FCLO vs CPSO
Comparison between FIDELITY CLO ETF (FCLO, ETF) and S&P 500 Structured Alt Protection ETF - October (CPSO, ETF).
FCLO vs CPSO - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
FCLO
$26M
Winner
CPSO
$26M
Expense Ratio
FCLO
N/A
CPSO
0.69%
Max Drawdown
Winner
FCLO
0.68%
CPSO
3.23%
Sharpe Ratio
FCLO
1.26
Winner
CPSO
1.35
5Y Beta
Winner
FCLO
0.01
CPSO
0.16
FCLO vs CPSO - Historical Returns
Returns include dividend reinvestment.
1M
FCLO
+0.41%
Winner
CPSO
+0.59%
3M
FCLO
+1.97%
Winner
CPSO
+2.64%
6M
FCLO
N/A
CPSO
+3.05%
1Y
FCLO
N/A
CPSO
+6.93%
Max(CAGR)
FCLO
+5.48%
Winner
CPSO
+5.82%
FCLO vs CPSO - Annual Returns (2024 - 2026)
Returns include dividend reinvestment.
| Year | FCLO | CPSO |
|---|---|---|
| 2026 | +1.81% | +2.83% |
| 2025 | N/A | +6.09% |
| 2024 | N/A | +0.77% |
FCLO vs CPSO Drawdown Comparison
The maximum drawdown for FCLO was -0.58%, occurring on Mar 9, 2026. Recovery took 24 trading sessions.
The maximum drawdown for CPSO was -3.23%, occurring on Apr 7, 2025. Recovery took 60 trading sessions.
The current FCLO drawdown is -0.01%.
| Rank | FCLO | CPSO |
|---|---|---|
| #1 | -0.58% Feb 26, 2026 - Apr 1, 2026 | -3.23% Feb 19, 2025 - May 15, 2025 |
| #2 | -0.21% Apr 1, 2026 - Apr 10, 2026 | -1.45% Feb 25, 2026 - Apr 9, 2026 |
| #3 | -0.15% Feb 13, 2026 - Feb 23, 2026 | -0.89% Oct 27, 2025 - Dec 3, 2025 |
| #4 | -0.11% May 18, 2026 - May 22, 2026 | -0.56% Oct 18, 2024 - Nov 7, 2024 |
| #5 | -0.07% Apr 17, 2026 - Apr 21, 2026 | -0.52% Dec 16, 2024 - Jan 6, 2025 |
| #6 | -0.07% Apr 21, 2026 - Apr 24, 2026 | -0.49% May 19, 2025 - May 30, 2025 |
| #7 | -0.04% Apr 15, 2026 - Apr 17, 2026 | -0.47% Jan 24, 2025 - Feb 6, 2025 |
| #8 | -0.04% May 22, 2026 - May 28, 2026 | -0.44% Jan 28, 2026 - Feb 9, 2026 |
| #9 | -0.03% May 7, 2026 - May 12, 2026 | -0.43% Jun 2, 2026 - Jun 15, 2026 |
| #10 | -0.01% Jun 5, 2026 - Jun 10, 2026 | -0.39% Jan 6, 2025 - Jan 15, 2025 |
| #11 | -0.01% Jun 11, 2026 - Jun 12, 2026 | -0.36% Jul 28, 2025 - Aug 6, 2025 |
| #12 | -0.01% Apr 24, 2026 - Apr 28, 2026 | -0.35% Nov 13, 2024 - Nov 26, 2024 |
| #13 | N/A | -0.31% Feb 9, 2026 - Feb 25, 2026 |
| #14 | N/A | -0.30% Oct 6, 2025 - Oct 20, 2025 |
| #15 | N/A | -0.29% Nov 29, 2024 - Dec 3, 2024 |
Correlation
Correlation between FCLO and CPSO is 0.95 which considered as a very strong positive correlation - the stocks move almost identically together.
0.95
-101
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