | -25.67% Jan 23, 2018 - Jun 6, 2019 |
| #5 | -0.47% Jun 2, 2026 - Jun 15, 2026 | -24.83% Nov 25, 2024 - Jul 6, 2026 |
| #6 | -0.41% Jul 25, 2025 - Aug 8, 2025 | -18.96% Mar 20, 2015 - Feb 13, 2017 |
| #7 | -0.34% Jun 15, 2026 - Jul 6, 2026 | -9.57% Mar 1, 2017 - Sep 27, 2017 |
| #8 | -0.34% Feb 2, 2026 - Feb 10, 2026 | -9.51% Jun 8, 2021 - Aug 6, 2021 |
| #9 | -0.32% Aug 14, 2025 - Aug 22, 2025 | -9.20% Dec 31, 2013 - Jun 27, 2014 |
| #10 | -0.27% Dec 15, 2025 - Dec 19, 2025 | -7.77% Jul 3, 2014 - Oct 30, 2014 |
| #11 | -0.26% Oct 28, 2025 - Nov 10, 2025 | -7.39% Mar 15, 2021 - Apr 28, 2021 |
| #12 | -0.26% Aug 28, 2025 - Sep 5, 2025 | -7.29% Feb 20, 2007 - Apr 24, 2007 |
| #13 | -0.19% Jun 16, 2025 - Jun 24, 2025 | -7.16% Jul 12, 2019 - Dec 20, 2019 |
| #14 | -0.18% Jun 12, 2025 - Jun 16, 2025 | -6.41% Jan 20, 2021 - Feb 4, 2021 |
| #15 | -0.17% May 14, 2026 - May 26, 2026 | -5.73% Aug 27, 2021 - Sep 27, 2021 |
Correlation
Correlation between CPSF and PFI is 0.68 which considered as a moderate positive correlation - the stocks show some tendency to move together.
0.68
-101
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