TSME vs CHI

Comparison between THRIVENT SMALL-MID CAP EQUITY ETF (TSME, ETF) and Calamos Convertible Opportunities and Income Fund (CHI, ETF).

TSME vs CHI - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	TSME(ETF)	CHI(ETF)
Net Assets	$966M	$962M
Expense Ratio	0.65%	N/A
Max Drawdown	26.86%	73.29%
Sharpe Ratio	0.68	1.63
5Y Beta	1.20	0.78
P/E Ratio	32.37	N/A
Forward P/E	20.69	N/A
5Y Dividends CAGR	N/A	3.01%
5Y EPS CAGR	16.72%	N/A
Debt to Equity	121.59%	N/A
P/S Ratio	2.28	N/A
P/B Ratio	3.90	N/A

Net Assets

Winner

TSME

$966M

CHI

$962M

Expense Ratio

TSME

0.65%

CHI

N/A

Max Drawdown

Winner

TSME

26.86%

CHI

73.29%

Sharpe Ratio

TSME

0.68

Winner

CHI

1.63

5Y Beta

TSME

1.20

Winner

CHI

0.78

P/E Ratio

TSME

32.37

CHI

N/A

Forward P/E

TSME

20.69

CHI

N/A

5Y Dividends CAGR

TSME

N/A

CHI

3.01%

5Y EPS CAGR

TSME

16.72%

CHI

N/A

Debt to Equity

TSME

121.59%

CHI

N/A

P/S Ratio

TSME

2.28

CHI

N/A

P/B Ratio

TSME

3.90

CHI

N/A

TSME vs CHI - Historical Returns

Returns include dividend reinvestment.

Period	TSME	CHI
1 month	-0.48%	+2.07%
3 months	+2.90%	+5.16%
6 months	+3.39%	+17.32%
1 year	+15.81%	+36.53%
5 years(CAGR)	N/A	+6.28%
10 years(CAGR)	N/A	+12.18%
Max(CAGR)	+17.66%	+9.87%

TSME

-0.48%

Winner

CHI

+2.07%

TSME

+2.90%

Winner

CHI

+5.16%

TSME

+3.39%

Winner

CHI

+17.32%

TSME

+15.81%

Winner

CHI

+36.53%

5Y(CAGR)

TSME

N/A

CHI

+6.28%

10Y(CAGR)

TSME

N/A

CHI

+12.18%

Max(CAGR)

Winner

TSME

+17.66%

CHI

+9.87%

TSME vs CHI - Annual Returns (2002 - 2026)

Returns include dividend reinvestment.

Year	TSME	CHI
2026	+13.12%	+27.57%
2025	+13.95%	-0.88%
2024	+19.68%	+28.20%
2023	+18.59%	+8.22%
2022	+2.41%	-23.06%
2021	N/A	+22.30%
2020	N/A	+33.28%
2019	N/A	+31.79%
2018	N/A	-11.22%
2017	N/A	+20.10%
2016	N/A	+13.28%
2015	N/A	-15.64%
2014	N/A	+5.01%
2013	N/A	+19.38%
2012	N/A	+13.81%
2011	N/A	-6.66%
2010	N/A	+16.17%
2009	N/A	+54.80%
2008	N/A	-35.94%
2007	N/A	-19.79%
2006	N/A	+12.07%
2005	N/A	+5.58%
2004	N/A	+14.56%
2003	N/A	+47.19%
2002	N/A	+11.61%

TSME vs CHI Drawdown Comparison

The maximum drawdown for TSME was -26.59%, occurring on Apr 8, 2025. Recovery took 174 trading sessions.

The maximum drawdown for CHI was -64.58%, occurring on Nov 21, 2008. Recovery took 956 trading sessions.

The current TSME drawdown is -8.44%. The current CHI drawdown is -3.68%.

Rank	TSME	CHI
#1	-26.59% Nov 25, 2024 - Aug 8, 2025	-64.58% Jun 11, 2007 - Mar 25, 2011
#2	-16.50% Jul 31, 2023 - Dec 14, 2023	-49.56% Feb 19, 2020 - Aug 3, 2020
#3	-14.72% Feb 20, 2026 - Apr 20, 2026	-35.99% Nov 15, 2021 - Nov 20, 2024
#4	-13.95% Feb 15, 2023 - Jul 19, 2023	-33.85% Sep 14, 2018 - Feb 6, 2020
#5	-11.13% Jun 30, 2026 - Jul 29, 2026	-32.90% May 18, 2015 - Feb 8, 2017
#6	-11.10% Jul 16, 2024 - Sep 19, 2024	-27.52% Dec 30, 2024 - Oct 27, 2025
#7	-9.61% Oct 27, 2025 - Dec 10, 2025	-21.84% Jan 20, 2004 - Sep 10, 2004
#8	-8.14% Mar 28, 2024 - May 15, 2024	-18.00% Jun 3, 2011 - Feb 9, 2012
#9	-8.07% May 6, 2026 - Jun 2, 2026	-14.88% Feb 9, 2005 - Jul 28, 2005
#10	-6.69% Nov 30, 2022 - Jan 12, 2023	-12.89% Sep 13, 2002 - Nov 13, 2002
#11	-6.03% Sep 11, 2025 - Oct 24, 2025	-10.71% Feb 13, 2026 - Apr 8, 2026
#12	-5.97% May 15, 2024 - Jul 12, 2024	-10.47% May 21, 2013 - Oct 17, 2013
#13	-4.93% Dec 26, 2023 - Feb 9, 2024	-10.14% Jun 30, 2026 - Aug 12, 2026
#14	-4.79% Oct 5, 2022 - Oct 25, 2022	-9.73% Sep 2, 2014 - Feb 25, 2015
#15	-4.41% Nov 1, 2022 - Nov 10, 2022	-9.31% Sep 1, 2020 - Oct 12, 2020

Correlation

Correlation between TSME and CHI is 0.96 which considered as a very strong positive correlation - the stocks move almost identically together.

0.96

-101

Dividend Comparison (2002 - 2026)

TSME vs CHI dividend yield comparison.

Year	TSME	CHI
2026	0.00%	5.19%
2025	0.17%	10.88%
2024	0.38%	9.55%
2023	0.53%	11.00%
2022	0.16%	10.85%
2021	0.00%	7.54%
2020	0.00%	6.75%
2019	0.00%	8.49%
2018	0.00%	12.19%
2017	0.00%	10.19%
2016	0.00%	11.30%
2015	0.00%	11.50%
2014	0.00%	8.88%
2013	0.00%	8.60%
2012	0.00%	9.55%
2011	0.00%	10.12%
2010	0.00%	8.65%
2009	0.00%	9.25%
2008	0.00%	18.64%
2007	0.00%	12.46%
2006	0.00%	9.95%
2005	0.00%	10.57%
2004	0.00%	13.83%
2003	0.00%	10.26%
2002	0.00%	4.25%