CSQ vs LRGF

Comparison between Calamos Strategic Total Return Fund (CSQ, ETF) and ISHARES U.S. EQUITY FACTOR ETF (LRGF, ETF).

5-Year PerformanceLRGF has outperformed CSQ, delivering a return of +13.6% compared to +10.5%

CSQ vs LRGF - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	CSQ(ETF)	LRGF(ETF)
Net Assets	$3.60B	$3.60B
Expense Ratio	N/A	0.08%
Max Drawdown	72.74%	36.03%
Sharpe Ratio	1.10	1.15
5Y Beta	1.04	0.97
P/E Ratio	N/A	26.24
Forward P/E	N/A	20.10
5Y Dividends CAGR	5.17%	12.50%
5Y EPS CAGR	N/A	31.08%
Debt to Equity	N/A	34.39%
P/S Ratio	N/A	3.13
P/B Ratio	N/A	6.42

Net Assets

CSQ

$3.60B

LRGF

$3.60B

Expense Ratio

CSQ

N/A

LRGF

0.08%

Max Drawdown

CSQ

72.74%

Winner

LRGF

36.03%

Sharpe Ratio

CSQ

1.10

Winner

LRGF

1.15

5Y Beta

CSQ

1.04

Winner

LRGF

0.97

P/E Ratio

CSQ

N/A

LRGF

26.24

Forward P/E

CSQ

N/A

LRGF

20.10

5Y Dividends CAGR

CSQ

5.17%

Winner

LRGF

12.50%

5Y EPS CAGR

CSQ

N/A

LRGF

31.08%

Debt to Equity

CSQ

N/A

LRGF

34.39%

P/S Ratio

CSQ

N/A

LRGF

3.13

P/B Ratio

CSQ

N/A

LRGF

6.42

CSQ vs LRGF - Historical Returns

Returns include dividend reinvestment.

Period	CSQ	LRGF
1 month	+1.87%	+2.32%
3 months	+4.65%	+4.80%
6 months	+13.02%	+12.83%
1 year	+22.56%	+19.82%
5 years(CAGR)	+10.51%	+13.65%
10 years(CAGR)	+15.85%	+13.87%
Max(CAGR)	+10.22%	+12.53%

CSQ

+1.87%

Winner

LRGF

+2.32%

CSQ

+4.65%

Winner

LRGF

+4.80%

Winner

CSQ

+13.02%

LRGF

+12.83%

Winner

CSQ

+22.56%

LRGF

+19.82%

5Y(CAGR)

CSQ

+10.51%

Winner

LRGF

+13.65%

10Y(CAGR)

Winner

CSQ

+15.85%

LRGF

+13.87%

Max(CAGR)

CSQ

+10.22%

Winner

LRGF

+12.53%

CSQ vs LRGF - Annual Returns (2004 - 2026)

Returns include dividend reinvestment.

Year	CSQ	LRGF
2026	+13.22%	+12.70%
2025	+17.22%	+16.50%
2024	+29.40%	+27.41%
2023	+22.44%	+26.68%
2022	-24.06%	-14.72%
2021	+34.84%	+26.59%
2020	+25.88%	+10.71%
2019	+38.06%	+26.30%
2018	-4.03%	-10.12%
2017	+25.28%	+20.55%
2016	+16.51%	+14.88%
2015	-4.73%	-1.71%
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 LRGF Drawdown Comparison

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

The maximum drawdown for LRGF was -36.03%, occurring on Mar 23, 2020. Recovery took 182 trading sessions.

The current CSQ drawdown is -0.91%. The current LRGF drawdown is -1.75%.

Rank	CSQ	LRGF
#1	-67.02% May 22, 2007 - Mar 15, 2012	-36.03% Feb 19, 2020 - Nov 5, 2020
#2	-48.11% Feb 20, 2020 - Aug 12, 2020	-21.61% Dec 29, 2021 - Jul 18, 2023
#3	-33.06% Dec 30, 2021 - Mar 20, 2024	-21.40% Aug 29, 2018 - Oct 28, 2019
#4	-29.03% Sep 24, 2018 - Apr 29, 2019	-19.44% Feb 18, 2025 - Jun 27, 2025
#5	-24.60% May 18, 2015 - Jul 15, 2016	-16.11% Jun 22, 2015 - Aug 15, 2016
#6	-24.18% Jan 23, 2025 - Jun 26, 2025	-10.29% Jan 26, 2018 - Aug 21, 2018
#7	-17.11% Apr 1, 2004 - Jul 8, 2005	-9.56% Jul 31, 2023 - Nov 30, 2023
#8	-15.25% Jan 12, 2026 - Apr 20, 2026	-8.92% Oct 28, 2025 - Apr 15, 2026
#9	-14.59% Aug 27, 2014 - Nov 14, 2014	-8.59% Jul 16, 2024 - Sep 19, 2024
#10	-12.20% Oct 17, 2012 - Jan 7, 2013	-6.40% Sep 2, 2021 - Nov 2, 2021
#11	-10.85% Jan 26, 2018 - Jun 1, 2018	-5.70% Mar 21, 2024 - May 14, 2024
#12	-9.91% Sep 2, 2020 - Nov 10, 2020	-5.62% Feb 12, 2021 - Mar 15, 2021
#13	-9.90% May 17, 2013 - Oct 25, 2013	-5.00% Nov 16, 2021 - Dec 10, 2021
#14	-9.75% Jul 10, 2024 - Sep 23, 2024	-4.87% Dec 6, 2024 - Feb 6, 2025
#15	-9.53% Apr 15, 2021 - Jun 29, 2021	-4.50% Jun 2, 2026 - Aug 3, 2026

Correlation

Correlation between CSQ and LRGF 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 LRGF dividend yield comparison.

Year	CSQ	LRGF
2026	4.26%	0.47%
2025	6.51%	1.16%
2024	6.95%	1.23%
2023	8.27%	1.49%
2022	9.17%	1.78%
2021	6.38%	1.05%
2020	7.03%	1.35%
2019	7.14%	1.76%
2018	9.35%	3.27%
2017	8.20%	1.68%
2016	9.64%	1.56%
2015	10.00%	0.83%
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%