MHY vs CPRJ
Comparison between Western Asset Managed High Incm Fnd Inc (MHY, ETF) and Calamos Russell 2000 Structured Alt Protection ETF July (CPRJ, ETF).
MHY vs CPRJ - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
Winner
MHY
$23M
CPRJ
$23M
Expense Ratio
MHY
0.69%
CPRJ
0.69%
Max Drawdown
MHY
68.74%
Winner
CPRJ
6.25%
Sharpe Ratio
MHY
1.02
Winner
CPRJ
1.14
5Y Beta
Winner
MHY
0.15
CPRJ
0.20
MHY vs CPRJ - Historical Returns
Returns include dividend reinvestment.
1M
Winner
MHY
+1.46%
CPRJ
+0.11%
3M
Winner
MHY
+3.69%
CPRJ
+1.17%
6M
Winner
MHY
+4.80%
CPRJ
+2.35%
1Y
Winner
MHY
+7.49%
CPRJ
+7.02%
10Y(CAGR)
MHY
+18.80%
CPRJ
N/A
Max(CAGR)
Winner
MHY
+10.51%
CPRJ
+6.45%
MHY vs CPRJ - Annual Returns (1999 - 2026)
Returns include dividend reinvestment.
| Year | MHY | CPRJ |
|---|---|---|
| 2026 | +5.55% | +3.15% |
| 2025 | +1.74% | +5.01% |
| 2024 | N/A | +4.75% |
| 2016 | +14.04% | N/A |
| 2015 | -3.68% | N/A |
| 2014 | -3.04% | N/A |
| 2013 | -2.18% | N/A |
| 2012 | +10.16% | N/A |
| 2011 | +6.98% | N/A |
| 2010 | +16.09% | N/A |
| 2009 | +48.58% | N/A |
| 2008 | -18.41% | N/A |
| 2007 | -7.35% | N/A |
| 2006 | +18.28% | N/A |
| 2005 | +0.17% | N/A |
| 2004 | +1.72% | N/A |
| 2003 | +20.89% | N/A |
| 2002 | -5.24% | N/A |
| 2001 | -7.05% | N/A |
| 2000 | +12.48% | N/A |
| 1999 | -4.19% | N/A |
MHY vs CPRJ Drawdown Comparison
The maximum drawdown for MHY was -51.73%, occurring on Oct 9, 2008. Recovery took 553 trading sessions.
The maximum drawdown for CPRJ was -6.25%, occurring on Apr 8, 2025. Recovery took 105 trading sessions.
The current CPRJ drawdown is -0.05%.
| Rank | MHY | CPRJ |
|---|---|---|
| #1 | -51.73% Jun 4, 2007 - Aug 12, 2009 | -6.25% Feb 5, 2025 - Jul 9, 2025 |
| #2 | -32.62% Jan 24, 2001 - Jun 9, 2003 | -1.74% Dec 4, 2024 - Jan 30, 2025 |
| #3 | -20.58% Aug 28, 2012 - Aug 18, 2016 | -1.67% Jul 16, 2024 - Aug 23, 2024 |
| #4 | -16.23% May 11, 2011 - Jan 26, 2012 | -1.20% Aug 30, 2024 - Sep 17, 2024 |
| #5 | -15.95% Jan 21, 2004 - Aug 30, 2004 | -1.07% Oct 24, 2025 - Nov 26, 2025 |
| #6 | -14.80% Aug 23, 2000 - Jan 4, 2001 | -1.04% Feb 26, 2026 - Apr 8, 2026 |
| #7 | -13.79% Nov 8, 2010 - Mar 23, 2011 | -0.94% Nov 11, 2024 - Nov 25, 2024 |
| #8 | -13.22% Apr 13, 2010 - Jul 16, 2010 | -0.69% Oct 17, 2024 - Nov 6, 2024 |
| #9 | -11.54% Oct 21, 2009 - Jan 20, 2010 | -0.68% Jul 23, 2025 - Aug 12, 2025 |
| #10 | -11.48% Jun 12, 2003 - Jan 21, 2004 | -0.59% Sep 19, 2024 - Oct 14, 2024 |
| #11 | -10.90% Nov 4, 1999 - Jun 1, 2000 | -0.57% Jan 30, 2025 - Feb 5, 2025 |
| #12 | -10.13% Oct 18, 2004 - Aug 3, 2006 | -0.43% Jul 10, 2025 - Jul 22, 2025 |
| #13 | -7.04% Feb 23, 2007 - May 10, 2007 | -0.40% Oct 8, 2025 - Oct 14, 2025 |
| #14 | -6.79% Jan 21, 2010 - Feb 19, 2010 | -0.40% Jul 6, 2026 - Jul 8, 2026 |
| #15 | -6.54% Mar 23, 2012 - Aug 10, 2012 | -0.39% Aug 13, 2025 - Aug 22, 2025 |
Correlation
Correlation between MHY and CPRJ is 0.96 which considered as a very strong positive correlation - the stocks move almost identically together.
0.96
-101
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