RSF vs CPSM

Comparison between RiverNorth Capital and Income Fund (RSF, ETF) and CALAMOS S&P 500 STRUCTURED ALT PROTECTION ETF - MAY (CPSM, ETF).

RSF vs CPSM - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	RSF(ETF)	CPSM(ETF)
Net Assets	$55M	$55M
Expense Ratio	N/A	0.69%
Max Drawdown	44.16%	5.19%
Sharpe Ratio	0.83	1.06
5Y Beta	0.11	0.24
5Y Dividends CAGR	-0.32%	N/A

Net Assets

RSF

$55M

CPSM

$55M

Expense Ratio

RSF

N/A

CPSM

0.69%

Max Drawdown

RSF

44.16%

Winner

CPSM

5.19%

Sharpe Ratio

RSF

0.83

Winner

CPSM

1.06

5Y Beta

Winner

RSF

0.11

CPSM

0.24

5Y Dividends CAGR

RSF

-0.32%

CPSM

N/A

RSF vs CPSM - Historical Returns

Returns include dividend reinvestment.

Period	RSF	CPSM
1 month	+1.26%	+0.24%
3 months	+4.30%	+1.49%
6 months	+5.24%	+2.58%
1 year	+11.02%	+5.51%
5 years(CAGR)	+5.73%	N/A
10 years(CAGR)	+4.51%	N/A
Max(CAGR)	+4.51%	+7.63%

Winner

RSF

+1.26%

CPSM

+0.24%

Winner

RSF

+4.30%

CPSM

+1.49%

Winner

RSF

+5.24%

CPSM

+2.58%

Winner

RSF

+11.02%

CPSM

+5.51%

5Y(CAGR)

RSF

+5.73%

CPSM

N/A

10Y(CAGR)

RSF

+4.51%

CPSM

N/A

Max(CAGR)

RSF

+4.51%

Winner

CPSM

+7.63%

RSF vs CPSM - Annual Returns (2016 - 2026)

Returns include dividend reinvestment.

Year	RSF	CPSM
2026	+6.65%	+2.11%
2025	+5.86%	+6.93%
2024	+9.74%	+6.67%
2023	+4.29%	N/A
2022	-2.49%	N/A
2021	+29.16%	N/A
2020	+3.14%	N/A
2019	-12.06%	N/A
2018	-1.37%	N/A
2017	+5.33%	N/A
2016	+2.22%	N/A

RSF vs CPSM Drawdown Comparison

The maximum drawdown for RSF was -30.59%, occurring on Mar 18, 2020. Recovery took 665 trading sessions.

The maximum drawdown for CPSM was -5.19%, occurring on Apr 8, 2025. Recovery took 47 trading sessions.

The current RSF drawdown is -0.77%. The current CPSM drawdown is -0.18%.

Rank	RSF	CPSM
#1	-30.59% Aug 24, 2018 - Apr 19, 2021	-5.19% Feb 19, 2025 - Apr 28, 2025
#2	-13.14% Aug 23, 2022 - Feb 1, 2024	-1.16% Jul 15, 2024 - Aug 13, 2024
#3	-10.01% Mar 31, 2022 - Aug 16, 2022	-0.59% Aug 30, 2024 - Sep 12, 2024
#4	-6.15% Mar 25, 2024 - Sep 18, 2024	-0.49% Jun 2, 2026 - Jun 10, 2026
#5	-5.82% Jul 7, 2021 - Sep 15, 2021	-0.45% Sep 25, 2024 - Oct 14, 2024
#6	-4.23% Apr 3, 2025 - Aug 29, 2025	-0.45% Nov 11, 2025 - Nov 26, 2025
#7	-3.92% Mar 26, 2026 - Mar 30, 2026	-0.43% Dec 16, 2024 - Dec 24, 2024
#8	-3.42% Sep 15, 2021 - Oct 6, 2021	-0.38% Mar 23, 2026 - Apr 1, 2026
#9	-3.30% Jan 13, 2022 - Mar 31, 2022	-0.35% May 28, 2024 - Jun 5, 2024
#10	-3.02% Nov 17, 2021 - Jan 5, 2022	-0.35% Jan 6, 2025 - Jan 15, 2025
#11	-2.94% Oct 30, 2025 - Dec 12, 2025	-0.31% Jan 24, 2025 - Feb 10, 2025
#12	-2.76% Mar 16, 2026 - Mar 26, 2026	-0.31% Aug 21, 2024 - Aug 23, 2024
#13	-2.65% Dec 17, 2024 - Feb 14, 2025	-0.30% Oct 14, 2024 - Oct 28, 2024
#14	-1.88% Feb 18, 2025 - Apr 1, 2025	-0.29% Aug 27, 2024 - Aug 30, 2024
#15	-1.81% Dec 12, 2025 - Jan 12, 2026	-0.27% May 15, 2024 - May 28, 2024