RAFE vs CGO

Comparison between PIMCO RAFI ESG U.S. ETF (RAFE, ETF) and Calamos Global Total Return Fund (CGO, ETF).

5-Year PerformanceRAFE has outperformed CGO, delivering a return of +11.3% compared to +5.5%

RAFE vs CGO - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	RAFE(ETF)	CGO(ETF)
Net Assets	$153M	$154M
Expense Ratio	0.29%	N/A
Max Drawdown	35.74%	67.04%
Sharpe Ratio	2.02	1.27
5Y Beta	0.78	0.87
P/E Ratio	24.43	N/A
Forward P/E	16.47	N/A
5Y Dividends CAGR	4.92%	-2.82%
5Y EPS CAGR	9.90%	N/A
Debt to Equity	32.86%	N/A
P/S Ratio	1.66	N/A
P/B Ratio	3.29	N/A

Net Assets

RAFE

$153M

Winner

CGO

$154M

Expense Ratio

RAFE

0.29%

CGO

N/A

Max Drawdown

Winner

RAFE

35.74%

CGO

67.04%

Sharpe Ratio

Winner

RAFE

2.02

CGO

1.27

5Y Beta

Winner

RAFE

0.78

CGO

0.87

P/E Ratio

RAFE

24.43

CGO

N/A

Forward P/E

RAFE

16.47

CGO

N/A

5Y Dividends CAGR

Winner

RAFE

4.92%

CGO

-2.82%

5Y EPS CAGR

RAFE

9.90%

CGO

N/A

Debt to Equity

RAFE

32.86%

CGO

N/A

P/S Ratio

RAFE

1.66

CGO

N/A

P/B Ratio

RAFE

3.29

CGO

N/A

RAFE vs CGO - Historical Returns

Returns include dividend reinvestment.

Period	RAFE	CGO
1 month	+6.23%	+1.05%
3 months	+15.27%	+19.86%
6 months	+14.45%	+25.98%
1 year	+31.22%	+28.70%
5 years(CAGR)	+11.29%	+5.52%
10 years(CAGR)	N/A	+12.24%
Max(CAGR)	+12.69%	+8.89%

Winner

RAFE

+6.23%

CGO

+1.05%

RAFE

+15.27%

Winner

CGO

+19.86%

RAFE

+14.45%

Winner

CGO

+25.98%

Winner

RAFE

+31.22%

CGO

+28.70%

5Y(CAGR)

Winner

RAFE

+11.29%

CGO

+5.52%

10Y(CAGR)

RAFE

N/A

CGO

+12.24%

Max(CAGR)

Winner

RAFE

+12.69%

CGO

+8.89%

RAFE vs CGO - Annual Returns (2005 - 2026)

Returns include dividend reinvestment.

Year	RAFE	CGO
2026	+14.45%	+22.16%
2025	+18.22%	+8.42%
2024	+14.02%	+37.84%
2023	+18.47%	+13.13%
2022	-14.77%	-36.67%
2021	+31.88%	+13.85%
2020	+4.90%	+19.97%
2019	+0.55%	+42.30%
2018	N/A	-26.75%
2017	N/A	+55.88%
2016	N/A	+4.65%
2015	N/A	-4.42%
2014	N/A	+3.20%
2013	N/A	+11.09%
2012	N/A	+7.36%
2011	N/A	+0.18%
2010	N/A	+10.10%
2009	N/A	+57.16%
2008	N/A	-45.30%
2007	N/A	+23.11%
2006	N/A	+28.24%
2005	N/A	-4.84%

RAFE vs CGO Drawdown Comparison

The maximum drawdown for RAFE was -35.74%, occurring on Mar 23, 2020. Recovery took 199 trading sessions.

The maximum drawdown for CGO was -59.93%, occurring on Oct 9, 2008. Recovery took 734 trading sessions.

The current CGO drawdown is -3.03%.

Rank	RAFE	CGO
#1	-35.74% Feb 12, 2020 - Nov 24, 2020	-59.93% Dec 7, 2007 - Nov 5, 2010
#2	-24.29% Jan 4, 2022 - Dec 26, 2023	-50.77% Feb 13, 2020 - Aug 28, 2020
#3	-16.36% Feb 19, 2025 - Jul 1, 2025	-43.70% Sep 7, 2021 - Sep 9, 2025
#4	-8.00% Jul 16, 2024 - Aug 30, 2024	-34.62% Jan 25, 2018 - Dec 26, 2019
#5	-7.46% Feb 11, 2026 - Apr 17, 2026	-27.59% Jul 21, 2015 - Feb 24, 2017
#6	-6.20% Mar 28, 2024 - Jun 18, 2024	-22.13% Jul 19, 2007 - Oct 11, 2007
#7	-5.61% Nov 25, 2024 - Feb 13, 2025	-21.55% May 2, 2011 - Mar 29, 2012
#8	-4.99% Jun 4, 2021 - Aug 6, 2021	-16.41% Jul 14, 2014 - Apr 28, 2015
#9	-4.62% Oct 27, 2025 - Nov 28, 2025	-15.24% Feb 26, 2026 - Apr 17, 2026
#10	-4.41% Nov 16, 2021 - Dec 16, 2021	-15.13% Mar 12, 2013 - Dec 24, 2013
#11	-4.27% Jan 17, 2020 - Feb 12, 2020	-14.31% Apr 2, 2012 - Jan 14, 2013
#12	-4.05% Jan 14, 2021 - Feb 8, 2021	-11.93% Oct 28, 2005 - May 8, 2006
#13	-3.99% Aug 11, 2021 - Oct 19, 2021	-10.89% Aug 7, 2017 - Oct 27, 2017
#14	-3.44% Aug 30, 2024 - Sep 19, 2024	-10.14% Sep 19, 2025 - Jan 13, 2026
#15	-3.37% Jul 23, 2025 - Aug 12, 2025	-9.54% Oct 14, 2020 - Nov 9, 2020

Correlation

Correlation between RAFE and CGO is 0.82 which considered as a strong positive correlation - the stocks tend to move together.

0.82

-101

Dividend Comparison (2005 - 2026)

RAFE vs CGO dividend yield comparison.

Year	RAFE	CGO
2026	0.40%	2.94%
2025	1.67%	8.43%
2024	1.79%	8.43%
2023	1.81%	10.57%
2022	2.22%	12.68%
2021	1.42%	7.80%
2020	2.36%	8.18%
2019	0.00%	8.96%
2018	0.00%	11.81%
2017	0.00%	7.97%
2016	0.00%	11.40%
2015	0.00%	10.51%
2014	0.00%	9.08%
2013	0.00%	8.56%
2012	0.00%	8.73%
2011	0.00%	8.80%
2010	0.00%	8.28%
2009	0.00%	8.36%
2008	0.00%	14.64%
2007	0.00%	6.71%
2006	0.00%	5.88%
2005	0.00%	0.71%