CPSM vs RSF
Comparison between CALAMOS S&P 500 STRUCTURED ALT PROTECTION ETF - MAY (CPSM, ETF) and RiverNorth Capital and Income Fund (RSF, ETF).
CPSM vs RSF - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
CPSM
$55M
RSF
$55M
Expense Ratio
CPSM
0.69%
RSF
N/A
Max Drawdown
Winner
CPSM
5.19%
RSF
44.16%
Sharpe Ratio
Winner
CPSM
1.06
RSF
0.83
5Y Beta
CPSM
0.24
Winner
RSF
0.11
5Y Dividends CAGR
CPSM
N/A
RSF
-0.32%
CPSM vs RSF - Historical Returns
Returns include dividend reinvestment.
1M
CPSM
+0.24%
Winner
RSF
+1.26%
3M
CPSM
+1.49%
Winner
RSF
+4.30%
6M
CPSM
+2.58%
Winner
RSF
+5.24%
1Y
CPSM
+5.51%
Winner
RSF
+11.02%
5Y(CAGR)
CPSM
N/A
RSF
+5.73%
10Y(CAGR)
CPSM
N/A
RSF
+4.51%
Max(CAGR)
Winner
CPSM
+7.63%
RSF
+4.51%
CPSM vs RSF - Annual Returns (2016 - 2026)
Returns include dividend reinvestment.
| Year | CPSM | RSF |
|---|---|---|
| 2026 | +2.11% | +6.65% |
| 2025 | +6.93% | +5.86% |
| 2024 | +6.67% | +9.74% |
| 2023 | N/A | +4.29% |
| 2022 | N/A | -2.49% |
| 2021 | N/A | +29.16% |
| 2020 | N/A | +3.14% |
| 2019 | N/A | -12.06% |
| 2018 | N/A | -1.37% |
| 2017 | N/A | +5.33% |
| 2016 | N/A | +2.22% |
CPSM vs RSF Drawdown Comparison
The maximum drawdown for CPSM was -5.19%, occurring on Apr 8, 2025. Recovery took 47 trading sessions.
The maximum drawdown for RSF was -30.59%, occurring on Mar 18, 2020. Recovery took 665 trading sessions.
The current CPSM drawdown is -0.18%. The current RSF drawdown is -0.77%.
| Rank | CPSM | RSF |
|---|---|---|
| #1 | -5.19% Feb 19, 2025 - Apr 28, 2025 | -30.59% Aug 24, 2018 - Apr 19, 2021 |
| #2 | -1.16% Jul 15, 2024 - Aug 13, 2024 | -13.14% Aug 23, 2022 - Feb 1, 2024 |
| #3 | -0.59% Aug 30, 2024 - Sep 12, 2024 | -10.01% Mar 31, 2022 - Aug 16, 2022 |
| #4 | -0.49% Jun 2, 2026 - Jun 10, 2026 | -6.15% Mar 25, 2024 - Sep 18, 2024 |
| #5 | -0.45% Sep 25, 2024 - Oct 14, 2024 | -5.82% Jul 7, 2021 - Sep 15, 2021 |
| #6 | -0.45% Nov 11, 2025 - Nov 26, 2025 | -4.23% Apr 3, 2025 - Aug 29, 2025 |
| #7 | -0.43% Dec 16, 2024 - Dec 24, 2024 | -3.92% Mar 26, 2026 - Mar 30, 2026 |
| #8 | -0.38% Mar 23, 2026 - Apr 1, 2026 | -3.42% Sep 15, 2021 - Oct 6, 2021 |
| #9 | -0.35% May 28, 2024 - Jun 5, 2024 | -3.30% Jan 13, 2022 - Mar 31, 2022 |
| #10 | -0.35% Jan 6, 2025 - Jan 15, 2025 | -3.02% Nov 17, 2021 - Jan 5, 2022 |
| #11 | -0.31% Jan 24, 2025 - Feb 10, 2025 | -2.94% Oct 30, 2025 - Dec 12, 2025 |
| #12 | -0.31% Aug 21, 2024 - Aug 23, 2024 | -2.76% Mar 16, 2026 - Mar 26, 2026 |
| #13 | -0.30% Oct 14, 2024 - Oct 28, 2024 | -2.65% Dec 17, 2024 - Feb 14, 2025 |
| #14 | -0.29% Aug 27, 2024 - Aug 30, 2024 | -1.88% Feb 18, 2025 - Apr 1, 2025 |
| #15 | -0.27% May 15, 2024 - May 28, 2024 | -1.81% Dec 12, 2025 - Jan 12, 2026 |
Correlation
Correlation between CPSM and RSF is 0.97 which considered as a very strong positive correlation - the stocks move almost identically together.
0.97
-101
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