CPRO vs VYM
Calamos Russell 2000 Structured Alt Protection ETF - October vs Vanguard High Dividend Yield ETF
Which is better, CPRO or VYM?
Option Writing against Large Cap Value.
VYM has a lower expense ratio. VYM led over 1Y and the full window.
MarketXLS is not an investment adviser. This comparison is generated automatically from market data and is for information only. A Best mark means the better reading on that one measure, not a recommendation to buy.
Side-by-Side Comparison
| Metric | CPRO | VYM |
|---|---|---|
| Expense Ratio | 0.69% | 0.04%Best |
| AUM | $26M | $81.6B |
| Dividend Yield | 0.00% | 2.22% |
| Holdings | 5 | 613 |
| YTD Return | +5.57% | +11.35%Best |
| 1Y Return | +7.58% | +15.34%Best |
| 3Y Return (annualized) | - | +17.22% |
| 5Y Return (annualized) | - | +12.30% |
| Volatility (annualized) | 3.9%Best | 10.9% |
| Max Drawdown | -3.4%Best | -14.5% |
| $10,000 over 2 years | $11,565 | $13,094Best |
| Fund Family | Calamos Investments | Vanguard (US) |
| Category | Alternative | Equity |
| Style | Option Writing | Large Cap Value |
| Inception | Oct 1, 2024 | Nov 10, 2006 |
Not shown on this pair: Top 10 Weight.
Volatility and max drawdown, and the $10,000 over 2 years row, are measured over the window both funds cover: Oct 1, 2024 to Sep 18, 2026 (2 years).
CPRO vs VYM growth
Month-end closes. Both lines start at 0% in the first month shown, so the gap between them is the difference in growth across that window. The full view covers the 2 years both funds cover.
CPRO vs VYM Performance
Calamos Russell 2000 Structured Alt Protection ETF - October (CPRO) is an ETF from Calamos Investments and Vanguard High Dividend Yield ETF (VYM) is an ETF from Vanguard (US). Over the past year CPRO returned +7.58% while VYM returned +15.34%. Year to date, CPRO is up 5.57% versus a gain of 11.35% for VYM.
Past performance does not guarantee future results.
Risk: Volatility and Drawdowns
VYM has been the more volatile fund, with annualized monthly volatility of 10.9% compared with 3.9% for CPRO. Lower volatility generally means a smoother ride, though it often comes with lower long-run returns.
The deepest peak-to-trough decline in our data was -3.4% for CPRO and -14.5% for VYM. Drawdown depth is what each fund did in the worst stretch of the window measured above.
The two funds' monthly returns correlate at 0.67. They move together some of the time, and apart the rest.
Fees and Cost Over Time
CPRO charges 0.69% per year while VYM charges 0.04%. On a $10,000 position that is $69 vs $4 annually, a gap of $65 per year that compounds over a long holding period. On income, CPRO currently yields 0.00% against 2.22% for VYM.
You are not choosing between two funds in isolation.
Whichever of CPRO and VYM you pick has to sit alongside everything else you own. Add the rest and see what the combination actually holds.
Free for up to 10 holdings. No account needed.
Frequently Asked Questions
Which is cheaper, CPRO or VYM?
CPRO has an expense ratio of 0.69% while VYM charges 0.04%. VYM is the cheaper option, by $65 a year on a $10,000 investment.
Which performed better, CPRO or VYM?
Over the past year CPRO returned +7.58% vs +15.34% for VYM, so VYM leads on 1-year performance. Over the longest common window we track (2 years), CPRO annualized +7.54% vs +14.43% for VYM. Past performance does not guarantee future results. This is information, not a recommendation.
Which is riskier, CPRO or VYM?
VYM has been the more volatile fund at 10.9% annualized versus 3.9% for CPRO. Worst drawdown: CPRO -3.4% vs VYM -14.5%.
Should I hold both CPRO and VYM?
CPRO and VYM have a monthly-return correlation of 0.67, so their returns are far enough apart for the mix to behave differently from either one alone. This is information, not a recommendation.
Which pays a higher dividend, CPRO or VYM?
CPRO yields 0.00% while VYM yields 2.22%, so VYM currently pays the higher dividend yield.
Is VYM better than CPRO?
VYM has a lower expense ratio. VYM led over 1Y and the full window. Which one suits a particular account depends on what it is for. This is information, not a recommendation.