CPSM vs. VMFXX
Compare and contrast key facts about Calamos S&P 500 Structured Alt Protection ETF - May (CPSM) and Vanguard Federal Money Market Fund (VMFXX).
CPSM is an actively managed fund by Calamos. It was launched on Apr 30, 2024. VMFXX is managed by Vanguard. It was launched on Sep 1, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CPSM or VMFXX.
Correlation
The correlation between CPSM and VMFXX is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
CPSM vs. VMFXX - Performance Comparison
Key characteristics
CPSM:
2.63%
VMFXX:
1.39%
CPSM:
-1.16%
VMFXX:
0.00%
CPSM:
-0.05%
VMFXX:
0.00%
Returns By Period
CPSM
1.22%
0.51%
3.43%
N/A
N/A
N/A
VMFXX
0.00%
0.00%
2.05%
4.78%
2.42%
1.65%
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CPSM vs. VMFXX - Expense Ratio Comparison
CPSM has a 0.69% expense ratio, which is higher than VMFXX's 0.00% expense ratio.
Risk-Adjusted Performance
CPSM vs. VMFXX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Calamos S&P 500 Structured Alt Protection ETF - May (CPSM) and Vanguard Federal Money Market Fund (VMFXX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Not enough dataDividends
CPSM vs. VMFXX - Dividend Comparison
CPSM has not paid dividends to shareholders, while VMFXX's dividend yield for the trailing twelve months is around 5.03%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|
CPSM Calamos S&P 500 Structured Alt Protection ETF - May | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VMFXX Vanguard Federal Money Market Fund | 5.03% | 5.11% | 4.97% | 1.54% | 0.01% | 0.45% | 2.12% | 1.61% | 0.50% |
Drawdowns
CPSM vs. VMFXX - Drawdown Comparison
The maximum CPSM drawdown since its inception was -1.16%, which is greater than VMFXX's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for CPSM and VMFXX. For additional features, visit the drawdowns tool.
Volatility
CPSM vs. VMFXX - Volatility Comparison
Calamos S&P 500 Structured Alt Protection ETF - May (CPSM) has a higher volatility of 0.51% compared to Vanguard Federal Money Market Fund (VMFXX) at 0.00%. This indicates that CPSM's price experiences larger fluctuations and is considered to be riskier than VMFXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.