PortfoliosLab logoPortfoliosLab logo
CAIE vs. VTIP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CAIE vs. VTIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calamos Autocallable Income ETF (CAIE) and Vanguard Short-Term Inflation-Protected Securities ETF (VTIP). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, CAIE achieves a 8.63% return, which is significantly higher than VTIP's 1.91% return.


CAIE

1D
1.15%
1M
1.01%
YTD
8.63%
6M
9.20%
1Y
3Y*
5Y*
10Y*

VTIP

1D
0.06%
1M
-0.00%
YTD
1.91%
6M
2.03%
1Y
4.57%
3Y*
5.19%
5Y*
3.46%
10Y*
3.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CAIE vs. VTIP - Yearly Performance Comparison


Correlation

The correlation between CAIE and VTIP is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 25, 2025

0.02

Compare stocks, funds, or ETFs

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


Return for Risk

CAIE vs. VTIP — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CAIE

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


VTIP
VTIP Risk / Return Rank: 9595
Overall Rank
VTIP Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
VTIP Sortino Ratio Rank: 9696
Sortino Ratio Rank
VTIP Omega Ratio Rank: 9595
Omega Ratio Rank
VTIP Calmar Ratio Rank: 9494
Calmar Ratio Rank
VTIP Martin Ratio Rank: 9494
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.

CAIE vs. VTIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Calamos Autocallable Income ETF (CAIE) and Vanguard Short-Term Inflation-Protected Securities ETF (VTIP). 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.

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.


CAIEVTIPDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.65

Calmar ratioReturn relative to maximum drawdown

6.57

Martin ratioReturn relative to average drawdown

25.33

CAIE vs. VTIP - Sharpe Ratio Comparison


Loading charts...

Drawdowns

CAIE vs. VTIP - Drawdown Comparison

The maximum CAIE drawdown since its inception was -7.73%, which is greater than VTIP's maximum drawdown of -6.27%. Use the drawdown chart below to compare losses from any high point for CAIE and VTIP.


Loading charts...

Drawdown Indicators


CAIEVTIPDifference

Max Drawdown

Largest peak-to-trough decline

-7.73%

-6.27%

-1.46%

Max Drawdown (1Y)

Largest decline over 1 year

-0.70%

Max Drawdown (3Y)

Largest decline over 3 years

-0.98%

Max Drawdown (5Y)

Largest decline over 5 years

-5.50%

Max Drawdown (10Y)

Largest decline over 10 years

-6.27%

Current Drawdown

Current decline from peak

-0.80%

-0.16%

-0.64%

Average Drawdown

Average peak-to-trough decline

-1.08%

-1.04%

-0.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.18%

Volatility

CAIE vs. VTIP - Volatility Comparison


Loading charts...

Volatility by Period


CAIEVTIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.40%

Volatility (6M)

Calculated over the trailing 6-month period

1.04%

Volatility (1Y)

Calculated over the trailing 1-year period

12.08%

1.50%

+10.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.08%

2.77%

+9.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.08%

2.74%

+9.34%

CAIE vs. VTIP - Expense Ratio Comparison

CAIE has a 0.74% expense ratio, which is higher than VTIP's 0.03% expense ratio.


Dividends

CAIE vs. VTIP - Dividend Comparison

CAIE's dividend yield for the trailing twelve months is around 13.15%, more than VTIP's 3.59% yield.


PositionTTM2025202420232022202120202019201820172016
CAIE
Calamos Autocallable Income ETF
13.15%7.46%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
3.59%3.81%2.70%2.86%6.84%4.68%1.20%1.95%2.45%1.52%0.76%

Frequently Asked Questions


CAIE and VTIP have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VTIP is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VTIP is cheaper with a 0.03% expense ratio, compared with 0.74% for CAIE.

CAIE has the higher dividend yield at 13.15%, compared with 3.59% for VTIP.

CAIE is categorized as Derivative Income, while VTIP is Inflation-Protected Bonds. CAIE tracks MerQube US Large Cap Vol Advantage Autocallable Index, while VTIP tracks Bloomberg U.S. Treasury Inflation-Protected Securities (TIPS) 0-5 Year Index. They also come from different issuers: Calamos and Vanguard. Their fees differ too: 0.74% for CAIE and 0.03% for VTIP.

Portfolio Optimizer

Find the right allocation for CAIE and VTIP

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer