CSQ vs INTF

Comparison between Calamos Strategic Total Return Fund (CSQ, ETF) and ISHARES INTERNATIONAL EQUITY FACTOR ETF (INTF, ETF).

5-Year PerformanceINTF has outperformed CSQ, delivering a return of +11.5% compared to +10.5%

CSQ vs INTF - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	CSQ(ETF)	INTF(ETF)
Net Assets	$3.60B	$3.60B
Expense Ratio	N/A	0.16%
Max Drawdown	72.74%	43.92%
Sharpe Ratio	1.10	1.31
5Y Beta	1.04	0.73
5Y Dividends CAGR	5.17%	7.79%

Net Assets

CSQ

$3.60B

INTF

$3.60B

Expense Ratio

CSQ

N/A

INTF

0.16%

Max Drawdown

CSQ

72.74%

Winner

INTF

43.92%

Sharpe Ratio

CSQ

1.10

Winner

INTF

1.31

5Y Beta

CSQ

1.04

Winner

INTF

0.73

5Y Dividends CAGR

CSQ

5.17%

Winner

INTF

7.79%

CSQ vs INTF - Historical Returns

Returns include dividend reinvestment.

Period	CSQ	INTF
1 month	+1.87%	+4.33%
3 months	+4.65%	+5.84%
6 months	+13.02%	+5.95%
1 year	+22.56%	+25.66%
5 years(CAGR)	+10.51%	+11.55%
10 years(CAGR)	+15.85%	+9.71%
Max(CAGR)	+10.22%	+8.16%

CSQ

+1.87%

Winner

INTF

+4.33%

CSQ

+4.65%

Winner

INTF

+5.84%

Winner

CSQ

+13.02%

INTF

+5.95%

CSQ

+22.56%

Winner

INTF

+25.66%

5Y(CAGR)

CSQ

+10.51%

Winner

INTF

+11.55%

10Y(CAGR)

Winner

CSQ

+15.85%

INTF

+9.71%

Max(CAGR)

Winner

CSQ

+10.22%

INTF

+8.16%

CSQ vs INTF - Annual Returns (2004 - 2026)

Returns include dividend reinvestment.

Year	CSQ	INTF
2026	+13.22%	+15.03%
2025	+17.22%	+35.79%
2024	+29.40%	+7.17%
2023	+22.44%	+17.82%
2022	-24.06%	-12.61%
2021	+34.84%	+10.83%
2020	+25.88%	+2.11%
2019	+38.06%	+18.95%
2018	-4.03%	-16.32%
2017	+25.28%	+27.88%
2016	+16.51%	+0.63%
2015	-4.73%	-4.25%
2014	+14.95%	N/A
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 INTF Drawdown Comparison

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

The maximum drawdown for INTF was -40.39%, occurring on Mar 23, 2020. Recovery took 785 trading sessions.

The current CSQ drawdown is -0.91%. The current INTF drawdown is -0.35%.

Rank	CSQ	INTF
#1	-67.02% May 22, 2007 - Mar 15, 2012	-40.39% Jan 26, 2018 - Mar 11, 2021
#2	-48.11% Feb 20, 2020 - Aug 12, 2020	-29.21% Sep 3, 2021 - Jan 29, 2024
#3	-33.06% Dec 30, 2021 - Mar 20, 2024	-17.82% May 21, 2015 - Mar 24, 2017
#4	-29.03% Sep 24, 2018 - Apr 29, 2019	-13.64% Mar 19, 2025 - Apr 28, 2025
#5	-24.60% May 18, 2015 - Jul 15, 2016	-10.20% Feb 25, 2026 - Jun 12, 2026
#6	-24.18% Jan 23, 2025 - Jun 26, 2025	-9.27% Sep 26, 2024 - Mar 5, 2025
#7	-17.11% Apr 1, 2004 - Jul 8, 2005	-8.04% Jul 12, 2024 - Aug 21, 2024
#8	-15.25% Jan 12, 2026 - Apr 20, 2026	-5.28% Jun 7, 2021 - Sep 3, 2021
#9	-14.59% Aug 27, 2014 - Nov 14, 2014	-4.67% Nov 12, 2025 - Dec 3, 2025
#10	-12.20% Oct 17, 2012 - Jan 7, 2013	-4.38% Mar 27, 2024 - May 9, 2024
#11	-10.85% Jan 26, 2018 - Jun 1, 2018	-4.01% Jun 6, 2024 - Jul 11, 2024
#12	-9.91% Sep 2, 2020 - Nov 10, 2020	-3.90% Jul 23, 2025 - Aug 12, 2025
#13	-9.90% May 17, 2013 - Oct 25, 2013	-3.67% Aug 30, 2024 - Sep 19, 2024
#14	-9.75% Jul 10, 2024 - Sep 23, 2024	-3.18% May 7, 2021 - May 27, 2021
#15	-9.53% Apr 15, 2021 - Jun 29, 2021	-3.17% Oct 6, 2025 - Oct 27, 2025

Correlation

Correlation between CSQ and INTF is 0.94 which considered as a very strong positive correlation - the stocks move almost identically together.

0.94

-101

Dividend Comparison (2004 - 2026)

CSQ vs INTF dividend yield comparison.

Year	CSQ	INTF
2026	4.26%	1.67%
2025	6.51%	2.87%
2024	6.95%	3.53%
2023	8.27%	3.59%
2022	9.17%	2.81%
2021	6.38%	5.38%
2020	7.03%	2.06%
2019	7.14%	3.65%
2018	9.35%	2.62%
2017	8.20%	3.26%
2016	9.64%	1.66%
2015	10.00%	0.85%
2014	8.44%	0.00%
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%