SMMD vs CSQ

Comparison between ISHARES RUSSELL 2500 ETF (SMMD, ETF) and Calamos Strategic Total Return Fund (CSQ, ETF).

5-Year PerformanceCSQ has outperformed SMMD, delivering a return of +10.5% compared to +9.1%

SMMD vs CSQ - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	SMMD(ETF)	CSQ(ETF)
Net Assets	$3.60B	$3.60B
Expense Ratio	0.15%	N/A
Max Drawdown	41.06%	72.74%
Sharpe Ratio	1.48	1.10
5Y Beta	1.05	1.04
P/E Ratio	31.05	N/A
Forward P/E	16.77	N/A
5Y Dividends CAGR	6.57%	5.17%
Debt to Equity	165.44%	N/A
P/S Ratio	1.63	N/A
P/B Ratio	2.70	N/A

Net Assets

SMMD

$3.60B

CSQ

$3.60B

Expense Ratio

SMMD

0.15%

CSQ

N/A

Max Drawdown

Winner

SMMD

41.06%

CSQ

72.74%

Sharpe Ratio

Winner

SMMD

1.48

CSQ

1.10

5Y Beta

SMMD

1.05

Winner

CSQ

1.04

P/E Ratio

SMMD

31.05

CSQ

N/A

Forward P/E

SMMD

16.77

CSQ

N/A

5Y Dividends CAGR

Winner

SMMD

6.57%

CSQ

5.17%

Debt to Equity

SMMD

165.44%

CSQ

N/A

P/S Ratio

SMMD

1.63

CSQ

N/A

P/B Ratio

SMMD

2.70

CSQ

N/A

SMMD vs CSQ - Historical Returns

Returns include dividend reinvestment.

Period	SMMD	CSQ
1 month	+2.08%	+1.87%
3 months	+6.64%	+4.65%
6 months	+13.56%	+13.02%
1 year	+32.21%	+22.56%
5 years(CAGR)	+9.09%	+10.51%
10 years(CAGR)	+11.32%	+15.85%
Max(CAGR)	+11.32%	+10.22%

Winner

SMMD

+2.08%

CSQ

+1.87%

Winner

SMMD

+6.64%

CSQ

+4.65%

Winner

SMMD

+13.56%

CSQ

+13.02%

Winner

SMMD

+32.21%

CSQ

+22.56%

5Y(CAGR)

SMMD

+9.09%

Winner

CSQ

+10.51%

10Y(CAGR)

SMMD

+11.32%

Winner

CSQ

+15.85%

Max(CAGR)

Winner

SMMD

+11.32%

CSQ

+10.22%

SMMD vs CSQ - Annual Returns (2004 - 2026)

Returns include dividend reinvestment.

Year	SMMD	CSQ
2026	+21.57%	+13.22%
2025	+11.99%	+17.22%
2024	+12.70%	+29.40%
2023	+18.42%	+22.44%
2022	-18.93%	-24.06%
2021	+19.93%	+34.84%
2020	+20.08%	+25.88%
2019	+28.05%	+38.06%
2018	-8.79%	-4.03%
2017	+10.82%	+25.28%
2016	N/A	+16.51%
2015	N/A	-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%

SMMD vs CSQ Drawdown Comparison

The maximum drawdown for SMMD was -41.06%, occurring on Mar 23, 2020. Recovery took 183 trading sessions.

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

The current SMMD drawdown is -1.55%. The current CSQ drawdown is -0.91%.

Rank	SMMD	CSQ
#1	-41.06% Feb 20, 2020 - Nov 9, 2020	-67.02% May 22, 2007 - Mar 15, 2012
#2	-28.24% Nov 8, 2021 - Jul 16, 2024	-48.11% Feb 20, 2020 - Aug 12, 2020
#3	-25.49% Nov 25, 2024 - Sep 5, 2025	-33.06% Dec 30, 2021 - Mar 20, 2024
#4	-25.07% Sep 6, 2018 - Nov 27, 2019	-29.03% Sep 24, 2018 - Apr 29, 2019
#5	-9.66% Feb 26, 2026 - Apr 13, 2026	-24.60% May 18, 2015 - Jul 15, 2016
#6	-8.98% Jan 29, 2018 - May 21, 2018	-24.18% Jan 23, 2025 - Jun 26, 2025
#7	-8.60% Jul 16, 2024 - Sep 19, 2024	-17.11% Apr 1, 2004 - Jul 8, 2005
#8	-7.49% Mar 15, 2021 - Apr 23, 2021	-15.25% Jan 12, 2026 - Apr 20, 2026
#9	-7.41% Oct 27, 2025 - Dec 4, 2025	-14.59% Aug 27, 2014 - Nov 14, 2014
#10	-7.11% Jun 25, 2021 - Sep 1, 2021	-12.20% Oct 17, 2012 - Jan 7, 2013
#11	-6.17% Apr 28, 2021 - Jun 8, 2021	-10.85% Jan 26, 2018 - Jun 1, 2018
#12	-5.78% Feb 24, 2021 - Mar 11, 2021	-9.91% Sep 2, 2020 - Nov 10, 2020
#13	-4.76% Sep 2, 2021 - Oct 21, 2021	-9.90% May 17, 2013 - Oct 25, 2013
#14	-4.71% Jan 20, 2021 - Feb 4, 2021	-9.75% Jul 10, 2024 - Sep 23, 2024
#15	-4.29% Jul 26, 2017 - Sep 18, 2017	-9.53% Apr 15, 2021 - Jun 29, 2021

Correlation

Correlation between SMMD and CSQ is 0.98 which considered as a very strong positive correlation - the stocks move almost identically together.

0.98

-101

Dividend Comparison (2004 - 2026)

SMMD vs CSQ dividend yield comparison.

Year	SMMD	CSQ
2026	0.44%	4.26%
2025	1.28%	6.51%
2024	1.27%	6.95%
2023	1.44%	8.27%
2022	1.79%	9.17%
2021	1.12%	6.38%
2020	1.31%	7.03%
2019	1.50%	7.14%
2018	2.45%	9.35%
2017	0.68%	8.20%
2016	0.00%	9.64%
2015	0.00%	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%