FIVA vs CHW

Comparison between FIDELITY INTERNATIONAL VALUE FACTOR ETF (FIVA, ETF) and Calamos Global Dynamic Income Fund (CHW, ETF).

5-Year PerformanceFIVA has outperformed CHW, delivering a return of +14.3% compared to +5.1%

FIVA vs CHW - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FIVA(ETF)	CHW(ETF)
Net Assets	$587M	$586M
Expense Ratio	0.18%	N/A
Max Drawdown	44.26%	72.87%
Sharpe Ratio	1.69	1.26
5Y Beta	0.71	0.88
5Y Dividends CAGR	11.06%	-4.42%

Net Assets

Winner

FIVA

$587M

CHW

$586M

Expense Ratio

FIVA

0.18%

CHW

N/A

Max Drawdown

Winner

FIVA

44.26%

CHW

72.87%

Sharpe Ratio

Winner

FIVA

1.69

CHW

1.26

5Y Beta

Winner

FIVA

0.71

CHW

0.88

5Y Dividends CAGR

Winner

FIVA

11.06%

CHW

-4.42%

FIVA vs CHW - Historical Returns

Returns include dividend reinvestment.

Period	FIVA	CHW
1 month	+3.39%	+2.37%
3 months	+6.10%	-2.80%
6 months	+7.10%	+8.57%
1 year	+34.25%	+26.72%
5 years(CAGR)	+14.26%	+5.08%
10 years(CAGR)	+9.13%	+11.69%
Max(CAGR)	+9.13%	+7.12%

Winner

FIVA

+3.39%

CHW

+2.37%

Winner

FIVA

+6.10%

CHW

-2.80%

FIVA

+7.10%

Winner

CHW

+8.57%

Winner

FIVA

+34.25%

CHW

+26.72%

5Y(CAGR)

Winner

FIVA

+14.26%

CHW

+5.08%

10Y(CAGR)

FIVA

+9.13%

Winner

CHW

+11.69%

Max(CAGR)

Winner

FIVA

+9.13%

CHW

+7.12%

FIVA vs CHW - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

Year	FIVA	CHW
2026	+17.67%	+19.76%
2025	+46.28%	+20.25%
2024	+3.35%	+29.15%
2023	+19.62%	+13.92%
2022	-10.87%	-37.66%
2021	+15.70%	+16.61%
2020	-2.61%	+22.85%
2019	+20.28%	+42.73%
2018	-19.18%	-20.91%
2017	N/A	+44.00%
2016	N/A	+9.71%
2015	N/A	-11.37%
2014	N/A	+13.84%
2013	N/A	+14.81%
2012	N/A	+22.73%
2011	N/A	-7.00%
2010	N/A	+13.76%
2009	N/A	+45.50%
2008	N/A	-47.92%
2007	N/A	-11.08%

FIVA vs CHW Drawdown Comparison

The maximum drawdown for FIVA was -39.74%, occurring on Mar 23, 2020. Recovery took 771 trading sessions.

The maximum drawdown for CHW was -66.81%, occurring on Nov 20, 2008. Recovery took 1371 trading sessions.

The current FIVA drawdown is -0.94%. The current CHW drawdown is -4.61%.

Rank	FIVA	CHW
#1	-39.74% Jan 23, 2018 - Feb 16, 2021	-66.81% Jul 26, 2007 - Jan 4, 2013
#2	-28.69% Jan 14, 2022 - Jul 18, 2023	-53.47% Feb 20, 2020 - Aug 31, 2020
#3	-14.77% Mar 19, 2025 - May 2, 2025	-46.07% Jul 29, 2021 - Sep 19, 2025
#4	-11.69% Feb 26, 2026 - May 21, 2026	-31.90% Sep 12, 2018 - Nov 4, 2019
#5	-10.18% Sep 26, 2024 - Feb 25, 2025	-29.24% Jul 24, 2014 - Feb 7, 2017
#6	-9.66% Jul 28, 2023 - Dec 13, 2023	-15.50% Feb 25, 2026 - Apr 27, 2026
#7	-7.63% Jul 12, 2024 - Aug 23, 2024	-11.96% Oct 13, 2020 - Nov 11, 2020
#8	-7.25% Jun 10, 2021 - Jan 7, 2022	-11.53% May 14, 2013 - Oct 22, 2013
#9	-4.86% Nov 12, 2025 - Dec 2, 2025	-10.79% Jan 26, 2018 - Sep 12, 2018
#10	-4.44% Jul 23, 2025 - Aug 12, 2025	-10.58% Jun 2, 2026 - Jul 29, 2026
#11	-4.31% Apr 9, 2024 - May 6, 2024	-7.74% Oct 9, 2025 - Jan 9, 2026
#12	-4.23% May 17, 2024 - Jul 12, 2024	-7.11% Aug 31, 2020 - Oct 7, 2020
#13	-4.17% Aug 27, 2024 - Sep 26, 2024	-6.63% May 14, 2026 - May 27, 2026
#14	-3.13% Oct 6, 2025 - Oct 27, 2025	-6.56% Apr 12, 2021 - Jun 8, 2021
#15	-3.08% Jun 4, 2026 - Jun 11, 2026	-6.30% Aug 7, 2017 - Sep 19, 2017

Correlation

Correlation between FIVA and CHW is 0.86 which considered as a strong positive correlation - the stocks tend to move together.

0.86

-101

Dividend Comparison (2007 - 2026)

FIVA vs CHW dividend yield comparison.

Year	FIVA	CHW
2026	1.74%	4.32%
2025	2.68%	8.10%
2024	3.52%	8.89%
2023	3.63%	10.40%
2022	3.62%	13.62%
2021	3.76%	8.43%
2020	2.46%	8.79%
2019	3.61%	9.67%
2018	3.28%	12.82%
2017	0.00%	9.25%
2016	0.00%	12.05%
2015	0.00%	11.73%
2014	0.00%	8.93%
2013	0.00%	8.29%
2012	0.00%	8.91%
2011	0.00%	8.22%
2010	0.00%	7.17%
2009	0.00%	10.05%
2008	0.00%	21.28%
2007	0.00%	5.21%