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Calamos Growth and Income Fund (CVTRX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US1281191049

CUSIP

128119104

Issuer

Calamos

Inception Date

Sep 21, 1988

Min. Investment

$2,500

Asset Class

Multi-Asset

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

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


Expense ratio chart for CVTRX: current value at 1.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.05%

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.


Popular comparisons:
CVTRX vs. RCTIX CVTRX vs. VTTSX CVTRX vs. SPY CVTRX vs. JANBX
Popular comparisons:
CVTRX vs. RCTIX CVTRX vs. VTTSX CVTRX vs. SPY CVTRX vs. JANBX

Performance

Performance Chart

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


400.00%450.00%500.00%550.00%600.00%650.00%JulyAugustSeptemberOctoberNovemberDecember
481.91%
626.56%
CVTRX (Calamos Growth and Income Fund)
Benchmark (^GSPC)

Returns By Period

Calamos Growth and Income Fund had a return of 21.51% year-to-date (YTD) and 21.91% in the last 12 months. Over the past 10 years, Calamos Growth and Income Fund had an annualized return of 6.47%, while the S&P 500 had an annualized return of 11.06%, indicating that Calamos Growth and Income Fund did not perform as well as the benchmark.


CVTRX

YTD

21.51%

1M

0.77%

6M

8.40%

1Y

21.91%

5Y*

9.17%

10Y*

6.47%

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.28%4.20%2.59%-3.56%3.94%3.22%0.23%1.90%2.24%-0.55%5.36%21.51%
20235.55%-2.59%3.06%1.57%0.18%5.34%2.43%-1.65%-3.89%-1.82%7.39%0.22%16.20%
2022-5.05%-2.50%2.55%-7.99%-0.07%-7.45%7.38%-3.22%-7.97%6.59%4.44%-7.80%-20.70%
2021-1.30%3.73%1.98%5.10%0.13%1.74%1.54%2.18%-3.95%6.29%-1.20%-1.59%15.12%
2020-0.09%-6.74%-10.16%11.11%5.26%2.60%4.97%6.59%-3.58%-2.13%10.56%2.14%19.79%
20197.05%2.60%1.48%3.74%-5.05%5.58%1.25%-1.39%0.80%1.86%2.90%0.64%23.06%
20185.80%-2.95%-2.00%0.09%2.11%0.04%3.05%2.66%0.19%-6.06%1.72%-13.64%-10.01%
20171.35%3.20%0.09%1.23%1.38%0.15%2.03%0.19%1.09%1.94%1.93%-4.92%9.82%
2016-4.78%-0.81%5.28%0.65%1.55%-0.56%2.89%0.39%0.35%-1.18%2.09%-2.45%3.08%
2015-2.63%5.02%-1.60%0.89%1.94%-1.82%1.80%-4.59%-2.07%6.49%-0.09%-5.31%-2.65%
2014-2.58%4.35%-1.06%-0.15%2.49%2.21%-2.24%3.64%-2.22%2.32%1.39%-11.36%-4.15%
20133.43%-0.70%1.13%-0.27%2.31%-2.70%4.64%-1.63%3.47%2.78%1.67%-7.32%6.37%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 83, CVTRX is among the top 17% of mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of CVTRX is 8383
Overall Rank
The Sharpe Ratio Rank of CVTRX is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of CVTRX is 8484
Sortino Ratio Rank
The Omega Ratio Rank of CVTRX is 8484
Omega Ratio Rank
The Calmar Ratio Rank of CVTRX is 7676
Calmar Ratio Rank
The Martin Ratio Rank of CVTRX is 8787
Martin 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 Growth and Income Fund (CVTRX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for CVTRX, currently valued at 1.67, compared to the broader market-1.000.001.002.003.004.001.672.10
The chart of Sortino ratio for CVTRX, currently valued at 2.24, compared to the broader market-2.000.002.004.006.008.0010.002.242.80
The chart of Omega ratio for CVTRX, currently valued at 1.31, compared to the broader market0.501.001.502.002.503.003.501.311.39
The chart of Calmar ratio for CVTRX, currently valued at 1.36, compared to the broader market0.002.004.006.008.0010.0012.0014.001.363.09
The chart of Martin ratio for CVTRX, currently valued at 10.56, compared to the broader market0.0020.0040.0060.0010.5613.49
CVTRX
^GSPC

The current Calamos Growth and Income Fund Sharpe ratio is 1.67. 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 Growth and Income 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.67
2.10
CVTRX (Calamos Growth and Income Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Calamos Growth and Income Fund provided a 0.24% dividend yield over the last twelve months, with an annual payout of $0.12 per share.


0.00%1.00%2.00%3.00%4.00%$0.00$0.20$0.40$0.60$0.80$1.0020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.12$0.27$0.44$0.25$0.43$0.42$0.53$0.50$0.96$1.06$0.41$0.52

Dividend yield

0.24%0.64%1.19%0.53%1.04%1.23%1.88%1.55%3.25%3.57%1.31%1.56%

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
2024$0.00$0.00$0.01$0.00$0.00$0.04$0.00$0.00$0.07$0.00$0.00$0.00$0.12
2023$0.00$0.00$0.00$0.00$0.00$0.06$0.00$0.00$0.08$0.00$0.00$0.14$0.27
2022$0.00$0.00$0.02$0.00$0.00$0.06$0.00$0.00$0.06$0.00$0.00$0.30$0.44
2021$0.00$0.00$0.01$0.00$0.00$0.04$0.00$0.00$0.06$0.00$0.00$0.14$0.25
2020$0.00$0.00$0.13$0.00$0.00$0.06$0.00$0.00$0.06$0.00$0.00$0.17$0.43
2019$0.00$0.00$0.10$0.00$0.00$0.06$0.00$0.00$0.11$0.00$0.00$0.15$0.42
2018$0.00$0.00$0.07$0.00$0.00$0.11$0.00$0.00$0.12$0.00$0.00$0.23$0.53
2017$0.00$0.00$0.16$0.00$0.00$0.17$0.00$0.00$0.09$0.00$0.00$0.08$0.50
2016$0.00$0.00$0.09$0.00$0.00$0.17$0.00$0.00$0.28$0.00$0.00$0.42$0.96
2015$0.00$0.00$0.12$0.00$0.00$0.26$0.00$0.00$0.38$0.00$0.00$0.31$1.06
2014$0.00$0.00$0.12$0.00$0.00$0.03$0.00$0.00$0.13$0.00$0.00$0.14$0.41
2013$0.52$0.52

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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.14%
-2.62%
CVTRX (Calamos Growth and Income Fund)
Benchmark (^GSPC)

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 48.16%, occurring on Nov 20, 2008. Recovery took 563 trading sessions.

The current Calamos Growth and Income Fund drawdown is 2.14%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.16%Nov 1, 2007266Nov 20, 2008563Feb 16, 2011829
-28.64%Jul 20, 199916Aug 10, 1999117Jan 21, 2000133
-28.2%Feb 20, 202023Mar 23, 202079Jul 15, 2020102
-26.6%Nov 9, 2021233Oct 12, 2022436Jul 10, 2024669
-22.27%Nov 28, 2014303Feb 11, 2016427Oct 20, 2017730

Volatility

Volatility Chart

The current Calamos Growth and Income Fund volatility is 3.36%, 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.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.36%
3.79%
CVTRX (Calamos Growth and Income Fund)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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