FCLO vs CPNJ
Comparison between FIDELITY CLO ETF (FCLO, ETF) and CALAMOS NASDAQ-100 STRUCTURED ALT PROTECTION ETF - JUNE (CPNJ, ETF).
FCLO vs CPNJ - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
FCLO
$26M
CPNJ
$26M
Expense Ratio
FCLO
N/A
CPNJ
0.69%
Max Drawdown
Winner
FCLO
0.68%
CPNJ
5.99%
Sharpe Ratio
Winner
FCLO
1.24
CPNJ
0.88
5Y Beta
Winner
FCLO
0.01
CPNJ
0.27
FCLO vs CPNJ - Historical Returns
Returns include dividend reinvestment.
1M
Winner
FCLO
+0.44%
CPNJ
-0.27%
3M
Winner
FCLO
+1.95%
CPNJ
+1.18%
6M
FCLO
N/A
CPNJ
+2.44%
1Y
FCLO
N/A
CPNJ
+6.04%
Max(CAGR)
FCLO
+5.55%
Winner
CPNJ
+7.77%
FCLO vs CPNJ - Annual Returns (2024 - 2026)
Returns include dividend reinvestment.
| Year | FCLO | CPNJ |
|---|---|---|
| 2026 | +1.86% | +1.93% |
| 2025 | N/A | +8.39% |
| 2024 | N/A | +5.44% |
FCLO vs CPNJ Drawdown Comparison
The maximum drawdown for FCLO was -0.58%, occurring on Mar 9, 2026. Recovery took 24 trading sessions.
The maximum drawdown for CPNJ was -5.99%, occurring on Apr 8, 2025. Recovery took 57 trading sessions.
The current CPNJ drawdown is -0.58%.
| Rank | FCLO | CPNJ |
|---|---|---|
| #1 | -0.58% Feb 26, 2026 - Apr 1, 2026 | -5.99% Feb 19, 2025 - May 12, 2025 |
| #2 | -0.21% Apr 1, 2026 - Apr 10, 2026 | -1.96% Jul 10, 2024 - Aug 20, 2024 |
| #3 | -0.15% Feb 13, 2026 - Feb 23, 2026 | -1.26% Aug 23, 2024 - Sep 13, 2024 |
| #4 | -0.11% May 18, 2026 - May 22, 2026 | -1.07% Mar 17, 2026 - Apr 6, 2026 |
| #5 | -0.07% Apr 17, 2026 - Apr 21, 2026 | -0.93% Jun 4, 2026 - Jun 10, 2026 |
| #6 | -0.07% Apr 21, 2026 - Apr 24, 2026 | -0.68% Oct 28, 2025 - Nov 28, 2025 |
| #7 | -0.04% Apr 15, 2026 - Apr 17, 2026 | -0.66% Dec 16, 2024 - Dec 26, 2024 |
| #8 | -0.04% May 22, 2026 - May 28, 2026 | -0.63% Oct 29, 2024 - Nov 6, 2024 |
| #9 | -0.03% May 7, 2026 - May 12, 2026 | -0.61% Jan 22, 2025 - Feb 5, 2025 |
| #10 | -0.01% Jun 5, 2026 - Jun 10, 2026 | -0.58% Dec 26, 2024 - Jan 15, 2025 |
| #11 | -0.01% Jun 11, 2026 - Jun 16, 2026 | -0.54% Nov 8, 2024 - Nov 26, 2024 |
| #12 | -0.01% Apr 24, 2026 - Apr 28, 2026 | -0.49% Feb 2, 2026 - Feb 25, 2026 |
| #13 | N/A | -0.36% Oct 22, 2024 - Oct 25, 2024 |
| #14 | N/A | -0.36% Aug 21, 2024 - Aug 23, 2024 |
| #15 | N/A | -0.32% Jun 18, 2024 - Jun 28, 2024 |
Correlation
Correlation between FCLO and CPNJ is 0.91 which considered as a very strong positive correlation - the stocks move almost identically together.
0.91
-101
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