ANNPX vs. CHI
Compare and contrast key facts about Virtus Convertible Fund (ANNPX) and Calamos Convertible Opportunities and Income Fund (CHI).
ANNPX is managed by Allianz. It was launched on Apr 18, 1993. CHI is an actively managed fund by Calamos. It was launched on Jun 25, 1997.
Performance
ANNPX vs. CHI - Performance Comparison
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ANNPX vs. CHI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ANNPX Virtus Convertible Fund | 2.37% | 22.50% | 14.13% | 8.39% | -18.65% | 4.96% | 55.99% | 26.45% | 2.76% | 15.22% |
CHI Calamos Convertible Opportunities and Income Fund | 7.61% | -2.15% | 27.23% | 9.49% | -23.31% | 20.31% | 33.82% | 35.66% | -12.67% | 22.70% |
Returns By Period
In the year-to-date period, ANNPX achieves a 2.37% return, which is significantly lower than CHI's 7.61% return. Over the past 10 years, ANNPX has outperformed CHI with an annualized return of 12.90%, while CHI has yielded a comparatively lower 11.94% annualized return.
ANNPX
- 1D
- 2.57%
- 1M
- -4.28%
- YTD
- 2.37%
- 6M
- 4.52%
- 1Y
- 29.42%
- 3Y*
- 14.71%
- 5Y*
- 5.23%
- 10Y*
- 12.90%
CHI
- 1D
- 3.26%
- 1M
- -2.74%
- YTD
- 7.61%
- 6M
- 8.24%
- 1Y
- 26.79%
- 3Y*
- 12.98%
- 5Y*
- 4.69%
- 10Y*
- 11.94%
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ANNPX vs. CHI - Expense Ratio Comparison
ANNPX has a 0.71% expense ratio, which is lower than CHI's 0.88% expense ratio.
Return for Risk
ANNPX vs. CHI — Risk / Return Rank
ANNPX
CHI
ANNPX vs. CHI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Convertible Fund (ANNPX) and Calamos Convertible Opportunities and Income Fund (CHI). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| ANNPX | CHI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.09 | 1.36 | +0.73 |
Sortino ratioReturn per unit of downside risk | 2.77 | 2.00 | +0.77 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.28 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 4.11 | 2.49 | +1.62 |
Martin ratioReturn relative to average drawdown | 16.22 | 9.85 | +6.37 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ANNPX | CHI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.09 | 1.36 | +0.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.24 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.96 | 0.52 | +0.44 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.39 | +0.13 |
Correlation
The correlation between ANNPX and CHI is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
ANNPX vs. CHI - Dividend Comparison
ANNPX's dividend yield for the trailing twelve months is around 11.00%, more than CHI's 10.28% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ANNPX Virtus Convertible Fund | 11.00% | 11.32% | 2.31% | 2.56% | 1.55% | 20.74% | 6.94% | 5.12% | 18.79% | 23.47% | 2.88% | 10.63% |
CHI Calamos Convertible Opportunities and Income Fund | 10.28% | 10.88% | 9.55% | 11.00% | 10.85% | 7.54% | 6.75% | 8.49% | 12.19% | 10.19% | 11.30% | 11.50% |
Drawdowns
ANNPX vs. CHI - Drawdown Comparison
The maximum ANNPX drawdown since its inception was -55.61%, smaller than the maximum CHI drawdown of -64.72%. Use the drawdown chart below to compare losses from any high point for ANNPX and CHI.
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Drawdown Indicators
| ANNPX | CHI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.61% | -64.72% | +9.11% |
Max Drawdown (1Y)Largest decline over 1 year | -7.15% | -11.55% | +4.40% |
Max Drawdown (5Y)Largest decline over 5 years | -26.85% | -36.03% | +9.18% |
Max Drawdown (10Y)Largest decline over 10 years | -27.36% | -49.64% | +22.28% |
Current DrawdownCurrent decline from peak | -4.76% | -4.32% | -0.44% |
Average DrawdownAverage peak-to-trough decline | -17.54% | -9.73% | -7.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.81% | 2.92% | -1.11% |
Volatility
ANNPX vs. CHI - Volatility Comparison
The current volatility for Virtus Convertible Fund (ANNPX) is 6.71%, while Calamos Convertible Opportunities and Income Fund (CHI) has a volatility of 8.57%. This indicates that ANNPX experiences smaller price fluctuations and is considered to be less risky than CHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ANNPX | CHI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.71% | 8.57% | -1.86% |
Volatility (6M)Calculated over the trailing 6-month period | 11.41% | 13.83% | -2.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.28% | 19.88% | -5.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.81% | 20.01% | -7.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.47% | 23.09% | -9.62% |