CSGIX vs. CSQ
Compare and contrast key facts about Calamos International Small Cap Growth Fund (CSGIX) and Calamos Strategic Total Return Fund (CSQ).
CSGIX is managed by Calamos. It was launched on Mar 30, 2022. CSQ is an actively managed fund by Calamos. It was launched on Mar 26, 2004.
Performance
CSGIX vs. CSQ - Performance Comparison
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CSGIX vs. CSQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
CSGIX Calamos International Small Cap Growth Fund | 2.83% | 15.11% | 10.21% | 13.62% | -20.14% |
CSQ Calamos Strategic Total Return Fund | -9.64% | 16.25% | 28.11% | 20.80% | -17.66% |
Returns By Period
In the year-to-date period, CSGIX achieves a 2.83% return, which is significantly higher than CSQ's -9.64% return.
CSGIX
- 1D
- -1.69%
- 1M
- -13.68%
- YTD
- 2.83%
- 6M
- -5.44%
- 1Y
- 23.73%
- 3Y*
- 12.84%
- 5Y*
- —
- 10Y*
- —
CSQ
- 1D
- 3.76%
- 1M
- -9.32%
- YTD
- -9.64%
- 6M
- -8.01%
- 1Y
- 13.61%
- 3Y*
- 15.37%
- 5Y*
- 7.59%
- 10Y*
- 14.80%
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CSGIX vs. CSQ - Expense Ratio Comparison
CSGIX has a 2.67% expense ratio, which is higher than CSQ's 2.46% expense ratio.
Return for Risk
CSGIX vs. CSQ — Risk / Return Rank
CSGIX
CSQ
CSGIX vs. CSQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calamos International Small Cap Growth Fund (CSGIX) and Calamos Strategic Total Return Fund (CSQ). 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.
| CSGIX | CSQ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.24 | 0.65 | +0.59 |
Sortino ratioReturn per unit of downside risk | 1.65 | 1.01 | +0.63 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.16 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.54 | 0.83 | +0.71 |
Martin ratioReturn relative to average drawdown | 4.20 | 3.29 | +0.90 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CSGIX | CSQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 0.65 | +0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.38 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.65 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.39 | -0.13 |
Correlation
The correlation between CSGIX and CSQ is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
CSGIX vs. CSQ - Dividend Comparison
CSGIX's dividend yield for the trailing twelve months is around 1.19%, less than CSQ's 7.54% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSGIX Calamos International Small Cap Growth Fund | 1.19% | 1.22% | 0.00% | 0.00% | 0.71% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CSQ Calamos Strategic Total Return Fund | 7.54% | 6.51% | 6.95% | 8.27% | 9.17% | 6.38% | 7.03% | 7.14% | 9.35% | 8.20% | 9.64% | 10.00% |
Drawdowns
CSGIX vs. CSQ - Drawdown Comparison
The maximum CSGIX drawdown since its inception was -26.50%, smaller than the maximum CSQ drawdown of -67.17%. Use the drawdown chart below to compare losses from any high point for CSGIX and CSQ.
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Drawdown Indicators
| CSGIX | CSQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.50% | -67.17% | +40.67% |
Max Drawdown (1Y)Largest decline over 1 year | -13.68% | -15.59% | +1.91% |
Max Drawdown (5Y)Largest decline over 5 years | — | -33.09% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -48.21% | — |
Current DrawdownCurrent decline from peak | -13.68% | -12.07% | -1.61% |
Average DrawdownAverage peak-to-trough decline | -10.62% | -9.40% | -1.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.01% | 3.94% | +1.07% |
Volatility
CSGIX vs. CSQ - Volatility Comparison
Calamos International Small Cap Growth Fund (CSGIX) has a higher volatility of 8.69% compared to Calamos Strategic Total Return Fund (CSQ) at 6.85%. This indicates that CSGIX's price experiences larger fluctuations and is considered to be riskier than CSQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSGIX | CSQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.69% | 6.85% | +1.84% |
Volatility (6M)Calculated over the trailing 6-month period | 13.97% | 11.54% | +2.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.46% | 21.12% | -2.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.05% | 20.00% | -2.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.05% | 22.93% | -5.88% |