CPSO vs VTI

Quick Verdict

VTI has a lower expense ratio. VTI delivered stronger 1-year returns. VTI offers more diversification with 2783 holdings.

Lower Fees: VTIHigher Returns: VTIMore Diversified: VTI

Side-by-Side Comparison

MetricCPSOVTIWinner
Expense Ratio0.69%0.03%
AUM$27M$663.5B
Dividend Yield0.00%1.07%
Holdings53,543
YTD Return+3.95%+14.22%
1Y Return+5.99%+22.19%
3Y Return (annualized)-+21.27%
5Y Return (annualized)-+12.23%
Volatility (annualized)2.4%15.3%
Max Drawdown-3.2%-56.6%
Fund FamilyCalamos InvestmentsVanguard (US)
CategoryAlternativeEquity
InceptionOct 1, 2024May 24, 2001

CPSO vs VTI Performance

Calamos S&P 500 Structured Alt Protection ETF - October (CPSO) is a ETF from Calamos Investments and Vanguard Total Stock Market ETF (VTI) is a ETF from Vanguard (US). Over the past year CPSO returned +5.99% while VTI returned +22.19%. Year to date, CPSO is up 3.95% versus a gain of 14.22% for VTI.

Risk: Volatility and Drawdowns

VTI has been the more volatile fund, with annualized monthly volatility of 15.3% compared with 2.4% for CPSO. 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 -3.2% for CPSO and -56.6% for VTI. Drawdown depth is worth weighing if you expect to sell during market stress rather than ride it out.

The two funds' monthly returns correlate at 0.93. They move almost in lockstep, so holding both mostly duplicates the same exposure.

Fees and Cost Over Time

CPSO charges 0.69% per year while VTI charges 0.03%. On a $10,000 position that is $69 vs $3 annually, a gap of $66 per year that compounds over a long holding period. On income, CPSO currently yields 0.00% against 1.07% for VTI.

Frequently Asked Questions

Which is cheaper, CPSO or VTI?

CPSO has an expense ratio of 0.69% while VTI charges 0.03%. VTI is the cheaper option. On a $10,000 investment, that is $66 per year of difference.

Which performed better, CPSO or VTI?

Over the past year CPSO returned +5.99% vs +22.19% for VTI, so VTI leads on 1-year performance. Over the longest common window we track (2 years), CPSO annualized +5.93% vs +8.14% for VTI. Past performance does not guarantee future results.

Which is riskier, CPSO or VTI?

VTI has been the more volatile fund at 15.3% annualized versus 2.4% for CPSO. Worst drawdown: CPSO -3.2% vs VTI -56.6%.

Should I hold both CPSO and VTI?

CPSO and VTI have a monthly-return correlation of 0.93, so they move almost identically. Holding both adds little diversification - most investors pick one, usually on fees or the specific index tracked.

Which pays a higher dividend, CPSO or VTI?

CPSO yields 0.00% while VTI yields 1.07%, so VTI currently pays the higher dividend yield.

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