FCLO vs CPSY
Comparison between FIDELITY CLO ETF (FCLO, ETF) and Calamos S&P 500 Structured Alt Protection ETF January (CPSY, ETF).
FCLO vs CPSY - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
FCLO
$26M
Winner
CPSY
$26M
Expense Ratio
FCLO
N/A
CPSY
0.69%
Max Drawdown
Winner
FCLO
0.68%
CPSY
3.01%
Sharpe Ratio
FCLO
1.26
Winner
CPSY
1.57
5Y Beta
Winner
FCLO
0.01
CPSY
0.15
FCLO vs CPSY - Historical Returns
Returns include dividend reinvestment.
1M
FCLO
+0.41%
Winner
CPSY
+0.47%
3M
FCLO
+1.97%
Winner
CPSY
+2.39%
6M
FCLO
N/A
CPSY
+2.55%
1Y
FCLO
N/A
CPSY
+7.24%
Max(CAGR)
FCLO
+5.48%
Winner
CPSY
+6.41%
FCLO vs CPSY - Annual Returns (2025 - 2026)
Returns include dividend reinvestment.
| Year | FCLO | CPSY |
|---|---|---|
| 2026 | +1.81% | +2.23% |
| 2025 | N/A | +6.83% |
FCLO vs CPSY Drawdown Comparison
The maximum drawdown for FCLO was -0.58%, occurring on Mar 9, 2026. Recovery took 24 trading sessions.
The maximum drawdown for CPSY was -3.01%, occurring on Apr 8, 2025. Recovery took 62 trading sessions.
The current FCLO drawdown is -0.01%.
| Rank | FCLO | CPSY |
|---|---|---|
| #1 | -0.58% Feb 26, 2026 - Apr 1, 2026 | -3.01% Feb 14, 2025 - May 15, 2025 |
| #2 | -0.21% Apr 1, 2026 - Apr 10, 2026 | -1.35% Feb 10, 2026 - Apr 13, 2026 |
| #3 | -0.15% Feb 13, 2026 - Feb 23, 2026 | -0.56% Nov 11, 2025 - Nov 25, 2025 |
| #4 | -0.11% May 18, 2026 - May 22, 2026 | -0.53% May 19, 2025 - Jun 2, 2025 |
| #5 | -0.07% Apr 17, 2026 - Apr 21, 2026 | -0.47% Jun 4, 2026 - Jun 15, 2026 |
| #6 | -0.07% Apr 21, 2026 - Apr 24, 2026 | -0.40% Oct 9, 2025 - Oct 20, 2025 |
| #7 | -0.04% Apr 15, 2026 - Apr 17, 2026 | -0.39% Jul 25, 2025 - Aug 8, 2025 |
| #8 | -0.04% May 22, 2026 - May 28, 2026 | -0.38% Jan 8, 2025 - Jan 15, 2025 |
| #9 | -0.03% May 7, 2026 - May 12, 2026 | -0.38% Jan 21, 2025 - Feb 13, 2025 |
| #10 | -0.01% Jun 5, 2026 - Jun 10, 2026 | -0.30% Jan 27, 2026 - Feb 9, 2026 |
| #11 | -0.01% Jun 11, 2026 - Jun 12, 2026 | -0.30% Jan 9, 2026 - Jan 27, 2026 |
| #12 | -0.01% Apr 24, 2026 - Apr 28, 2026 | -0.29% Jun 12, 2025 - Jun 16, 2025 |
| #13 | N/A | -0.24% Dec 15, 2025 - Dec 23, 2025 |
| #14 | N/A | -0.24% Jun 16, 2025 - Jun 23, 2025 |
| #15 | N/A | -0.23% Jul 3, 2025 - Jul 11, 2025 |
Correlation
Correlation between FCLO and CPSY is 0.95 which considered as a very strong positive correlation - the stocks move almost identically together.
0.95
-101
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