- ISIN
- US12811L1070
- CUSIP
- 12811L107
- Issuer
- Calamos
- Inception Date
- Jun 27, 2007
- Category
- Global Allocation
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Multi-Asset
Share Price Chart
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Performance
CHW Performance Chart
Calamos Global Dynamic Income Fund (CHW) is up 25.1% since the beginning of the year. CHW is currently trading at $9 per share. Investors who bought $1,000 worth of CHW shares 5 years ago would now be looking at an investment worth $1,322.
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Returns By Period
Calamos Global Dynamic Income Fund (CHW) has returned 25.10% so far this year and 43.35% over the past 12 months. Over the last ten years, CHW has returned 13.18% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
Calamos Global Dynamic Income Fund
- 1D
- 0.00%
- 1M
- 4.54%
- YTD
- 25.10%
- 6M
- 27.14%
- 1Y
- 43.35%
- 3Y*
- 25.77%
- 5Y*
- 5.74%
- 10Y*
- 13.18%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
CHW Monthly Returns History
Based on dividend-adjusted daily data since Jul 26, 2007, CHW's average daily return is +0.04%, while the average monthly return is +0.82%. At this rate, an investment would double in approximately 7.1 years.
Historically, 58% of months were positive and 42% were negative. The best month was Apr 2009 with a return of +19.5%, while the worst month was Sep 2008 at -24.9%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.
On a daily basis, CHW closed higher 54% of trading days. The best single day was Oct 13, 2008 with a return of +25.3%, while the worst single day was Mar 18, 2020 at -21.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 8.10% | 2.88% | -10.76% | 15.05% | 10.51% | -0.85% | 25.10% | ||||||
| 2025 | 1.78% | -1.19% | -4.47% | 1.80% | 6.06% | 5.77% | 1.41% | 2.51% | 3.84% | 2.39% | -3.39% | 2.05% | 19.55% |
| 2024 | 3.64% | 3.86% | 6.51% | -1.40% | 5.35% | 3.75% | 0.85% | 3.40% | 2.44% | -3.10% | 3.19% | -3.15% | 27.82% |
| 2023 | 13.44% | -3.51% | -0.48% | -0.25% | -3.32% | 7.07% | 3.66% | -2.27% | -6.87% | -4.92% | 9.04% | 4.11% | 14.55% |
| 2022 | -6.12% | -5.72% | 2.23% | -10.87% | -3.41% | -8.34% | 9.90% | -2.90% | -14.18% | -6.23% | 15.01% | -11.71% | -37.74% |
| 2021 | -0.10% | 4.59% | 3.75% | 4.88% | -0.91% | 5.25% | 2.03% | -3.98% | -9.11% | 9.24% | -3.32% | 1.41% | 13.07% |
Benchmark Metrics
Calamos Global Dynamic Income Fund has an annualized alpha of 0.61%, beta of 0.94, and R2 of 0.54 versus S&P 500 Index. Calculated based on daily prices since July 26, 2007.
- This fund participated in 122.33% of S&P 500 Index downside but only 119.42% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 0.94 and R2 of 0.54, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 0.61%
- Beta
- 0.94
- R²
- 0.54
- Upside Capture
- 119.42%
- Downside Capture
- 122.33%
Expense Ratio
CHW has a high expense ratio of 2.63%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
CHW ranks 71 for risk / return — better than 71% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Calamos Global Dynamic Income Fund (CHW) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CHW | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.59 | ||
| Sortino ratioReturn per unit of downside risk | +0.66 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.37 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.81 | 2.78 | +0.02 |
| Martin ratioReturn relative to average drawdown | 10.55 | 12.44 | -1.89 |
Dividends
Dividend History
Calamos Global Dynamic Income Fund provided a 6.67% dividend yield over the last twelve months, with an annual payout of $0.60 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.60 | $0.60 | $0.60 | $0.60 | $0.76 | $0.84 | $0.84 | $0.84 | $0.84 | $0.84 | $0.84 | $0.84 |
Dividend yield | 6.67% | 8.10% | 8.89% | 10.40% | 13.62% | 8.43% | 8.79% | 9.67% | 12.82% | 9.25% | 12.05% | 11.73% |
Monthly Dividends
The table displays the monthly dividend distributions for Calamos Global Dynamic Income Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.25 | ||||||
| 2025 | $0.00 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.10 | $0.60 |
| 2024 | $0.00 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.10 | $0.60 |
| 2023 | $0.00 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.10 | $0.60 |
| 2022 | $0.00 | $0.07 | $0.07 | $0.07 | $0.07 | $0.07 | $0.07 | $0.07 | $0.07 | $0.05 | $0.05 | $0.10 | $0.76 |
| 2021 | $0.00 | $0.07 | $0.07 | $0.07 | $0.07 | $0.07 | $0.07 | $0.07 | $0.07 | $0.07 | $0.07 | $0.14 | $0.84 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Calamos Global Dynamic Income Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Calamos Global Dynamic Income Fund was 66.94%, occurring on Nov 20, 2008. Recovery took 1039 trading sessions.
The current Calamos Global Dynamic Income Fund drawdown is 1.18%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -66.94%Nov 2008 | 1y 3mo | 4y 1mo | 5y 5moJul 2007 - Jan 2013 |
COVID crash2020 | -53.58%Mar 2020 | 26d | 6mo 23d | 7mo 19dFeb 2020 - Oct 2020 |
Bear market2022 | -46.11%Oct 2022 | 1y 2mo | 2y 11mo | 4y 1moJul 2021 - Sep 2025 |
Rate-hike selloffLate 2018 | -31.92%Dec 2018 | 3mo 9d | 10mo 18d | 1y 1moSep 2018 - Nov 2019 |
2016 bear market2016 | -29.24%Feb 2016 | 1y 6mo | 12mo 2d | 2y 6moJul 2014 - Feb 2017 |
Drawdown Indicators
| CHW | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.94% | -56.78% | -10.16% |
Max Drawdown (1Y)Largest decline over 1 year | -15.51% | -9.10% | -6.41% |
Max Drawdown (3Y)Largest decline over 3 years | -20.40% | -18.90% | -1.50% |
Max Drawdown (5Y)Largest decline over 5 years | -46.11% | -25.43% | -20.68% |
Max Drawdown (10Y)Largest decline over 10 years | -53.58% | -33.92% | -19.66% |
Current DrawdownCurrent decline from peak | -1.18% | -1.80% | +0.62% |
Average DrawdownAverage peak-to-trough decline | -14.85% | -10.71% | -4.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.12% | 2.03% | +2.09% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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