PRN vs CHW

Comparison between Invesco Dorsey Wright Industrials Momentum ETF (PRN, ETF) and Calamos Global Dynamic Income Fund (CHW, ETF).

5-Year PerformancePRN has outperformed CHW, delivering a return of +18.6% compared to +4.9%

PRN vs CHW - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	PRN(ETF)	CHW(ETF)
Net Assets	$644M	$643M
Expense Ratio	0.60%	N/A
Max Drawdown	60.33%	72.87%
Sharpe Ratio	1.12	1.52
5Y Beta	1.34	0.88
P/E Ratio	79.35	N/A
Forward P/E	22.30	N/A
PEG Ratio	0.89	N/A
5Y Dividends CAGR	19.04%	-4.71%
5Y EPS CAGR	23.64%	N/A
Debt to Equity	6.88%	N/A
P/S Ratio	2.58	N/A
P/B Ratio	7.25	N/A

Net Assets

Winner

PRN

$644M

CHW

$643M

Expense Ratio

PRN

0.60%

CHW

N/A

Max Drawdown

Winner

PRN

60.33%

CHW

72.87%

Sharpe Ratio

PRN

1.12

Winner

CHW

1.52

5Y Beta

PRN

1.34

Winner

CHW

0.88

P/E Ratio

PRN

79.35

CHW

N/A

Forward P/E

PRN

22.30

CHW

N/A

PEG Ratio

PRN

0.89

CHW

N/A

5Y Dividends CAGR

Winner

PRN

19.04%

CHW

-4.71%

5Y EPS CAGR

PRN

23.64%

CHW

N/A

Debt to Equity

PRN

6.88%

CHW

N/A

P/S Ratio

PRN

2.58

CHW

N/A

P/B Ratio

PRN

7.25

CHW

N/A

PRN vs CHW - Historical Returns

Returns include dividend reinvestment.

Period	PRN	CHW
1 month	-12.52%	-2.67%
3 months	+3.27%	+10.07%
6 months	+16.41%	+14.90%
1 year	+44.18%	+31.52%
5 years(CAGR)	+18.63%	+4.90%
10 years(CAGR)	+17.19%	+12.14%
Max(CAGR)	+12.40%	+7.20%

PRN

-12.52%

Winner

CHW

-2.67%

PRN

+3.27%

Winner

CHW

+10.07%

Winner

PRN

+16.41%

CHW

+14.90%

Winner

PRN

+44.18%

CHW

+31.52%

5Y(CAGR)

Winner

PRN

+18.63%

CHW

+4.90%

10Y(CAGR)

Winner

PRN

+17.19%

CHW

+12.14%

Max(CAGR)

Winner

PRN

+12.40%

CHW

+7.20%

PRN vs CHW - Annual Returns (2006 - 2026)

Returns include dividend reinvestment.

Year	PRN	CHW
2026	+27.34%	+20.75%
2025	+13.79%	+20.25%
2024	+32.57%	+29.15%
2023	+38.50%	+13.92%
2022	-23.49%	-37.66%
2021	+28.09%	+16.61%
2020	+34.87%	+22.85%
2019	+35.00%	+42.73%
2018	-16.19%	-20.91%
2017	+22.35%	+44.00%
2016	+15.32%	+9.71%
2015	-5.11%	-11.37%
2014	+0.90%	+13.84%
2013	+45.64%	+14.81%
2012	+17.41%	+22.73%
2011	-7.85%	-7.00%
2010	+31.10%	+13.76%
2009	+12.94%	+45.50%
2008	-34.15%	-47.92%
2007	+16.22%	-11.08%
2006	+4.49%	N/A

PRN vs CHW Drawdown Comparison

The maximum drawdown for PRN was -59.88%, occurring on Mar 9, 2009. Recovery took 934 trading sessions.

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

The current PRN drawdown is -12.52%. The current CHW drawdown is -3.83%.

Rank	PRN	CHW
#1	-59.88% Jul 19, 2007 - Apr 1, 2011	-66.81% Jul 26, 2007 - Jan 4, 2013
#2	-36.27% Feb 19, 2020 - Aug 5, 2020	-53.47% Feb 20, 2020 - Aug 31, 2020
#3	-34.84% Nov 24, 2021 - Jan 29, 2024	-46.07% Jul 29, 2021 - Sep 19, 2025
#4	-30.78% Nov 29, 2024 - Oct 8, 2025	-31.90% Sep 12, 2018 - Nov 4, 2019
#5	-30.55% Apr 6, 2011 - Dec 18, 2012	-29.24% Jul 24, 2014 - Feb 7, 2017
#6	-28.12% Sep 14, 2018 - Jun 20, 2019	-15.50% Feb 25, 2026 - Apr 27, 2026
#7	-20.82% Feb 24, 2015 - Jul 11, 2016	-11.96% Oct 13, 2020 - Nov 11, 2020
#8	-16.38% Mar 7, 2014 - Feb 20, 2015	-11.53% May 14, 2013 - Oct 22, 2013
#9	-15.91% Jun 22, 2026 - Jul 16, 2026	-10.79% Jan 26, 2018 - Sep 12, 2018
#10	-14.82% Jul 26, 2019 - Jan 9, 2020	-7.74% Oct 9, 2025 - Jan 9, 2026
#11	-14.15% Oct 29, 2025 - Jan 12, 2026	-7.11% Aug 31, 2020 - Oct 7, 2020
#12	-13.25% Feb 20, 2026 - Apr 9, 2026	-6.63% May 14, 2026 - May 27, 2026
#13	-12.67% Feb 9, 2021 - Oct 25, 2021	-6.56% Apr 12, 2021 - Jun 8, 2021
#14	-11.36% Jan 26, 2018 - Aug 27, 2018	-6.34% Jun 2, 2026 - Jun 10, 2026
#15	-9.73% Oct 9, 2020 - Nov 11, 2020	-6.30% Aug 7, 2017 - Sep 19, 2017

Correlation

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

0.94

-101

Dividend Comparison (2006 - 2026)

PRN vs CHW dividend yield comparison.

Year	PRN	CHW
2026	0.00%	3.57%
2025	0.17%	8.10%
2024	0.39%	8.89%
2023	0.52%	10.40%
2022	0.82%	13.62%
2021	0.11%	8.43%
2020	0.10%	8.79%
2019	0.42%	9.67%
2018	0.29%	12.82%
2017	0.60%	9.25%
2016	0.57%	12.05%
2015	0.44%	11.73%
2014	0.35%	8.93%
2013	0.35%	8.29%
2012	2.31%	8.91%
2011	0.54%	8.22%
2010	0.71%	7.17%
2009	1.43%	10.05%
2008	1.21%	21.28%
2007	0.32%	5.21%
2006	0.05%	0.00%