CSQ vs VT: Correlation
Measured on weekly returns over the past three years, Calamos Strategic Total Return Fund - Closed End Fund (CSQ) and Vanguard Total World Stock ETF (VT) carry a correlation of 0.92, a very strong link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are CSQ and VT?
On 3 years of weekly data the CSQ/VT correlation comes out at 0.92, very strong, meaning they move nearly in lockstep. Recent behaviour matches the longer record: 0.92 over 1 year against 0.92 over 3. The 5-year figure is 0.91, and annualized covariance runs at 240.1 %².
By 3-year correlation, VT places #6 of the 51 assets tracked against CSQ. Neither side won the trailing year by much: +21.4% against +22.7%.
How is this computed?
Pearson correlation on weekly returns: ρ(A,B) = cov(rA, rB) / (σA · σB), over windows of 52, 156 and 260 weeks. Covariance is annualized (×52) and expressed in %². Full definitions on the methodology page.
CSQ vs VT: side by side
| CSQ (Calamos Strategic Total Return Fund - Closed End Fund) | VT (Vanguard Total World Stock ETF) | |
|---|---|---|
| 1-year return | +21.4% | +22.7% |
| 5-year return | +64.2% | +67.7% |
| Volatility (ann.) | 18.8% | 13.9% |
| Beta vs S&P 500 | 1.22 | 0.92 |
| Max drawdown (3Y) | -24.2% | -16.5% |
| Market cap | $3.4B | – |
| P/E (trailing) | 3.2 | – |
| Dividend yield | 2.95% | 1.59% |
| Expense ratio | – | 0.06% |
| Assets under management | – | $97.9B |
| Sector / category | US Listed | ETF · Global |
VT is a Global Large-Stock Blend fund from Vanguard: $97.9B under management, 5308 holdings, a 0.06% expense ratio, a 1.59% trailing dividend yield.
Year-by-year returns
| Year | CSQ | VT |
|---|---|---|
| 2022 | -24.2% | -18.0% |
| 2023 | +20.9% | +22.0% |
| 2024 | +28.2% | +16.5% |
| 2025 | +16.3% | +22.4% |
| 2026 | +14.3% | +15.2% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are CSQ and VT good diversifiers for each other?
No. With a correlation of 0.92, CSQ and VT move nearly in lockstep, so holding both adds very little diversification.
FAQ
What is the correlation between CSQ and VT?
Using weekly returns as of 2026-08-27: 0.92 over 3 years, with 0.92 over the last year and 0.91 over 5 years.
Is VT a good diversifier for CSQ?
No. With a correlation of 0.92, CSQ and VT move nearly in lockstep, so holding both adds very little diversification.
What does a correlation of 0.92 mean?
Correlation ranges from −1 to +1. Values near +1 mean two assets move together, near 0 that they move independently, and negative values that they tend to move in opposite directions. It measures co-movement, not performance.
Use this data
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Related comparisons
Hubs: CSQ correlations · VT correlations
