CSQ vs. VUG
Compare and contrast key facts about Calamos Strategic Total Return Fund (CSQ) and Vanguard Growth ETF (VUG).
CSQ is an actively managed fund by Calamos. It was launched on Mar 26, 2004. VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP US Large Cap Growth Index. It was launched on Nov 13, 2000.
Performance
CSQ vs. VUG - Performance Comparison
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CSQ vs. VUG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSQ Calamos Strategic Total Return Fund | -9.64% | 16.25% | 28.11% | 20.80% | -24.26% | 30.77% | 26.22% | 38.62% | -4.89% | 27.98% |
VUG Vanguard Growth ETF | -10.37% | 19.40% | 32.69% | 46.83% | -33.16% | 27.35% | 40.25% | 37.03% | -3.32% | 27.72% |
Returns By Period
In the year-to-date period, CSQ achieves a -9.64% return, which is significantly higher than VUG's -10.37% return. Over the past 10 years, CSQ has underperformed VUG with an annualized return of 14.80%, while VUG has yielded a comparatively higher 16.03% annualized return.
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%
VUG
- 1D
- 4.00%
- 1M
- -5.12%
- YTD
- -10.37%
- 6M
- -8.73%
- 1Y
- 18.30%
- 3Y*
- 21.15%
- 5Y*
- 11.43%
- 10Y*
- 16.03%
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CSQ vs. VUG - Expense Ratio Comparison
CSQ has a 2.46% expense ratio, which is higher than VUG's 0.03% expense ratio.
Return for Risk
CSQ vs. VUG — Risk / Return Rank
CSQ
VUG
CSQ vs. VUG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calamos Strategic Total Return Fund (CSQ) and Vanguard Growth ETF (VUG). 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.
| CSQ | VUG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.65 | 0.81 | -0.16 |
Sortino ratioReturn per unit of downside risk | 1.01 | 1.31 | -0.30 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.18 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.83 | 1.11 | -0.28 |
Martin ratioReturn relative to average drawdown | 3.29 | 3.96 | -0.66 |
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
| CSQ | VUG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.65 | 0.81 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.52 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.75 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.57 | -0.18 |
Correlation
The correlation between CSQ and VUG is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
CSQ vs. VUG - Dividend Comparison
CSQ's dividend yield for the trailing twelve months is around 7.54%, more than VUG's 0.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VUG Vanguard Growth ETF | 0.46% | 0.41% | 0.47% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% |
Drawdowns
CSQ vs. VUG - Drawdown Comparison
The maximum CSQ drawdown since its inception was -67.17%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for CSQ and VUG.
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Drawdown Indicators
| CSQ | VUG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.17% | -50.68% | -16.49% |
Max Drawdown (1Y)Largest decline over 1 year | -15.59% | -16.53% | +0.94% |
Max Drawdown (5Y)Largest decline over 5 years | -33.09% | -35.61% | +2.52% |
Max Drawdown (10Y)Largest decline over 10 years | -48.21% | -35.61% | -12.60% |
Current DrawdownCurrent decline from peak | -12.07% | -13.20% | +1.13% |
Average DrawdownAverage peak-to-trough decline | -9.40% | -7.13% | -2.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.94% | 4.66% | -0.72% |
Volatility
CSQ vs. VUG - Volatility Comparison
Calamos Strategic Total Return Fund (CSQ) and Vanguard Growth ETF (VUG) have volatilities of 6.85% and 7.00%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSQ | VUG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.85% | 7.00% | -0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 11.54% | 12.65% | -1.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.12% | 22.68% | -1.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.00% | 22.23% | -2.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.93% | 21.38% | +1.55% |