CSQ vs SPY

Quick Verdict

SPY has a lower expense ratio. SPY delivered stronger 1-year returns. SPY offers more diversification with 503 holdings.

Lower Fees: SPYHigher Returns: SPYMore Diversified: SPY

Side-by-Side Comparison

MetricCSQSPYWinner
Expense Ratio2.03%0.09%
AUM$5.0B$789.1B
Dividend Yield5.90%1.01%
Holdings816505
YTD Return+13.27%+13.39%
1Y Return+22.35%+22.52%
3Y Return (annualized)+20.69%+21.36%
5Y Return (annualized)+10.35%+13.19%
Volatility (annualized)20.3%15.3%
Max Drawdown-72.7%-56.5%
Fund FamilyCalamos InvestmentsState Street Investment Management
CategoryAllocation/BalancedEquity
InceptionMar 26, 2004Jan 22, 1993

CSQ vs SPY Performance

Calamos Strategic Total Return Fund (CSQ) is a ETF from Calamos Investments and State Street SPDR S&P 500 ETF Trust (SPY) is a ETF from State Street Investment Management. Over the past year CSQ returned +22.35% while SPY returned +22.52%. Year to date, CSQ is up 13.27% versus a gain of 13.39% for SPY.

Over three years, CSQ compounded at +20.69% per year against +21.36% for SPY; over five years the annualized figures are +10.35% and +13.19% respectively. Across the full 22-year window we track, SPY has the edge at +8.84% annualized vs +3.40%. Past performance does not guarantee future results.

Risk: Volatility and Drawdowns

CSQ has been the more volatile fund, with annualized monthly volatility of 20.3% compared with 15.3% for SPY. 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 -72.7% for CSQ and -56.5% for SPY. 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 0.89. They usually move together, but the gap leaves some room for diversification.

Fees and Cost Over Time

CSQ charges 2.03% per year while SPY charges 0.09%. On a $10,000 position that is $203 vs $9 annually, a gap of $194 per year that compounds over a long holding period. On income, CSQ currently yields 5.90% against 1.01% for SPY.

Holdings Overlap

55.3%overlap

CSQ and SPY share 147 holdings out of 808 unique holdings combined, representing a 55.3% weight overlap.

High overlap means holding both may not provide much additional diversification.

Top Shared Holdings

StockWeight in CSQWeight in SPYDifference
NVDA5.26%7.31%2.05%
AAPL4.77%7.09%2.32%
MSFT4.08%4.43%0.35%
GOOGLProProPro
AMZNProProPro
AVGOProProPro
METAProProPro
TSLAProProPro
LLYProProPro
JPM:USProProPro
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Frequently Asked Questions

Which is cheaper, CSQ or SPY?

CSQ has an expense ratio of 2.03% while SPY charges 0.09%. SPY is the cheaper option. On a $10,000 investment, that is $194 per year of difference.

Which performed better, CSQ or SPY?

Over the past year CSQ returned +22.35% vs +22.52% for SPY, so SPY leads on 1-year performance. Over the longest common window we track (22 years), CSQ annualized +3.40% vs +8.84% for SPY. Past performance does not guarantee future results.

Which is riskier, CSQ or SPY?

CSQ has been the more volatile fund at 20.3% annualized versus 15.3% for SPY. Worst drawdown: CSQ -72.7% vs SPY -56.5%.

Should I hold both CSQ and SPY?

CSQ and SPY have a monthly-return correlation of 0.89, so combining them can provide real diversification depending on your allocation goals.

What is the holdings overlap between CSQ and SPY?

CSQ and SPY share 147 common holdings with a 55.3% weight overlap. Combined, they hold 808 unique securities.

Which pays a higher dividend, CSQ or SPY?

CSQ yields 5.90% while SPY yields 1.01%, so CSQ currently pays the higher dividend yield.

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