VOOG vs. CPSM
Compare and contrast key facts about Vanguard S&P 500 Growth ETF (VOOG) and Calamos S&P 500 Structured Alt Protection ETF - May (CPSM).
VOOG and CPSM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VOOG is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Growth Index. It was launched on Apr 5, 2019. CPSM is an actively managed fund by Calamos. It was launched on May 1, 2024.
Performance
VOOG vs. CPSM - Performance Comparison
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VOOG vs. CPSM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
VOOG Vanguard S&P 500 Growth ETF | -8.17% | 22.11% | 26.17% |
CPSM Calamos S&P 500 Structured Alt Protection ETF - May | 0.81% | 7.21% | 6.67% |
Returns By Period
In the year-to-date period, VOOG achieves a -8.17% return, which is significantly lower than CPSM's 0.81% return.
VOOG
- 1D
- 4.02%
- 1M
- -5.34%
- YTD
- -8.17%
- 6M
- -6.12%
- 1Y
- 22.53%
- 3Y*
- 21.80%
- 5Y*
- 12.17%
- 10Y*
- 15.71%
CPSM
- 1D
- 0.28%
- 1M
- 0.09%
- YTD
- 0.81%
- 6M
- 2.00%
- 1Y
- 7.34%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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VOOG vs. CPSM - Expense Ratio Comparison
VOOG has a 0.07% expense ratio, which is lower than CPSM's 0.69% expense ratio.
Return for Risk
VOOG vs. CPSM — Risk / Return Rank
VOOG
CPSM
VOOG vs. CPSM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 Growth ETF (VOOG) and Calamos S&P 500 Structured Alt Protection ETF - May (CPSM). 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.
| VOOG | CPSM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.02 | 1.10 | -0.08 |
Sortino ratioReturn per unit of downside risk | 1.58 | 1.70 | -0.12 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.45 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | 1.66 | 1.51 | +0.15 |
Martin ratioReturn relative to average drawdown | 6.53 | 9.75 | -3.22 |
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
| VOOG | CPSM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | 1.10 | -0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 1.47 | -0.63 |
Correlation
The correlation between VOOG and CPSM 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
VOOG vs. CPSM - Dividend Comparison
VOOG's dividend yield for the trailing twelve months is around 0.54%, while CPSM has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VOOG Vanguard S&P 500 Growth ETF | 0.54% | 0.49% | 0.49% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% |
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% | 0.00% | 0.00% | 0.00% |
Drawdowns
VOOG vs. CPSM - Drawdown Comparison
The maximum VOOG drawdown since its inception was -32.73%, which is greater than CPSM's maximum drawdown of -5.19%. Use the drawdown chart below to compare losses from any high point for VOOG and CPSM.
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Drawdown Indicators
| VOOG | CPSM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.73% | -5.19% | -27.54% |
Max Drawdown (1Y)Largest decline over 1 year | -13.71% | -4.99% | -8.72% |
Max Drawdown (5Y)Largest decline over 5 years | -32.73% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -32.73% | — | — |
Current DrawdownCurrent decline from peak | -10.25% | -0.08% | -10.17% |
Average DrawdownAverage peak-to-trough decline | -5.00% | -0.22% | -4.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.50% | 0.77% | +2.73% |
Volatility
VOOG vs. CPSM - Volatility Comparison
Vanguard S&P 500 Growth ETF (VOOG) has a higher volatility of 7.15% compared to Calamos S&P 500 Structured Alt Protection ETF - May (CPSM) at 0.68%. This indicates that VOOG's price experiences larger fluctuations and is considered to be riskier than CPSM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VOOG | CPSM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.15% | 0.68% | +6.47% |
Volatility (6M)Calculated over the trailing 6-month period | 12.62% | 1.18% | +11.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.25% | 6.69% | +15.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.16% | 5.31% | +15.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.65% | 5.31% | +15.34% |