INTF vs CSQ

Comparison between ISHARES INTERNATIONAL EQUITY FACTOR ETF (INTF, ETF) and Calamos Strategic Total Return Fund (CSQ, ETF).

5-Year PerformanceINTF has outperformed CSQ, delivering a return of +11.5% compared to +10.5%

INTF vs CSQ - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	INTF(ETF)	CSQ(ETF)
Net Assets	$3.60B	$3.60B
Expense Ratio	0.16%	N/A
Max Drawdown	43.92%	72.74%
Sharpe Ratio	1.31	1.10
5Y Beta	0.73	1.04
5Y Dividends CAGR	7.79%	5.17%

Net Assets

INTF

$3.60B

CSQ

$3.60B

Expense Ratio

INTF

0.16%

CSQ

N/A

Max Drawdown

Winner

INTF

43.92%

CSQ

72.74%

Sharpe Ratio

Winner

INTF

1.31

CSQ

1.10

5Y Beta

Winner

INTF

0.73

CSQ

1.04

5Y Dividends CAGR

Winner

INTF

7.79%

CSQ

5.17%

INTF vs CSQ - Historical Returns

Returns include dividend reinvestment.

Period	INTF	CSQ
1 month	+4.33%	+1.87%
3 months	+5.84%	+4.65%
6 months	+5.95%	+13.02%
1 year	+25.66%	+22.56%
5 years(CAGR)	+11.55%	+10.51%
10 years(CAGR)	+9.71%	+15.85%
Max(CAGR)	+8.16%	+10.22%

Winner

INTF

+4.33%

CSQ

+1.87%

Winner

INTF

+5.84%

CSQ

+4.65%

INTF

+5.95%

Winner

CSQ

+13.02%

Winner

INTF

+25.66%

CSQ

+22.56%

5Y(CAGR)

Winner

INTF

+11.55%

CSQ

+10.51%

10Y(CAGR)

INTF

+9.71%

Winner

CSQ

+15.85%

Max(CAGR)

INTF

+8.16%

Winner

CSQ

+10.22%

INTF vs CSQ - Annual Returns (2004 - 2026)

Returns include dividend reinvestment.

Year	INTF	CSQ
2026	+15.03%	+13.22%
2025	+35.79%	+17.22%
2024	+7.17%	+29.40%
2023	+17.82%	+22.44%
2022	-12.61%	-24.06%
2021	+10.83%	+34.84%
2020	+2.11%	+25.88%
2019	+18.95%	+38.06%
2018	-16.32%	-4.03%
2017	+27.88%	+25.28%
2016	+0.63%	+16.51%
2015	-4.25%	-4.73%
2014	N/A	+14.95%
2013	N/A	+18.27%
2012	N/A	+26.53%
2011	N/A	-4.16%
2010	N/A	+12.12%
2009	N/A	+48.27%
2008	N/A	-48.59%
2007	N/A	-2.22%
2006	N/A	+23.71%
2005	N/A	+3.84%
2004	N/A	-3.64%

INTF vs CSQ Drawdown Comparison

The maximum drawdown for INTF was -40.39%, occurring on Mar 23, 2020. Recovery took 785 trading sessions.

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

The current INTF drawdown is -0.35%. The current CSQ drawdown is -0.91%.

Rank	INTF	CSQ
#1	-40.39% Jan 26, 2018 - Mar 11, 2021	-67.02% May 22, 2007 - Mar 15, 2012
#2	-29.21% Sep 3, 2021 - Jan 29, 2024	-48.11% Feb 20, 2020 - Aug 12, 2020
#3	-17.82% May 21, 2015 - Mar 24, 2017	-33.06% Dec 30, 2021 - Mar 20, 2024
#4	-13.64% Mar 19, 2025 - Apr 28, 2025	-29.03% Sep 24, 2018 - Apr 29, 2019
#5	-10.20% Feb 25, 2026 - Jun 12, 2026	-24.60% May 18, 2015 - Jul 15, 2016
#6	-9.27% Sep 26, 2024 - Mar 5, 2025	-24.18% Jan 23, 2025 - Jun 26, 2025
#7	-8.04% Jul 12, 2024 - Aug 21, 2024	-17.11% Apr 1, 2004 - Jul 8, 2005
#8	-5.28% Jun 7, 2021 - Sep 3, 2021	-15.25% Jan 12, 2026 - Apr 20, 2026
#9	-4.67% Nov 12, 2025 - Dec 3, 2025	-14.59% Aug 27, 2014 - Nov 14, 2014
#10	-4.38% Mar 27, 2024 - May 9, 2024	-12.20% Oct 17, 2012 - Jan 7, 2013
#11	-4.01% Jun 6, 2024 - Jul 11, 2024	-10.85% Jan 26, 2018 - Jun 1, 2018
#12	-3.90% Jul 23, 2025 - Aug 12, 2025	-9.91% Sep 2, 2020 - Nov 10, 2020
#13	-3.67% Aug 30, 2024 - Sep 19, 2024	-9.90% May 17, 2013 - Oct 25, 2013
#14	-3.18% May 7, 2021 - May 27, 2021	-9.75% Jul 10, 2024 - Sep 23, 2024
#15	-3.17% Oct 6, 2025 - Oct 27, 2025	-9.53% Apr 15, 2021 - Jun 29, 2021

Correlation

Correlation between INTF and CSQ is 0.94 which considered as a very strong positive correlation - the stocks move almost identically together.

0.94

-101

Dividend Comparison (2004 - 2026)

INTF vs CSQ dividend yield comparison.

Year	INTF	CSQ
2026	1.67%	4.26%
2025	2.87%	6.51%
2024	3.53%	6.95%
2023	3.59%	8.27%
2022	2.81%	9.17%
2021	5.38%	6.38%
2020	2.06%	7.03%
2019	3.65%	7.14%
2018	2.62%	9.35%
2017	3.26%	8.20%
2016	1.66%	9.64%
2015	0.85%	10.00%
2014	0.00%	8.44%
2013	0.00%	7.71%
2012	0.00%	8.56%
2011	0.00%	7.54%
2010	0.00%	6.80%
2009	0.00%	8.93%
2008	0.00%	18.36%
2007	0.00%	8.71%
2006	0.00%	7.48%
2005	0.00%	7.66%
2004	0.00%	4.28%