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Calamos High Income Opportunities Fund (CHYDX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS1281198150
CUSIP128119815
IssuerCalamos
Inception DateAug 2, 1999
CategoryHigh Yield Bonds
Min. Investment$2,500
Asset ClassBond

Expense Ratio

CHYDX has a high expense ratio of 1.00%, indicating higher-than-average management fees.


Expense ratio chart for CHYDX: current value at 1.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.00%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Calamos High Income Opportunities Fund

Popular comparisons: CHYDX vs. SPY, CHYDX vs. IVV, CHYDX vs. JEPI

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Calamos High Income Opportunities Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


240.00%260.00%280.00%300.00%320.00%340.00%360.00%380.00%2024FebruaryMarchAprilMayJune
254.35%
374.97%
CHYDX (Calamos High Income Opportunities Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

Calamos High Income Opportunities Fund had a return of 2.49% year-to-date (YTD) and 10.76% in the last 12 months. Over the past 10 years, Calamos High Income Opportunities Fund had an annualized return of 3.18%, while the S&P 500 had an annualized return of 10.85%, indicating that Calamos High Income Opportunities Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date2.49%14.57%
1 month0.67%3.01%
6 months2.87%14.93%
1 year10.76%25.67%
5 years (annualized)3.60%13.42%
10 years (annualized)3.18%10.85%

Monthly Returns

The table below presents the monthly returns of CHYDX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.17%0.37%1.08%-0.86%1.07%2.49%
20233.65%-1.24%0.18%1.17%-0.95%1.83%1.57%0.53%-1.08%-1.46%3.90%3.74%12.26%
2022-2.22%-1.06%-0.57%-3.15%-0.38%-5.96%4.96%-1.79%-3.97%2.70%1.62%-0.57%-10.35%
20210.69%0.92%0.55%1.11%0.37%1.19%0.37%0.41%-0.01%-0.01%-0.95%1.64%6.44%
20200.11%-1.62%-13.88%3.71%4.78%1.37%4.12%1.55%-0.87%0.23%4.60%2.07%4.78%
20195.15%1.92%0.68%1.62%-1.47%2.07%0.37%-0.10%0.06%0.24%0.39%2.65%14.29%
20180.81%-1.11%-1.11%0.75%0.18%0.41%1.06%0.75%0.73%-2.17%-1.39%-3.21%-4.31%
20171.28%1.07%-0.73%1.61%0.51%0.15%0.98%0.11%0.65%0.26%-0.46%0.47%6.05%
2016-2.24%0.63%2.82%2.70%0.20%0.56%2.65%1.58%0.60%0.26%-0.15%1.83%11.94%
20150.07%2.75%-0.48%1.43%0.42%-1.62%-1.14%-1.93%-2.37%2.76%-2.03%-2.41%-4.65%
20140.51%1.99%0.37%0.54%0.92%0.76%-1.18%1.20%-2.12%0.95%-0.78%-2.20%0.87%
20131.44%-0.02%1.07%1.79%-0.14%-3.33%2.11%-0.84%0.72%2.17%0.42%0.70%6.12%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of CHYDX is 91, placing it in the top 9% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of CHYDX is 9191
CHYDX (Calamos High Income Opportunities Fund)
The Sharpe Ratio Rank of CHYDX is 9595Sharpe Ratio Rank
The Sortino Ratio Rank of CHYDX is 9595Sortino Ratio Rank
The Omega Ratio Rank of CHYDX is 9595Omega Ratio Rank
The Calmar Ratio Rank of CHYDX is 8181Calmar Ratio Rank
The Martin Ratio Rank of CHYDX is 9292Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Calamos High Income Opportunities Fund (CHYDX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


CHYDX
Sharpe ratio
The chart of Sharpe ratio for CHYDX, currently valued at 2.85, compared to the broader market-1.000.001.002.003.004.002.85
Sortino ratio
The chart of Sortino ratio for CHYDX, currently valued at 4.64, compared to the broader market-2.000.002.004.006.008.0010.0012.004.64
Omega ratio
The chart of Omega ratio for CHYDX, currently valued at 1.65, compared to the broader market1.002.003.001.65
Calmar ratio
The chart of Calmar ratio for CHYDX, currently valued at 1.52, compared to the broader market0.005.0010.0015.001.52
Martin ratio
The chart of Martin ratio for CHYDX, currently valued at 13.01, compared to the broader market0.0020.0040.0060.0080.0013.01
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.24, compared to the broader market-1.000.001.002.003.004.002.24
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.16, compared to the broader market-2.000.002.004.006.008.0010.0012.003.16
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.39, compared to the broader market1.002.003.001.39
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.78, compared to the broader market0.005.0010.0015.001.78
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.36, compared to the broader market0.0020.0040.0060.0080.008.36

Sharpe Ratio

The current Calamos High Income Opportunities Fund Sharpe ratio is 2.85. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Calamos High Income Opportunities Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.003.502024FebruaryMarchAprilMayJune
2.85
2.24
CHYDX (Calamos High Income Opportunities Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Calamos High Income Opportunities Fund granted a 6.39% dividend yield in the last twelve months. The annual payout for that period amounted to $0.49 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.49$0.48$0.40$0.38$0.44$0.50$0.52$0.43$0.43$0.44$0.81$0.72

Dividend yield

6.39%6.28%5.47%4.48%5.26%5.85%6.61%4.87%4.94%5.43%8.99%7.38%

Monthly Dividends

The table displays the monthly dividend distributions for Calamos High Income Opportunities Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.03$0.04$0.04$0.04$0.04$0.00$0.20
2023$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.03$0.05$0.05$0.48
2022$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.04$0.04$0.40
2021$0.03$0.04$0.04$0.03$0.03$0.03$0.03$0.04$0.03$0.03$0.03$0.03$0.38
2020$0.04$0.04$0.05$0.04$0.04$0.03$0.04$0.03$0.03$0.03$0.04$0.03$0.44
2019$0.05$0.04$0.04$0.05$0.05$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.50
2018$0.04$0.04$0.04$0.04$0.05$0.05$0.04$0.04$0.04$0.04$0.04$0.05$0.52
2017$0.03$0.03$0.04$0.04$0.04$0.03$0.04$0.04$0.03$0.02$0.04$0.05$0.43
2016$0.04$0.03$0.03$0.03$0.04$0.05$0.04$0.03$0.03$0.03$0.04$0.04$0.43
2015$0.04$0.04$0.04$0.04$0.03$0.04$0.04$0.04$0.03$0.03$0.04$0.05$0.44
2014$0.04$0.04$0.06$0.04$0.06$0.04$0.05$0.04$0.04$0.04$0.05$0.30$0.81
2013$0.04$0.04$0.05$0.05$0.04$0.06$0.04$0.05$0.04$0.04$0.04$0.24$0.72

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%2024FebruaryMarchAprilMayJune
-0.13%
-0.41%
CHYDX (Calamos High Income Opportunities Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Calamos High Income Opportunities 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 High Income Opportunities Fund was 35.03%, occurring on Nov 20, 2008. Recovery took 219 trading sessions.

The current Calamos High Income Opportunities Fund drawdown is 0.13%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.03%Nov 1, 2007266Nov 20, 2008219Oct 6, 2009485
-23.35%Feb 24, 202021Mar 23, 2020167Nov 17, 2020188
-14.65%Jun 3, 200290Oct 9, 2002112Mar 21, 2003202
-13.66%Dec 31, 2021188Sep 29, 2022310Dec 22, 2023498
-12.68%Jun 24, 2014413Feb 11, 2016143Sep 6, 2016556

Volatility

Volatility Chart

The current Calamos High Income Opportunities Fund volatility is 0.79%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%2024FebruaryMarchAprilMayJune
0.79%
2.38%
CHYDX (Calamos High Income Opportunities Fund)
Benchmark (^GSPC)