CSQ vs FV

Comparison between Calamos Strategic Total Return Fund (CSQ, ETF) and FIRST TRUST DORSEY WRIGHT FOCUS 5 ETF (FV, ETF).

5-Year PerformanceCSQ has outperformed FV, delivering a return of +12.4% compared to +10.2%

CSQ vs FV - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	CSQ(ETF)	FV(ETF)
Net Assets	$3.50B	$3.50B
Expense Ratio	N/A	0.89%
Max Drawdown	72.74%	34.04%
Sharpe Ratio	1.76	1.34
5Y Beta	1.02	1.10
5Y Dividends CAGR	2.82%	77.92%

Net Assets

CSQ

$3.50B

Expense Ratio

CSQ

N/A

0.89%

Max Drawdown

CSQ

72.74%

Winner

34.04%

Sharpe Ratio

Winner

CSQ

1.76

1.34

5Y Beta

Winner

CSQ

1.02

1.10

5Y Dividends CAGR

CSQ

2.82%

Winner

77.92%

CSQ vs FV - Historical Returns

Returns include dividend reinvestment.

Period	CSQ	FV
1 month	+9.37%	+9.41%
3 months	+9.21%	+8.00%
6 months	+9.71%	+12.73%
1 year	+28.36%	+22.39%
5 years(CAGR)	+12.41%	+10.19%
10 years(CAGR)	+16.57%	+12.92%
Max(CAGR)	+10.13%	+11.36%

CSQ

+9.37%

Winner

+9.41%

Winner

CSQ

+9.21%

+8.00%

CSQ

+9.71%

Winner

+12.73%

Winner

CSQ

+28.36%

+22.39%

5Y(CAGR)

Winner

CSQ

+12.41%

+10.19%

10Y(CAGR)

Winner

CSQ

+16.57%

+12.92%

Max(CAGR)

CSQ

+10.13%

Winner

+11.36%

CSQ vs FV - Annual Returns (2004 - 2026)

Returns include dividend reinvestment.

Year	CSQ	FV
2026	+8.13%	+8.82%
2025	+17.22%	+7.33%
2024	+29.40%	+16.28%
2023	+22.44%	+15.33%
2022	-24.06%	-4.62%
2021	+34.84%	+23.58%
2020	+25.88%	+26.99%
2019	+38.06%	+25.82%
2018	-4.03%	-9.26%
2017	+25.28%	+18.43%
2016	+16.51%	+1.66%
2015	-4.73%	+7.02%
2014	+14.95%	+11.02%
2013	+18.27%	N/A
2012	+26.53%	N/A
2011	-4.16%	N/A
2010	+12.12%	N/A
2009	+48.27%	N/A
2008	-48.59%	N/A
2007	-2.22%	N/A
2006	+23.71%	N/A
2005	+3.84%	N/A
2004	-3.64%	N/A

CSQ vs FV Drawdown Comparison

The maximum drawdown for CSQ was -67.02%, occurring on Nov 20, 2008. Recovery took 1214 trading sessions.

The maximum drawdown for FV was -34.04%, occurring on Mar 23, 2020. Recovery took 115 trading sessions.

The current CSQ drawdown is -0.15%. The current FV drawdown is -0.27%.

Rank	CSQ	FV
#1	-67.02% May 22, 2007 - Mar 15, 2012	-34.04% Feb 19, 2020 - Aug 3, 2020
#2	-48.11% Feb 20, 2020 - Aug 12, 2020	-26.21% Aug 29, 2018 - Dec 20, 2019
#3	-33.06% Dec 30, 2021 - Mar 20, 2024	-25.32% Jul 17, 2015 - Jun 8, 2017
#4	-29.03% Sep 24, 2018 - Apr 29, 2019	-23.08% Feb 18, 2025 - Oct 27, 2025
#5	-24.60% May 18, 2015 - Jul 15, 2016	-21.70% Nov 16, 2021 - Dec 14, 2023
#6	-24.18% Jan 23, 2025 - Jun 26, 2025	-14.16% Jul 16, 2024 - Oct 14, 2024
#7	-17.11% Apr 1, 2004 - Jul 8, 2005	-13.45% Jan 28, 2026 - May 6, 2026
#8	-15.25% Jan 12, 2026 - Apr 20, 2026	-11.15% Sep 2, 2020 - Nov 16, 2020
#9	-14.59% Aug 27, 2014 - Nov 14, 2014	-10.65% Mar 6, 2014 - Jul 1, 2014
#10	-12.20% Oct 17, 2012 - Jan 7, 2013	-9.46% Mar 12, 2018 - Jun 6, 2018
#11	-10.85% Jan 26, 2018 - Jun 1, 2018	-8.91% Jan 26, 2018 - Mar 7, 2018
#12	-9.91% Sep 2, 2020 - Nov 10, 2020	-8.49% Apr 1, 2024 - Jun 12, 2024
#13	-9.90% May 17, 2013 - Oct 25, 2013	-6.98% Sep 8, 2014 - Oct 28, 2014
#14	-9.75% Jul 10, 2024 - Sep 23, 2024	-6.82% Dec 4, 2024 - Feb 18, 2025
#15	-9.53% Apr 15, 2021 - Jun 29, 2021	-6.77% Oct 27, 2025 - Dec 10, 2025

Correlation

Correlation between CSQ and FV is 0.99 which considered as a very strong positive correlation - the stocks move almost identically together.

0.99

-101

Dividend Comparison (2004 - 2026)

CSQ vs FV dividend yield comparison.

Year	CSQ	FV
2026	1.81%	0.07%
2025	6.51%	0.63%
2024	6.95%	0.14%
2023	8.27%	0.47%
2022	9.17%	1.38%
2021	6.38%	0.11%
2020	7.03%	0.06%
2019	7.14%	0.56%
2018	9.35%	0.19%
2017	8.20%	0.67%
2016	9.64%	0.95%
2015	10.00%	0.14%
2014	8.44%	0.10%
2013	7.71%	0.00%
2012	8.56%	0.00%
2011	7.54%	0.00%
2010	6.80%	0.00%
2009	8.93%	0.00%
2008	18.36%	0.00%
2007	8.71%	0.00%
2006	7.48%	0.00%
2005	7.66%	0.00%
2004	4.28%	0.00%