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CCD vs. ICVT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CCD vs. ICVT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calamos Dynamic Convertible and Income Fund (CCD) and iShares Convertible Bond ETF (ICVT). The values are adjusted to include any dividend payments, if applicable.

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CCD vs. ICVT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CCD
Calamos Dynamic Convertible and Income Fund
4.16%-4.26%35.89%7.98%-28.00%20.33%45.75%41.60%-9.64%26.56%
ICVT
iShares Convertible Bond ETF
3.58%18.10%10.61%15.35%-20.66%-0.66%61.01%21.76%-0.27%16.38%

Returns By Period

In the year-to-date period, CCD achieves a 4.16% return, which is significantly higher than ICVT's 3.58% return. Both investments have delivered pretty close results over the past 10 years, with CCD having a 12.73% annualized return and ICVT not far behind at 12.24%.


CCD

1D
4.91%
1M
-6.38%
YTD
4.16%
6M
7.08%
1Y
11.93%
3Y*
11.43%
5Y*
1.77%
10Y*
12.73%

ICVT

1D
2.66%
1M
-2.73%
YTD
3.58%
6M
2.56%
1Y
23.90%
3Y*
14.18%
5Y*
3.55%
10Y*
12.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

CCD vs. ICVT — Risk / Return Rank

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

CCD
CCD Risk / Return Rank: 6060
Overall Rank
CCD Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
CCD Sortino Ratio Rank: 5656
Sortino Ratio Rank
CCD Omega Ratio Rank: 5757
Omega Ratio Rank
CCD Calmar Ratio Rank: 6161
Calmar Ratio Rank
CCD Martin Ratio Rank: 6363
Martin Ratio Rank

ICVT
ICVT Risk / Return Rank: 8787
Overall Rank
ICVT Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
ICVT Sortino Ratio Rank: 8787
Sortino Ratio Rank
ICVT Omega Ratio Rank: 8383
Omega Ratio Rank
ICVT Calmar Ratio Rank: 9191
Calmar Ratio Rank
ICVT Martin Ratio Rank: 8989
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.

CCD vs. ICVT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Calamos Dynamic Convertible and Income Fund (CCD) and iShares Convertible Bond ETF (ICVT). 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.


CCDICVTDifference

Sharpe ratio

Return per unit of total volatility

0.60

1.71

-1.11

Sortino ratio

Return per unit of downside risk

1.00

2.33

-1.33

Omega ratio

Gain probability vs. loss probability

1.14

1.32

-0.18

Calmar ratio

Return relative to maximum drawdown

0.86

3.10

-2.23

Martin ratio

Return relative to average drawdown

2.26

10.57

-8.32

CCD vs. ICVT - Sharpe Ratio Comparison

The current CCD Sharpe Ratio is 0.60, which is lower than the ICVT Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of CCD and ICVT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CCDICVTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.60

1.71

-1.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

0.27

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.79

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.67

-0.33

Correlation

The correlation between CCD and ICVT is 0.55, 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

CCD vs. ICVT - Dividend Comparison

CCD's dividend yield for the trailing twelve months is around 10.96%, more than ICVT's 1.62% yield.


TTM20252024202320222021202020192018201720162015
CCD
Calamos Dynamic Convertible and Income Fund
10.96%11.22%9.63%11.83%11.42%7.43%7.11%8.93%12.21%9.99%11.43%7.40%
ICVT
iShares Convertible Bond ETF
1.62%1.73%2.19%1.85%1.93%7.70%3.98%1.86%4.82%2.56%3.06%1.57%

Drawdowns

CCD vs. ICVT - Drawdown Comparison

The maximum CCD drawdown since its inception was -55.42%, which is greater than ICVT's maximum drawdown of -33.25%. Use the drawdown chart below to compare losses from any high point for CCD and ICVT.


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Drawdown Indicators


CCDICVTDifference

Max Drawdown

Largest peak-to-trough decline

-55.42%

-33.25%

-22.17%

Max Drawdown (1Y)

Largest decline over 1 year

-12.89%

-7.55%

-5.34%

Max Drawdown (5Y)

Largest decline over 5 years

-37.54%

-29.95%

-7.59%

Max Drawdown (10Y)

Largest decline over 10 years

-55.42%

-33.25%

-22.17%

Current Drawdown

Current decline from peak

-6.71%

-3.67%

-3.04%

Average Drawdown

Average peak-to-trough decline

-12.00%

-9.64%

-2.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.94%

2.21%

+2.73%

Volatility

CCD vs. ICVT - Volatility Comparison

Calamos Dynamic Convertible and Income Fund (CCD) has a higher volatility of 8.75% compared to iShares Convertible Bond ETF (ICVT) at 6.74%. This indicates that CCD's price experiences larger fluctuations and is considered to be riskier than ICVT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CCDICVTDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.75%

6.74%

+2.01%

Volatility (6M)

Calculated over the trailing 6-month period

13.76%

11.65%

+2.11%

Volatility (1Y)

Calculated over the trailing 1-year period

19.89%

14.02%

+5.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.13%

13.20%

+6.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.75%

15.54%

+10.21%