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ISIN
US1281191049
CUSIP
128119104
Issuer
Calamos
Inception Date
Sep 21, 1988
Min. Investment
$2,500
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

CVTRX Performance Chart

Calamos Growth and Income Fund (CVTRX) is up 11.4% since the beginning of the year. CVTRX is currently trading at $59 per share. Investors who bought $1,000 worth of CVTRX shares 5 years ago would now be looking at an investment worth $1,725.


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S&P 500 Index

Returns By Period

Calamos Growth and Income Fund (CVTRX) has returned 11.44% so far this year and 27.71% over the past 12 months. Over the last ten years, CVTRX has returned 13.14% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Calamos Growth and Income Fund

1D
1.25%
1M
1.47%
YTD
11.44%
6M
10.80%
1Y
27.71%
3Y*
19.00%
5Y*
11.52%
10Y*
13.14%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CVTRX Monthly Returns History

Based on dividend-adjusted daily data since Sep 22, 1988, CVTRX's average daily return is +0.05%, while the average monthly return is +0.95%. At this rate, an investment would double in approximately 6.1 years.

Historically, 63% of months were positive and 37% were negative. The best month was Dec 1999 with a return of +18.1%, while the worst month was Oct 2008 at -16.1%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.

On a daily basis, CVTRX closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +7.8%, while the worst single day was Mar 16, 2020 at -9.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.94%-1.05%-4.66%10.24%5.09%0.03%11.44%
20252.77%-2.16%-5.21%0.15%5.96%5.40%2.12%1.53%4.08%2.25%-0.23%0.07%17.46%
20241.28%4.20%2.58%-3.56%3.94%3.22%0.23%1.90%2.24%-0.55%5.36%-1.56%20.66%
20235.54%-2.59%3.06%1.57%0.18%5.34%2.43%-1.65%-3.89%-1.82%7.39%3.81%20.36%
2022-5.05%-2.50%2.55%-7.99%-0.07%-7.45%7.38%-3.22%-7.97%6.59%4.44%-5.18%-18.45%
2021-1.30%3.73%1.98%5.10%0.13%1.74%1.54%2.18%-3.95%6.29%-1.20%3.48%21.05%

Benchmark Metrics

Calamos Growth and Income Fund has an annualized alpha of 4.45%, beta of 0.69, and R2 of 0.82 versus S&P 500 Index. Calculated based on daily prices since September 22, 1988.

  • This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (85.26%) than losses (73.74%) - typical of diversified or defensive assets.
  • This fund generated an annualized alpha of 4.45% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • Beta of 0.69 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
4.45%
Beta
0.69
0.82
Upside Capture
85.26%
Downside Capture
73.74%

Expense Ratio

CVTRX has a high expense ratio of 1.05%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

CVTRX ranks 66 for risk / return — better than 66% 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.


CVTRX Risk / Return Rank: 6666
Overall Rank
CVTRX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
CVTRX Sortino Ratio Rank: 6161
Sortino Ratio Rank
CVTRX Omega Ratio Rank: 6161
Omega Ratio Rank
CVTRX Calmar Ratio Rank: 6868
Calmar Ratio Rank
CVTRX Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Calamos Growth and Income Fund (CVTRX) 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.


CVTRXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.18

Sortino ratioReturn per unit of downside risk

+0.24

Omega ratioGain probability vs. loss probability

1.39

1.37

+0.03

Calmar ratioReturn relative to maximum drawdown

3.02

2.78

+0.24

Martin ratioReturn relative to average drawdown

13.25

12.44

+0.81

Dividends

Dividend History

Calamos Growth and Income Fund provided a 6.56% dividend yield over the last twelve months, with an annual payout of $3.89 per share. The fund has been increasing its distributions for 3 consecutive years.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%$0.00$1.00$2.00$3.00$4.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$3.89$3.93$2.35$1.77$1.47$2.58$1.31$1.23$2.44$2.31$2.17$2.07

Dividend yield

6.56%7.38%4.83%4.18%4.02%5.52%3.22%3.56%8.61%7.21%7.31%6.96%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.04$0.00$0.00$0.05$0.00$0.00$3.84$3.93
2024$0.00$0.00$0.01$0.00$0.00$0.04$0.00$0.00$0.07$0.00$0.00$2.23$2.35
2023$0.00$0.00$0.00$0.00$0.00$0.06$0.00$0.00$0.08$0.00$0.00$1.63$1.77
2022$0.00$0.00$0.02$0.00$0.00$0.05$0.00$0.00$0.06$0.00$0.00$1.34$1.47
2021$0.00$0.00$0.01$0.00$0.00$0.04$0.00$0.00$0.06$0.00$0.00$2.48$2.58

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 Growth and 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 Growth and Income Fund was 44.13%, occurring on Nov 20, 2008. Recovery took 522 trading sessions.

The current Calamos Growth and Income Fund drawdown is 0.52%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-44.13%Nov 2008
1y 20d2y 27d
3y 1moNov 2007 - Dec 2010
COVID crash2020
-28.20%Mar 2020
1mo 2d3mo 24d
4mo 26dFeb 2020 - Jul 2020
Bear market2022
-23.30%Oct 2022
9mo 10d1y 3mo
2y 24dJan 2022 - Jan 2024
Dot-com crash2000–2002
-20.72%Oct 2002
2y 7mo8mo 11d
3y 3moMar 2000 - Jun 2003
1998 bear market1998
-20.45%Oct 1998
2mo 19d3mo
5mo 19dJul 1998 - Jan 1999

Drawdown Indicators


CVTRXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-44.13%

-56.78%

+12.65%

Max Drawdown (1Y)

Largest decline over 1 year

-9.14%

-9.10%

-0.04%

Max Drawdown (3Y)

Largest decline over 3 years

-16.45%

-18.90%

+2.45%

Max Drawdown (5Y)

Largest decline over 5 years

-23.30%

-25.43%

+2.13%

Max Drawdown (10Y)

Largest decline over 10 years

-28.20%

-33.92%

+5.72%

Current Drawdown

Current decline from peak

-0.52%

-1.80%

+1.28%

Average Drawdown

Average peak-to-trough decline

-5.17%

-10.71%

+5.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.08%

2.03%

+0.05%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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